Snapshot

11.84%
Annualized
885.67%
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
XLK&VGT
Cumulative Return
885.67%
Annualized Return
11.84%
Annualized Sharpe Ratio
0.51
Win Percentage
53.87%
Annualized Alpha
4.95%
YTD Return
-3.34%
1 Year Return
27.96%
5 Year Return
9.95%
10 Year Return
13.30%
Metric
XLK&VGT
Annualized Volatility
14.62%
Beta
0.57
Maximum Drawdown
-24.51%
Recovery
441.00
Rebound
113.00
Decline
328.00
Value At Risk
-22.18%
Metric
XLK&VGT
Upside Capture Ratio
74.34%
Downside Capture Ratio
70.79%
Tracking Error
12.67%
Correlation Coefficient
0.76
Average Triggers Per Year
2.45

Forward Simulation

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