Snapshot

12.66%
Annualized
14,607.35%
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
Monetary Velocity Measure
Cumulative Return
14,607.35%
Annualized Return
12.66%
Annualized Sharpe Ratio
0.59
Win Percentage
53.61%
Annualized Alpha
5.25%
YTD Return
-1.64%
1 Year Return
28.93%
5 Year Return
9.38%
10 Year Return
11.95%
Metric
Monetary Velocity Measure
Annualized Volatility
14.09%
Beta
0.61
Maximum Drawdown
-27.45%
Recovery
696.00
Rebound
548.00
Decline
148.00
Value At Risk
-20.12%
Metric
Monetary Velocity Measure
Upside Capture Ratio
82.28%
Downside Capture Ratio
79.93%
Tracking Error
11.33%
Correlation Coefficient
0.78
Average Triggers Per Year
1.84

Forward Simulation

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