Snapshot

11.69%
Annualized
9,183.72%
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
9,183.72%
Annualized Return
11.69%
Annualized Sharpe Ratio
0.54
Win Percentage
52.11%
Annualized Alpha
4.55%
YTD Return
11.33%
1 Year Return
17.56%
5 Year Return
16.93%
10 Year Return
11.29%
Metric
Growth in Total Payrolls
Annualized Volatility
13.57%
Beta
0.58
Maximum Drawdown
-28.81%
Recovery
1536.00
Rebound
898.00
Decline
638.00
Value At Risk
-19.87%
Metric
Growth in Total Payrolls
Upside Capture Ratio
77.37%
Downside Capture Ratio
76.52%
Tracking Error
11.46%
Correlation Coefficient
0.77
Average Triggers Per Year
1.76

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.