Snapshot

11.13%
Annualized
6,532.68%
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
6,532.68%
Annualized Return
11.13%
Annualized Sharpe Ratio
0.53
Win Percentage
52.23%
Annualized Alpha
4.32%
YTD Return
17.05%
1 Year Return
22.47%
5 Year Return
12.51%
10 Year Return
7.07%
Metric
Changes in Household Wealth
Annualized Volatility
12.64%
Beta
0.50
Maximum Drawdown
-35.40%
Recovery
925.00
Rebound
551.00
Decline
374.00
Value At Risk
-18.28%
Metric
Changes in Household Wealth
Upside Capture Ratio
64.85%
Downside Capture Ratio
62.00%
Tracking Error
12.62%
Correlation Coefficient
0.72
Average Triggers Per Year
2.99

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.