Snapshot

12.32%
Annualized
4,605.03%
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
Cyclical Employment Indicator
Cumulative Return
4,605.03%
Annualized Return
12.32%
Annualized Sharpe Ratio
0.57
Win Percentage
52.49%
Annualized Alpha
5.02%
YTD Return
13.18%
1 Year Return
13.38%
5 Year Return
9.77%
10 Year Return
10.91%
Metric
Cyclical Employment Indicator
Annualized Volatility
14.33%
Beta
0.67
Maximum Drawdown
-27.97%
Recovery
532.00
Rebound
236.00
Decline
296.00
Value At Risk
-21.02%
Metric
Cyclical Employment Indicator
Upside Capture Ratio
80.00%
Downside Capture Ratio
77.98%
Tracking Error
9.52%
Correlation Coefficient
0.86
Average Triggers Per Year
3.65

Forward Simulation

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