Snapshot

12.86%
Annualized
18,594.57%
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
Slow Twitch Fast Twitch MA
Cumulative Return
18,594.57%
Annualized Return
12.86%
Annualized Sharpe Ratio
0.63
Win Percentage
53.42%
Annualized Alpha
5.37%
YTD Return
12.16%
1 Year Return
23.98%
5 Year Return
17.03%
10 Year Return
13.86%
Metric
Slow Twitch Fast Twitch MA
Annualized Volatility
13.77%
Beta
0.60
Maximum Drawdown
-34.09%
Recovery
293.00
Rebound
254.00
Decline
39.00
Value At Risk
-19.17%
Metric
Slow Twitch Fast Twitch MA
Upside Capture Ratio
81.90%
Downside Capture Ratio
78.72%
Tracking Error
11.20%
Correlation Coefficient
0.78
Average Triggers Per Year
12.74

Forward Simulation

To run a Slow Twitch Fast Twitch MA forward simulation, select a time horizon (in terms of years) and the number of simulations you'd like to execute.