Alpha 1 Year | -0.93 |
Alpha 10 Years | -0.17 |
Alpha 3 Years | 0.62 |
Alpha 5 Years | 0.32 |
Average Gain 1 Year | 2.93 |
Average Gain 10 Years | 3.85 |
Average Gain 3 Years | 3.85 |
Average Gain 5 Years | 4.13 |
Average Loss 1 Year | -3.56 |
Average Loss 10 Years | -4.23 |
Average Loss 3 Years | -3.96 |
Average Loss 5 Years | -4.64 |
Batting Average 1 Year | 33.33 |
Batting Average 10 Years | 50.00 |
Batting Average 3 Years | 44.44 |
Batting Average 5 Years | 50.00 |
Beta 1 Year | 1.08 |
Beta 10 Years | 1.08 |
Beta 3 Years | 1.12 |
Beta 5 Years | 1.13 |
Capture Ratio Down 1 Year | 117.48 |
Capture Ratio Down 10 Years | 107.18 |
Capture Ratio Down 3 Years | 112.48 |
Capture Ratio Down 5 Years | 111.14 |
Capture Ratio Up 1 Year | 88.75 |
Capture Ratio Up 10 Years | 105.02 |
Capture Ratio Up 3 Years | 104.85 |
Capture Ratio Up 5 Years | 108.74 |
Correlation 1 Year | 98.38 |
Correlation 10 Years | 98.06 |
Correlation 3 Years | 97.90 |
Correlation 5 Years | 98.24 |
High 1 Year | 22.92 |
Information Ratio 1 Year | -1.75 |
Information Ratio 10 Years | -0.09 |
Information Ratio 3 Years | -0.40 |
Information Ratio 5 Years | -0.06 |
Low 1 Year | 19.31 |
Maximum Loss 1 Year | -12.57 |
Maximum Loss 10 Years | -35.98 |
Maximum Loss 3 Years | -33.01 |
Maximum Loss 5 Years | -35.98 |
Performance Current Year | 6.00 |
Performance since Inception | 45.05 |
Risk adjusted Return 10 Years | -2.12 |
Risk adjusted Return 3 Years | -10.79 |
Risk adjusted Return 5 Years | -3.17 |
Risk adjusted Return Since Inception | -4.17 |
R-Squared (R²) 1 Year | 96.79 |
R-Squared (R²) 10 Years | 96.15 |
R-Squared (R²) 3 Years | 95.84 |
R-Squared (R²) 5 Years | 96.51 |
Sortino Ratio 1 Year | 0.90 |
Sortino Ratio 10 Years | 0.25 |
Sortino Ratio 3 Years | -0.52 |
Sortino Ratio 5 Years | 0.30 |
Tracking Error 1 Year | 3.11 |
Tracking Error 10 Years | 3.89 |
Tracking Error 3 Years | 4.42 |
Tracking Error 5 Years | 4.56 |
Trailing Performance 1 Month | -0.32 |
Trailing Performance 1 Week | 1.48 |
Trailing Performance 1 Year | 2.16 |
Trailing Performance 10 Years | 31.87 |
Trailing Performance 2 Years | 17.56 |
Trailing Performance 3 Months | 2.29 |
Trailing Performance 3 Years | -8.25 |
Trailing Performance 4 Years | 16.23 |
Trailing Performance 5 Years | 19.89 |
Trailing Performance 6 Months | 10.72 |
Trailing Return 1 Month | -0.32 |
Trailing Return 1 Year | 2.16 |
Trailing Return 10 Years | 2.80 |
Trailing Return 2 Months | 0.64 |
Trailing Return 2 Years | 8.43 |
Trailing Return 3 Months | 2.29 |
Trailing Return 3 Years | -2.83 |
Trailing Return 4 Years | 3.83 |
Trailing Return 5 Years | 3.70 |
Trailing Return 6 Months | 10.72 |
Trailing Return 6 Years | 3.21 |
Trailing Return 7 Years | 3.22 |
Trailing Return 8 Years | 5.77 |
Trailing Return 9 Months | 16.85 |
Trailing Return 9 Years | 5.20 |
Trailing Return Since Inception | 2.88 |
Trailing Return YTD - Year to Date | 6.00 |
Treynor Ratio 1 Year | 7.99 |
Treynor Ratio 10 Years | 1.41 |
Treynor Ratio 3 Years | -7.40 |
Treynor Ratio 5 Years | 1.96 |
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