Snapshot

11.66%
Annualized
9,847.44%
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
Growth in Total Payrolls
Cumulative Return
9,847.44%
Annualized Return
11.66%
Annualized Sharpe Ratio
0.54
Win Percentage
52.18%
Annualized Alpha
4.55%
YTD Return
7.79%
1 Year Return
11.10%
5 Year Return
12.73%
10 Year Return
11.91%
Metric
Growth in Total Payrolls
Annualized Volatility
13.73%
Beta
0.59
Maximum Drawdown
-28.81%
Recovery
1536.00
Rebound
898.00
Decline
638.00
Value At Risk
-20.28%
Metric
Growth in Total Payrolls
Upside Capture Ratio
77.77%
Downside Capture Ratio
76.89%
Tracking Error
11.36%
Correlation Coefficient
0.78
Average Triggers Per Year
1.73

Forward Simulation

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