Snapshot

11.38%
Annualized
8,569.03%
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
8,569.03%
Annualized Return
11.38%
Annualized Sharpe Ratio
0.51
Win Percentage
52.12%
Annualized Alpha
4.41%
YTD Return
-6.06%
1 Year Return
-3.23%
5 Year Return
12.29%
10 Year Return
10.16%
Metric
Growth in Total Payrolls
Annualized Volatility
13.74%
Beta
0.59
Maximum Drawdown
-28.81%
Recovery
1536.00
Rebound
898.00
Decline
638.00
Value At Risk
-20.59%
Metric
Growth in Total Payrolls
Upside Capture Ratio
77.60%
Downside Capture Ratio
76.76%
Tracking Error
11.40%
Correlation Coefficient
0.78
Average Triggers Per Year
1.74

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.