Pending

Snapshot

11.26%
Annualized
8,668.88%
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
Debt Ownership & Interest Paid
Cumulative Return
8,668.88%
Annualized Return
11.26%
Annualized Sharpe Ratio
0.46
Win Percentage
53.55%
Annualized Alpha
3.83%
YTD Return
-6.06%
1 Year Return
5.09%
5 Year Return
13.79%
10 Year Return
10.64%
Metric
Debt Ownership & Interest Paid
Annualized Volatility
15.15%
Beta
0.70
Maximum Drawdown
-31.80%
Recovery
948.00
Rebound
310.00
Decline
638.00
Value At Risk
-23.97%
Metric
Debt Ownership & Interest Paid
Upside Capture Ratio
87.01%
Downside Capture Ratio
85.25%
Tracking Error
9.86%
Correlation Coefficient
0.84
Average Triggers Per Year
2.05

Forward Simulation

To run a Debt Ownership & Interest Paid forward simulation, select a time horizon (in terms of years) and the number of simulations you'd like to execute.