Alpha 1 Year-5.97 Alpha 3 Years-0.40 Average Gain 1 Year2.86 Average Gain 3 Years2.34 Average Loss 1 Year-5.73 Average Loss 3 Years-5.02 Batting Average 1 Year33.33 Batting Average 3 Years52.78 Beta 1 Year0.69 Beta 3 Years0.75 Capture Ratio Down 1 Year70.81 Capture Ratio Down 3 Years75.35 Capture Ratio Up 1 Year54.40 Capture Ratio Up 3 Years75.50 Correlation 1 Year95.35 Correlation 3 Years94.88 High 1 Year11.77 Information Ratio 1 Year-0.27 Information Ratio 3 Years-0.10 Low 1 Year7.82 Maximum Loss 1 Year-22.04 Maximum Loss 3 Years-22.04 Performance since Inception7.96 Risk adjusted Return 3 Years-1.00 Risk adjusted Return Since Inception-1.00 R-Squared (R²) 1 Year90.92 R-Squared (R²) 3 Years90.02 Sortino Ratio 1 Year-0.61 Sortino Ratio 3 Years0.19 Tracking Error 1 Year9.82 Tracking Error 3 Years6.36 Trailing Performance 1 Month3.13 Trailing Performance 1 Week0.01 Trailing Performance 1 Year-9.28 Trailing Performance 2 Years0.22 Trailing Performance 3 Months-16.98 Trailing Performance 3 Years8.88 Trailing Performance 6 Months-15.01 Trailing Return 1 Month5.40 Trailing Return 1 Year-9.28 Trailing Return 2 Months-6.89 Trailing Return 2 Years0.11 Trailing Return 3 Months-15.36 Trailing Return 3 Years2.88 Trailing Return 6 Months-14.70 Trailing Return 9 Months-12.40 Trailing Return Since Inception2.50 Trailing Return YTD - Year to Date-17.83 Treynor Ratio 1 Year-15.75 Treynor Ratio 3 Years1.51

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