Snapshot

11.12%
Annualized
7,006.87%
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
7,006.87%
Annualized Return
11.12%
Annualized Sharpe Ratio
0.54
Win Percentage
52.30%
Annualized Alpha
4.34%
YTD Return
7.79%
1 Year Return
22.03%
5 Year Return
10.86%
10 Year Return
7.74%
Metric
Changes in Household Wealth
Annualized Volatility
12.84%
Beta
0.51
Maximum Drawdown
-35.40%
Recovery
925.00
Rebound
551.00
Decline
374.00
Value At Risk
-18.75%
Metric
Changes in Household Wealth
Upside Capture Ratio
65.49%
Downside Capture Ratio
62.62%
Tracking Error
12.51%
Correlation Coefficient
0.73
Average Triggers Per Year
2.94

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.