Snapshot

10.38%
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
10.38%
Annualized Sharpe Ratio
0.51
Win Percentage
52.49%
Annualized Alpha
4.34%
YTD Return
0.00%
1 Year Return
0.00%
5 Year Return
7.73%
10 Year Return
6.74%
Metric
Unemployment & Active Hours Worked
Annualized Volatility
11.91%
Beta
0.44
Maximum Drawdown
-23.42%
Recovery
513.00
Rebound
317.00
Decline
196.00
Value At Risk
-17.32%
Metric
Unemployment & Active Hours Worked
Upside Capture Ratio
69.00%
Downside Capture Ratio
66.14%
Tracking Error
13.42%
Correlation Coefficient
0.68
Average Triggers Per Year
2.39

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.