Snapshot

12.79%
Annualized
19,607.39%
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
19,607.39%
Annualized Return
12.79%
Annualized Sharpe Ratio
0.62
Win Percentage
53.46%
Annualized Alpha
5.28%
YTD Return
-2.25%
1 Year Return
25.63%
5 Year Return
14.66%
10 Year Return
14.68%
Metric
Slow Twitch Fast Twitch MA
Annualized Volatility
13.73%
Beta
0.60
Maximum Drawdown
-34.09%
Recovery
293.00
Rebound
254.00
Decline
39.00
Value At Risk
-19.16%
Metric
Slow Twitch Fast Twitch MA
Upside Capture Ratio
82.12%
Downside Capture Ratio
78.93%
Tracking Error
11.13%
Correlation Coefficient
0.79
Average Triggers Per Year
12.69

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.