Alpha 1 Year | -4.67 |
Average Gain 1 Year | 3.96 |
Average Loss 1 Year | -3.50 |
Batting Average 1 Year | 16.67 |
Beta 1 Year | 0.96 |
Capture Ratio Down 1 Year | 103.18 |
Capture Ratio Up 1 Year | 81.30 |
Correlation 1 Year | 91.09 |
High 1 Year | 10.71 |
Information Ratio 1 Year | -0.81 |
Low 1 Year | 9.10 |
Maximum Loss 1 Year | -10.51 |
Performance since Inception | -7.35 |
R-Squared (R²) 1 Year | 82.98 |
Sortino Ratio 1 Year | -0.19 |
Tracking Error 1 Year | 6.32 |
Trailing Performance 1 Month | -4.10 |
Trailing Performance 1 Week | -2.43 |
Trailing Performance 1 Year | -3.17 |
Trailing Performance 3 Months | -10.11 |
Trailing Performance 6 Months | -10.53 |
Trailing Return 1 Month | -4.86 |
Trailing Return 1 Year | 1.94 |
Trailing Return 2 Months | -6.61 |
Trailing Return 3 Months | -7.42 |
Trailing Return 6 Months | -6.37 |
Trailing Return 9 Months | -7.32 |
Trailing Return Since Inception | -4.27 |
Trailing Return YTD - Year to Date | -7.32 |
Treynor Ratio 1 Year | -3.24 |
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