Snapshot

12.80%
Annualized
14,200.83%
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
14,200.83%
Annualized Return
12.80%
Annualized Sharpe Ratio
0.61
Win Percentage
53.71%
Annualized Alpha
5.40%
YTD Return
3.43%
1 Year Return
21.17%
5 Year Return
11.96%
10 Year Return
11.44%
Metric
Monetary Velocity Measure
Annualized Volatility
14.18%
Beta
0.61
Maximum Drawdown
-27.45%
Recovery
696.00
Rebound
548.00
Decline
148.00
Value At Risk
-20.18%
Metric
Monetary Velocity Measure
Upside Capture Ratio
83.04%
Downside Capture Ratio
80.58%
Tracking Error
11.34%
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.