Alpha 1 Year | -12.55 |
Alpha 10 Years | 1.57 |
Alpha 3 Years | -10.17 |
Alpha 5 Years | -2.25 |
Average Gain 1 Year | 4.29 |
Average Gain 10 Years | 4.42 |
Average Gain 3 Years | 4.63 |
Average Gain 5 Years | 5.59 |
Average Loss 1 Year | -5.22 |
Average Loss 10 Years | -4.74 |
Average Loss 3 Years | -5.00 |
Average Loss 5 Years | -4.72 |
Batting Average 1 Year | 25.00 |
Batting Average 10 Years | 50.83 |
Batting Average 3 Years | 25.00 |
Batting Average 5 Years | 41.67 |
Beta 1 Year | 1.22 |
Beta 10 Years | 1.12 |
Beta 3 Years | 1.09 |
Beta 5 Years | 1.12 |
Capture Ratio Down 1 Year | 151.66 |
Capture Ratio Down 10 Years | 113.95 |
Capture Ratio Down 3 Years | 130.68 |
Capture Ratio Down 5 Years | 112.62 |
Capture Ratio Up 1 Year | 96.34 |
Capture Ratio Up 10 Years | 115.45 |
Capture Ratio Up 3 Years | 86.30 |
Capture Ratio Up 5 Years | 103.92 |
Correlation 1 Year | 98.94 |
Correlation 10 Years | 89.81 |
Correlation 3 Years | 94.50 |
Correlation 5 Years | 91.85 |
High 1 Year | 48.36 |
Information Ratio 1 Year | -2.26 |
Information Ratio 10 Years | 0.24 |
Information Ratio 3 Years | -1.83 |
Information Ratio 5 Years | -0.16 |
Low 1 Year | 37.09 |
Maximum Loss 1 Year | -12.88 |
Maximum Loss 10 Years | -39.60 |
Maximum Loss 3 Years | -39.60 |
Maximum Loss 5 Years | -39.60 |
Performance Current Year | 8.48 |
Performance since Inception | 493.57 |
Risk adjusted Return 10 Years | 8.54 |
Risk adjusted Return 3 Years | -9.58 |
Risk adjusted Return 5 Years | 5.29 |
Risk adjusted Return Since Inception | 3.94 |
R-Squared (R²) 1 Year | 97.88 |
R-Squared (R²) 10 Years | 80.66 |
R-Squared (R²) 3 Years | 89.30 |
R-Squared (R²) 5 Years | 84.36 |
Sortino Ratio 1 Year | 1.04 |
Sortino Ratio 10 Years | 1.13 |
Sortino Ratio 3 Years | -0.24 |
Sortino Ratio 5 Years | 0.92 |
Tracking Error 1 Year | 4.52 |
Tracking Error 10 Years | 8.81 |
Tracking Error 3 Years | 6.37 |
Tracking Error 5 Years | 9.34 |
Trailing Performance 1 Month | 1.71 |
Trailing Performance 1 Week | 3.21 |
Trailing Performance 1 Year | 11.29 |
Trailing Performance 10 Years | 292.61 |
Trailing Performance 2 Years | 25.25 |
Trailing Performance 3 Months | 7.88 |
Trailing Performance 3 Years | -9.54 |
Trailing Performance 4 Years | 32.56 |
Trailing Performance 5 Years | 79.59 |
Trailing Performance 6 Months | 7.47 |
Trailing Return 1 Month | 3.16 |
Trailing Return 1 Year | 12.88 |
Trailing Return 10 Years | 14.27 |
Trailing Return 2 Months | 6.06 |
Trailing Return 2 Years | 16.52 |
Trailing Return 3 Months | -1.76 |
Trailing Return 3 Years | -3.59 |
Trailing Return 4 Years | 8.99 |
Trailing Return 5 Years | 12.63 |
Trailing Return 6 Months | 6.66 |
Trailing Return 6 Years | 12.39 |
Trailing Return 7 Years | 15.74 |
Trailing Return 8 Years | 17.90 |
Trailing Return 9 Months | 20.55 |
Trailing Return 9 Years | 14.46 |
Trailing Return Since Inception | 14.09 |
Trailing Return YTD - Year to Date | 6.66 |
Treynor Ratio 1 Year | 9.45 |
Treynor Ratio 10 Years | 11.61 |
Treynor Ratio 3 Years | -5.38 |
Treynor Ratio 5 Years | 9.92 |
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