Snapshot

12.94%
Annualized
20,028.10%
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
Slow Twitch Fast Twitch MA
Cumulative Return
20,028.10%
Annualized Return
12.94%
Annualized Sharpe Ratio
0.64
Win Percentage
53.47%
Annualized Alpha
5.42%
YTD Return
20.76%
1 Year Return
21.15%
5 Year Return
17.35%
10 Year Return
14.96%
Metric
Slow Twitch Fast Twitch MA
Annualized Volatility
13.75%
Beta
0.60
Maximum Drawdown
-34.09%
Recovery
293.00
Rebound
254.00
Decline
39.00
Value At Risk
-19.05%
Metric
Slow Twitch Fast Twitch MA
Upside Capture Ratio
82.06%
Downside Capture Ratio
78.87%
Tracking Error
11.15%
Correlation Coefficient
0.79
Average Triggers Per Year
12.68

Forward Simulation

To run a Slow Twitch Fast Twitch MA forward simulation, select a time horizon (in terms of years) and the number of simulations you'd like to execute.