Snapshot

12.89%
Annualized
13,726.20%
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
Monetary Velocity Measure
Cumulative Return
13,726.20%
Annualized Return
12.89%
Annualized Sharpe Ratio
0.59
Win Percentage
53.72%
Annualized Alpha
5.38%
YTD Return
0.00%
1 Year Return
27.58%
5 Year Return
13.43%
10 Year Return
11.38%
Metric
Monetary Velocity Measure
Annualized Volatility
14.03%
Beta
0.60
Maximum Drawdown
-27.45%
Recovery
696.00
Rebound
548.00
Decline
148.00
Value At Risk
-19.75%
Metric
Monetary Velocity Measure
Upside Capture Ratio
83.03%
Downside Capture Ratio
80.50%
Tracking Error
11.41%
Correlation Coefficient
0.78
Average Triggers Per Year
1.80

Forward Simulation

To run a Monetary Velocity Measure forward simulation, select a time horizon (in terms of years) and the number of simulations you'd like to execute.