Snapshot

11.76%
Annualized
10,467.74%
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
10,467.74%
Annualized Return
11.76%
Annualized Sharpe Ratio
0.57
Win Percentage
52.22%
Annualized Alpha
4.68%
YTD Return
14.52%
1 Year Return
15.12%
5 Year Return
13.54%
10 Year Return
12.91%
Metric
Growth in Total Payrolls
Annualized Volatility
13.72%
Beta
0.59
Maximum Drawdown
-28.81%
Recovery
1536.00
Rebound
898.00
Decline
638.00
Value At Risk
-20.14%
Metric
Growth in Total Payrolls
Upside Capture Ratio
77.89%
Downside Capture Ratio
76.99%
Tracking Error
11.33%
Correlation Coefficient
0.78
Average Triggers Per Year
1.72

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.