Pending

Snapshot

11.59%
Annualized
10,923.98%
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
Debt Ownership & Interest Paid
Cumulative Return
10,923.98%
Annualized Return
11.59%
Annualized Sharpe Ratio
0.48
Win Percentage
53.66%
Annualized Alpha
3.97%
YTD Return
1.47%
1 Year Return
37.39%
5 Year Return
11.93%
10 Year Return
13.64%
Metric
Debt Ownership & Interest Paid
Annualized Volatility
15.06%
Beta
0.70
Maximum Drawdown
-31.80%
Recovery
948.00
Rebound
310.00
Decline
638.00
Value At Risk
-23.45%
Metric
Debt Ownership & Interest Paid
Upside Capture Ratio
87.11%
Downside Capture Ratio
85.23%
Tracking Error
9.79%
Correlation Coefficient
0.84
Average Triggers Per Year
2.03

Forward Simulation

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