Snapshot

10.05%
Annualized
5,428.67%
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
5,428.67%
Annualized Return
10.05%
Annualized Sharpe Ratio
0.52
Win Percentage
51.32%
Annualized Alpha
3.70%
YTD Return
11.40%
1 Year Return
11.76%
5 Year Return
9.73%
10 Year Return
9.47%
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
-17.30%
Metric
Employment Payrolls Indicator
Upside Capture Ratio
61.67%
Downside Capture Ratio
60.15%
Tracking Error
13.04%
Correlation Coefficient
0.69
Average Triggers Per Year
2.63

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.