Alpha 1 Year | 6.07 |
Alpha 10 Years | 1.80 |
Alpha 15 Years | 4.50 |
Alpha 20 Years | 2.69 |
Alpha 3 Years | 3.56 |
Alpha 5 Years | 1.49 |
Average Gain 1 Year | 0.98 |
Average Gain 10 Years | 0.95 |
Average Gain 15 Years | 0.98 |
Average Gain 20 Years | 0.99 |
Average Gain 3 Years | 0.98 |
Average Gain 5 Years | 1.06 |
Average Loss 1 Year | -0.54 |
Average Loss 10 Years | -1.09 |
Average Loss 15 Years | -1.06 |
Average Loss 20 Years | -1.54 |
Average Loss 3 Years | -0.88 |
Average Loss 5 Years | -1.66 |
Batting Average 1 Year | 58.33 |
Batting Average 10 Years | 58.33 |
Batting Average 15 Years | 60.00 |
Batting Average 20 Years | 57.50 |
Batting Average 3 Years | 63.89 |
Batting Average 5 Years | 63.33 |
Beta 1 Year | 0.06 |
Beta 10 Years | 0.05 |
Beta 15 Years | 0.08 |
Beta 20 Years | 0.03 |
Beta 3 Years | 0.10 |
Beta 5 Years | 0.10 |
Capture Ratio Down 1 Year | -60.60 |
Capture Ratio Down 10 Years | -12.54 |
Capture Ratio Down 15 Years | -27.95 |
Capture Ratio Down 20 Years | -17.67 |
Capture Ratio Down 3 Years | -33.06 |
Capture Ratio Down 5 Years | -3.74 |
Capture Ratio Up 1 Year | 40.33 |
Capture Ratio Up 10 Years | 37.52 |
Capture Ratio Up 15 Years | 58.56 |
Capture Ratio Up 20 Years | 48.51 |
Capture Ratio Up 3 Years | 26.96 |
Capture Ratio Up 5 Years | 37.96 |
Correlation 1 Year | 22.32 |
Correlation 10 Years | 4.19 |
Correlation 15 Years | 6.21 |
Correlation 20 Years | 1.65 |
Correlation 3 Years | 19.58 |
Correlation 5 Years | 8.55 |
High 1 Year | 6.71 |
Information Ratio 1 Year | 1.08 |
Information Ratio 10 Years | 0.26 |
Information Ratio 15 Years | 0.42 |
Information Ratio 20 Years | 0.13 |
Information Ratio 3 Years | 1.26 |
Information Ratio 5 Years | 0.40 |
Low 1 Year | 6.59 |
Maximum Loss 1 Year | -0.54 |
Maximum Loss 10 Years | -17.97 |
Maximum Loss 15 Years | -17.97 |
Maximum Loss 20 Years | -30.86 |
Maximum Loss 3 Years | -5.27 |
Maximum Loss 5 Years | -17.33 |
Performance Current Year | 4.98 |
Performance since Inception | 194.08 |
Risk adjusted Return 10 Years | 1.27 |
Risk adjusted Return 3 Years | 2.82 |
Risk adjusted Return 5 Years | 0.41 |
Risk adjusted Return Since Inception | 1.32 |
R-Squared (R²) 1 Year | 4.98 |
R-Squared (R²) 10 Years | 0.18 |
R-Squared (R²) 15 Years | 0.38 |
R-Squared (R²) 20 Years | 0.03 |
R-Squared (R²) 3 Years | 3.84 |
R-Squared (R²) 5 Years | 0.73 |
Sortino Ratio 1 Year | 5.55 |
Sortino Ratio 10 Years | 0.38 |
Sortino Ratio 15 Years | 1.15 |
Sortino Ratio 20 Years | 0.52 |
Sortino Ratio 3 Years | 1.19 |
Sortino Ratio 5 Years | 0.20 |
Tracking Error 1 Year | 7.56 |
Tracking Error 10 Years | 7.27 |
Tracking Error 15 Years | 6.57 |
Tracking Error 20 Years | 7.74 |
Tracking Error 3 Years | 7.49 |
Tracking Error 5 Years | 9.06 |
Trailing Performance 1 Month | 0.44 |
Trailing Performance 1 Week | 0.02 |
Trailing Performance 1 Year | 9.92 |
Trailing Performance 10 Years | 38.32 |
Trailing Performance 2 Years | 20.18 |
Trailing Performance 3 Months | 2.10 |
Trailing Performance 3 Years | 20.37 |
Trailing Performance 4 Years | 33.59 |
Trailing Performance 5 Years | 19.01 |
Trailing Performance 6 Months | 4.30 |
Trailing Return 1 Month | 0.90 |
Trailing Return 1 Year | 10.78 |
Trailing Return 10 Years | 3.26 |
Trailing Return 15 Years | 5.28 |
Trailing Return 2 Months | 1.65 |
Trailing Return 2 Years | 10.20 |
Trailing Return 20 Years | 4.16 |
Trailing Return 3 Months | 1.80 |
Trailing Return 3 Years | 6.38 |
Trailing Return 4 Years | 8.02 |
Trailing Return 5 Years | 3.41 |
Trailing Return 6 Months | 4.52 |
Trailing Return 6 Years | 3.11 |
Trailing Return 7 Years | 3.23 |
Trailing Return 8 Years | 3.93 |
Trailing Return 9 Months | 6.44 |
Trailing Return 9 Years | 3.59 |
Trailing Return Since Inception | 4.43 |
Trailing Return YTD - Year to Date | 4.52 |
Treynor Ratio 1 Year | 97.52 |
Treynor Ratio 10 Years | 34.26 |
Treynor Ratio 15 Years | 59.25 |
Treynor Ratio 20 Years | 98.92 |
Treynor Ratio 3 Years | 31.99 |
Treynor Ratio 5 Years | 10.44 |
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