Snapshot

9.94%
Annualized
5,104.15%
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
Employment Payrolls Indicator
Cumulative Return
5,104.15%
Annualized Return
9.94%
Annualized Sharpe Ratio
0.49
Win Percentage
51.28%
Annualized Alpha
3.52%
YTD Return
4.86%
1 Year Return
6.52%
5 Year Return
8.95%
10 Year Return
9.25%
Metric
Employment Payrolls Indicator
Annualized Volatility
11.76%
Beta
0.45
Maximum Drawdown
-26.50%
Recovery
1454.00
Rebound
816.00
Decline
638.00
Value At Risk
-17.42%
Metric
Employment Payrolls Indicator
Upside Capture Ratio
61.46%
Downside Capture Ratio
59.98%
Tracking Error
13.08%
Correlation Coefficient
0.69
Average Triggers Per Year
2.64

Forward Simulation

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