Snapshot

12.73%
Annualized
16,081.00%
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
Inflation Adjusted Cap Ex
Cumulative Return
16,081.00%
Annualized Return
12.73%
Annualized Sharpe Ratio
0.61
Win Percentage
53.49%
Annualized Alpha
5.62%
YTD Return
-3.34%
1 Year Return
28.02%
5 Year Return
10.55%
10 Year Return
9.02%
Metric
Inflation Adjusted Cap Ex
Annualized Volatility
13.69%
Beta
0.59
Maximum Drawdown
-33.92%
Recovery
374.00
Rebound
350.00
Decline
24.00
Value At Risk
-19.12%
Metric
Inflation Adjusted Cap Ex
Upside Capture Ratio
79.45%
Downside Capture Ratio
76.58%
Tracking Error
11.49%
Correlation Coefficient
0.77
Average Triggers Per Year
2.05

Forward Simulation

To run a Inflation Adjusted Cap Ex forward simulation, select a time horizon (in terms of years) and the number of simulations you'd like to execute.