Alpha 1 Year | -1.43 |
Alpha 10 Years | -0.48 |
Alpha 15 Years | 0.59 |
Alpha 20 Years | 2.17 |
Alpha 3 Years | -1.16 |
Alpha 5 Years | -0.81 |
Average Gain 1 Year | 3.25 |
Average Gain 10 Years | 2.67 |
Average Gain 15 Years | 2.66 |
Average Gain 20 Years | 2.65 |
Average Gain 3 Years | 3.50 |
Average Gain 5 Years | 3.50 |
Average Loss 1 Year | -1.95 |
Average Loss 10 Years | -2.60 |
Average Loss 15 Years | -2.43 |
Average Loss 20 Years | -2.50 |
Average Loss 3 Years | -3.09 |
Average Loss 5 Years | -3.30 |
Batting Average 1 Year | 41.67 |
Batting Average 10 Years | 35.00 |
Batting Average 15 Years | 36.67 |
Batting Average 20 Years | 41.25 |
Batting Average 3 Years | 44.44 |
Batting Average 5 Years | 38.33 |
Beta 1 Year | 0.68 |
Beta 10 Years | 0.74 |
Beta 15 Years | 0.72 |
Beta 20 Years | 0.70 |
Beta 3 Years | 0.72 |
Beta 5 Years | 0.76 |
Capture Ratio Down 1 Year | 70.96 |
Capture Ratio Down 10 Years | 71.84 |
Capture Ratio Down 15 Years | 67.97 |
Capture Ratio Down 20 Years | 63.40 |
Capture Ratio Down 3 Years | 74.42 |
Capture Ratio Down 5 Years | 78.26 |
Capture Ratio Up 1 Year | 72.34 |
Capture Ratio Up 10 Years | 72.54 |
Capture Ratio Up 15 Years | 73.53 |
Capture Ratio Up 20 Years | 76.05 |
Capture Ratio Up 3 Years | 78.11 |
Capture Ratio Up 5 Years | 76.66 |
Correlation 1 Year | 95.19 |
Correlation 10 Years | 94.00 |
Correlation 15 Years | 94.57 |
Correlation 20 Years | 94.88 |
Correlation 3 Years | 92.37 |
Correlation 5 Years | 94.46 |
High 1 Year | 71.18 |
Information Ratio 1 Year | -0.73 |
Information Ratio 10 Years | -0.43 |
Information Ratio 15 Years | -0.32 |
Information Ratio 20 Years | 0.06 |
Information Ratio 3 Years | -0.06 |
Information Ratio 5 Years | -0.47 |
Low 1 Year | 59.86 |
Maximum Loss 1 Year | -7.37 |
Maximum Loss 10 Years | -19.43 |
Maximum Loss 15 Years | -19.43 |
Maximum Loss 20 Years | -32.48 |
Maximum Loss 3 Years | -17.59 |
Maximum Loss 5 Years | -19.43 |
Performance Current Year | 12.20 |
Performance since Inception | 23,976.48 |
Risk adjusted Return 10 Years | 3.34 |
Risk adjusted Return 3 Years | -0.03 |
Risk adjusted Return 5 Years | 3.51 |
Risk adjusted Return Since Inception | 2.72 |
R-Squared (R²) 1 Year | 90.61 |
R-Squared (R²) 10 Years | 88.36 |
R-Squared (R²) 15 Years | 89.44 |
R-Squared (R²) 20 Years | 90.03 |
R-Squared (R²) 3 Years | 85.32 |
R-Squared (R²) 5 Years | 89.22 |
Sortino Ratio 1 Year | 1.84 |
Sortino Ratio 10 Years | 0.74 |
Sortino Ratio 15 Years | 1.14 |
Sortino Ratio 20 Years | 0.99 |
Sortino Ratio 3 Years | 0.24 |
Sortino Ratio 5 Years | 0.83 |
Tracking Error 1 Year | 6.79 |
Tracking Error 10 Years | 5.69 |
Tracking Error 15 Years | 5.59 |
Tracking Error 20 Years | 5.91 |
Tracking Error 3 Years | 6.98 |
Tracking Error 5 Years | 6.57 |
Trailing Performance 1 Month | 4.13 |
Trailing Performance 1 Week | 2.37 |
Trailing Performance 1 Year | 13.35 |
Trailing Performance 10 Years | 98.59 |
Trailing Performance 2 Years | 27.78 |
Trailing Performance 3 Months | 7.34 |
Trailing Performance 3 Years | 20.47 |
Trailing Performance 4 Years | 50.09 |
Trailing Performance 5 Years | 53.73 |
Trailing Performance 6 Months | 11.88 |
Trailing Return 1 Month | 4.13 |
Trailing Return 1 Year | 13.35 |
Trailing Return 10 Years | 7.10 |
Trailing Return 15 Years | 8.78 |
Trailing Return 2 Months | 3.82 |
Trailing Return 2 Years | 13.04 |
Trailing Return 20 Years | 8.84 |
Trailing Return 3 Months | 7.34 |
Trailing Return 3 Years | 6.40 |
Trailing Return 4 Years | 10.69 |
Trailing Return 5 Years | 8.98 |
Trailing Return 6 Months | 11.88 |
Trailing Return 6 Years | 8.14 |
Trailing Return 7 Years | 7.73 |
Trailing Return 8 Years | 7.85 |
Trailing Return 9 Months | 22.37 |
Trailing Return 9 Years | 7.99 |
Trailing Return Since Inception | 10.05 |
Trailing Return YTD - Year to Date | 12.20 |
Treynor Ratio 1 Year | 16.68 |
Treynor Ratio 10 Years | 7.01 |
Treynor Ratio 15 Years | 10.81 |
Treynor Ratio 20 Years | 10.15 |
Treynor Ratio 3 Years | 1.93 |
Treynor Ratio 5 Years | 9.48 |
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