Snapshot

10.00%
Annualized
5,417.24%
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
Employment Payrolls Indicator
Cumulative Return
5,417.24%
Annualized Return
10.00%
Annualized Sharpe Ratio
0.50
Win Percentage
51.33%
Annualized Alpha
3.58%
YTD Return
11.17%
1 Year Return
11.36%
5 Year Return
8.99%
10 Year Return
9.51%
Metric
Employment Payrolls Indicator
Annualized Volatility
11.76%
Beta
0.45
Maximum Drawdown
-26.50%
Recovery
1454.00
Rebound
816.00
Decline
638.00
Value At Risk
-17.35%
Metric
Employment Payrolls Indicator
Upside Capture Ratio
61.80%
Downside Capture Ratio
60.29%
Tracking Error
13.02%
Correlation Coefficient
0.69
Average Triggers Per Year
2.64

Forward Simulation

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