Snapshot

10.74%
Annualized
3,002.59%
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
Manufacturing Orders 2024.06.03
Cumulative Return
3,002.59%
Annualized Return
10.74%
Annualized Sharpe Ratio
0.55
Win Percentage
52.68%
Annualized Alpha
4.60%
YTD Return
-1.21%
1 Year Return
16.76%
5 Year Return
10.12%
10 Year Return
11.70%
Metric
Manufacturing Orders 2024.06.03
Annualized Volatility
12.22%
Beta
0.45
Maximum Drawdown
-22.43%
Recovery
493.00
Rebound
297.00
Decline
196.00
Value At Risk
-17.70%
Metric
Manufacturing Orders 2024.06.03
Upside Capture Ratio
63.21%
Downside Capture Ratio
59.69%
Tracking Error
13.57%
Correlation Coefficient
0.67
Average Triggers Per Year
9.38

Forward Simulation

To run a Manufacturing Orders 2024.06.03 forward simulation, select a time horizon (in terms of years) and the number of simulations you'd like to execute.