Snapshot

12.86%
Annualized
13,341.13%
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
13,341.13%
Annualized Return
12.86%
Annualized Sharpe Ratio
0.60
Win Percentage
53.67%
Annualized Alpha
5.42%
YTD Return
24.05%
1 Year Return
30.94%
5 Year Return
13.99%
10 Year Return
10.90%
Metric
Monetary Velocity Measure
Annualized Volatility
14.05%
Beta
0.60
Maximum Drawdown
-27.45%
Recovery
696.00
Rebound
548.00
Decline
148.00
Value At Risk
-19.83%
Metric
Monetary Velocity Measure
Upside Capture Ratio
83.19%
Downside Capture Ratio
80.77%
Tracking Error
11.40%
Correlation Coefficient
0.78
Average Triggers Per Year
1.78

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.