Pending

Snapshot

11.56%
Annualized
9,290.65%
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
9,290.65%
Annualized Return
11.56%
Annualized Sharpe Ratio
0.48
Win Percentage
53.55%
Annualized Alpha
3.94%
YTD Return
19.09%
1 Year Return
25.73%
5 Year Return
14.62%
10 Year Return
11.75%
Metric
Debt Ownership & Interest Paid
Annualized Volatility
15.00%
Beta
0.70
Maximum Drawdown
-31.80%
Recovery
948.00
Rebound
310.00
Decline
638.00
Value At Risk
-23.34%
Metric
Debt Ownership & Interest Paid
Upside Capture Ratio
86.88%
Downside Capture Ratio
85.10%
Tracking Error
9.91%
Correlation Coefficient
0.83
Average Triggers Per Year
2.07

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.