Alpha 1 Year | 1.28 |
Alpha 10 Years | 0.38 |
Alpha 15 Years | 0.03 |
Alpha 20 Years | 0.75 |
Alpha 3 Years | 0.47 |
Alpha 5 Years | 1.55 |
Average Gain 1 Year | 4.31 |
Average Gain 10 Years | 3.67 |
Average Gain 15 Years | 3.69 |
Average Gain 20 Years | 3.48 |
Average Gain 3 Years | 4.56 |
Average Gain 5 Years | 4.62 |
Average Loss 1 Year | -3.01 |
Average Loss 10 Years | -3.75 |
Average Loss 15 Years | -3.46 |
Average Loss 20 Years | -3.66 |
Average Loss 3 Years | -4.25 |
Average Loss 5 Years | -4.17 |
Batting Average 1 Year | 58.33 |
Batting Average 10 Years | 53.33 |
Batting Average 15 Years | 51.67 |
Batting Average 20 Years | 55.42 |
Batting Average 3 Years | 47.22 |
Batting Average 5 Years | 56.67 |
Beta 1 Year | 0.98 |
Beta 10 Years | 1.02 |
Beta 15 Years | 1.03 |
Beta 20 Years | 1.02 |
Beta 3 Years | 0.98 |
Beta 5 Years | 0.99 |
Capture Ratio Down 1 Year | 95.68 |
Capture Ratio Down 10 Years | 99.74 |
Capture Ratio Down 15 Years | 101.86 |
Capture Ratio Down 20 Years | 100.23 |
Capture Ratio Down 3 Years | 97.32 |
Capture Ratio Down 5 Years | 94.40 |
Capture Ratio Up 1 Year | 102.93 |
Capture Ratio Up 10 Years | 101.57 |
Capture Ratio Up 15 Years | 102.20 |
Capture Ratio Up 20 Years | 103.57 |
Capture Ratio Up 3 Years | 99.26 |
Capture Ratio Up 5 Years | 101.56 |
Correlation 1 Year | 99.60 |
Correlation 10 Years | 98.99 |
Correlation 15 Years | 99.04 |
Correlation 20 Years | 99.10 |
Correlation 3 Years | 99.28 |
Correlation 5 Years | 99.25 |
High 1 Year | 25.49 |
Information Ratio 1 Year | 1.66 |
Information Ratio 10 Years | 0.24 |
Information Ratio 15 Years | 0.17 |
Information Ratio 20 Years | 0.46 |
Information Ratio 3 Years | 0.21 |
Information Ratio 5 Years | 0.85 |
Low 1 Year | 18.58 |
Maximum Loss 1 Year | -7.68 |
Maximum Loss 10 Years | -23.60 |
Maximum Loss 15 Years | -23.60 |
Maximum Loss 20 Years | -47.98 |
Maximum Loss 3 Years | -23.60 |
Maximum Loss 5 Years | -23.60 |
Performance Current Year | 17.74 |
Performance since Inception | 2,286.09 |
Risk adjusted Return 10 Years | 8.86 |
Risk adjusted Return 3 Years | 3.74 |
Risk adjusted Return 5 Years | 10.48 |
Risk adjusted Return Since Inception | 8.32 |
R-Squared (R²) 1 Year | 99.21 |
R-Squared (R²) 10 Years | 98.00 |
R-Squared (R²) 15 Years | 98.08 |
R-Squared (R²) 20 Years | 98.20 |
R-Squared (R²) 3 Years | 98.56 |
R-Squared (R²) 5 Years | 98.51 |
Sortino Ratio 1 Year | 2.86 |
Sortino Ratio 10 Years | 1.23 |
Sortino Ratio 15 Years | 1.52 |
Sortino Ratio 20 Years | 1.01 |
Sortino Ratio 3 Years | 0.67 |
Sortino Ratio 5 Years | 1.40 |
Tracking Error 1 Year | 1.11 |
Tracking Error 10 Years | 2.24 |
Tracking Error 15 Years | 2.16 |
Tracking Error 20 Years | 2.08 |
Tracking Error 3 Years | 2.04 |
Tracking Error 5 Years | 2.21 |
Trailing Performance 1 Month | 1.54 |
Trailing Performance 1 Week | 2.33 |
Trailing Performance 1 Year | 24.00 |
Trailing Performance 10 Years | 260.43 |
Trailing Performance 2 Years | 39.52 |
Trailing Performance 3 Months | 10.48 |
Trailing Performance 3 Years | 33.16 |
Trailing Performance 4 Years | 82.83 |
Trailing Performance 5 Years | 118.15 |
Trailing Performance 6 Months | 16.11 |
Trailing Return 1 Month | 1.54 |
Trailing Return 1 Year | 24.00 |
Trailing Return 10 Years | 13.68 |
Trailing Return 15 Years | 14.73 |
Trailing Return 2 Months | 5.06 |
Trailing Return 2 Years | 18.12 |
Trailing Return 20 Years | 11.50 |
Trailing Return 3 Months | 10.48 |
Trailing Return 3 Years | 10.02 |
Trailing Return 4 Years | 16.28 |
Trailing Return 5 Years | 16.88 |
Trailing Return 6 Months | 16.11 |
Trailing Return 6 Years | 15.00 |
Trailing Return 7 Years | 15.16 |
Trailing Return 8 Years | 15.49 |
Trailing Return 9 Months | 34.32 |
Trailing Return 9 Years | 13.90 |
Trailing Return Since Inception | 10.66 |
Trailing Return YTD - Year to Date | 17.74 |
Treynor Ratio 1 Year | 24.21 |
Treynor Ratio 10 Years | 11.50 |
Treynor Ratio 15 Years | 13.49 |
Treynor Ratio 20 Years | 9.39 |
Treynor Ratio 3 Years | 6.81 |
Treynor Ratio 5 Years | 15.33 |
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