Snapshot

12.74%
Annualized
19,092.35%
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
19,092.35%
Annualized Return
12.74%
Annualized Sharpe Ratio
0.62
Win Percentage
53.43%
Annualized Alpha
5.26%
YTD Return
-4.80%
1 Year Return
19.38%
5 Year Return
15.00%
10 Year Return
14.24%
Metric
Slow Twitch Fast Twitch MA
Annualized Volatility
13.74%
Beta
0.60
Maximum Drawdown
-34.09%
Recovery
293.00
Rebound
254.00
Decline
39.00
Value At Risk
-19.23%
Metric
Slow Twitch Fast Twitch MA
Upside Capture Ratio
82.12%
Downside Capture Ratio
78.97%
Tracking Error
11.12%
Correlation Coefficient
0.79
Average Triggers Per Year
12.66

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.