Snapshot

12.03%
Annualized
4,342.29%
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
Cyclical Employment Indicator
Cumulative Return
4,342.29%
Annualized Return
12.03%
Annualized Sharpe Ratio
0.54
Win Percentage
52.40%
Annualized Alpha
4.83%
YTD Return
-5.66%
1 Year Return
8.83%
5 Year Return
7.42%
10 Year Return
10.04%
Metric
Cyclical Employment Indicator
Annualized Volatility
14.31%
Beta
0.67
Maximum Drawdown
-27.97%
Recovery
532.00
Rebound
236.00
Decline
296.00
Value At Risk
-21.25%
Metric
Cyclical Employment Indicator
Upside Capture Ratio
79.98%
Downside Capture Ratio
78.04%
Tracking Error
9.49%
Correlation Coefficient
0.86
Average Triggers Per Year
3.65

Forward Simulation

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