Snapshot

10.34%
Annualized
2,626.44%
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
Unemployment & Active Hours Worked
Cumulative Return
2,626.44%
Annualized Return
10.34%
Annualized Sharpe Ratio
0.50
Win Percentage
52.41%
Annualized Alpha
4.13%
YTD Return
0.00%
1 Year Return
0.00%
5 Year Return
6.36%
10 Year Return
6.86%
Metric
Unemployment & Active Hours Worked
Annualized Volatility
11.88%
Beta
0.44
Maximum Drawdown
-23.42%
Recovery
513.00
Rebound
317.00
Decline
196.00
Value At Risk
-17.30%
Metric
Unemployment & Active Hours Worked
Upside Capture Ratio
68.66%
Downside Capture Ratio
65.95%
Tracking Error
13.42%
Correlation Coefficient
0.68
Average Triggers Per Year
2.38

Forward Simulation

To run a Unemployment & Active Hours Worked forward simulation, select a time horizon (in terms of years) and the number of simulations you'd like to execute.