Snapshot

11.22%
Annualized
7,450.04%
Lifetime

Historical Performance

Linear

Chart Period: Click on a point in the chart and drag either to the left or right to zoom in and highlight a specific period within the performance history.

For further details on the Performance Summary, click here.

Please Note: The initial investment value will reset when choosing a new time period to illustrate relative performance.

Performance & Risk Analysis

Metric
Changes in Household Wealth
Cumulative Return
7,450.04%
Annualized Return
11.22%
Annualized Sharpe Ratio
0.56
Win Percentage
52.34%
Annualized Alpha
4.49%
YTD Return
14.52%
1 Year Return
15.12%
5 Year Return
11.65%
10 Year Return
8.71%
Metric
Changes in Household Wealth
Annualized Volatility
12.83%
Beta
0.51
Maximum Drawdown
-35.40%
Recovery
925.00
Rebound
551.00
Decline
374.00
Value At Risk
-18.62%
Metric
Changes in Household Wealth
Upside Capture Ratio
65.69%
Downside Capture Ratio
62.79%
Tracking Error
12.48%
Correlation Coefficient
0.73
Average Triggers Per Year
2.93

Forward Simulation

To run a Changes in Household Wealth forward simulation, select a time horizon (in terms of years) and the number of simulations you'd like to execute.