Snapshot

11.65%
Annualized
9,215.66%
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
9,215.66%
Annualized Return
11.65%
Annualized Sharpe Ratio
0.52
Win Percentage
52.12%
Annualized Alpha
4.43%
YTD Return
0.95%
1 Year Return
11.75%
5 Year Return
17.02%
10 Year Return
11.49%
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
-19.91%
Metric
Growth in Total Payrolls
Upside Capture Ratio
77.45%
Downside Capture Ratio
76.60%
Tracking Error
11.44%
Correlation Coefficient
0.77
Average Triggers Per Year
1.75

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.