Alpha 1 Year | -0.80 |
Alpha 10 Years | -0.54 |
Alpha 15 Years | -0.48 |
Alpha 20 Years | -0.52 |
Alpha 3 Years | -0.47 |
Alpha 5 Years | -0.70 |
Average Gain 1 Year | 1.78 |
Average Gain 10 Years | 1.41 |
Average Gain 15 Years | 1.51 |
Average Gain 20 Years | 1.56 |
Average Gain 3 Years | 1.92 |
Average Gain 5 Years | 1.59 |
Average Loss 1 Year | -0.66 |
Average Loss 10 Years | -1.53 |
Average Loss 15 Years | -1.62 |
Average Loss 20 Years | -1.94 |
Average Loss 3 Years | -1.70 |
Average Loss 5 Years | -1.89 |
Batting Average 1 Year | 25.00 |
Batting Average 10 Years | 28.33 |
Batting Average 15 Years | 32.22 |
Batting Average 20 Years | 38.33 |
Batting Average 3 Years | 30.56 |
Batting Average 5 Years | 23.33 |
Beta 1 Year | 1.03 |
Beta 10 Years | 0.97 |
Beta 15 Years | 1.02 |
Beta 20 Years | 0.99 |
Beta 3 Years | 1.02 |
Beta 5 Years | 0.97 |
Capture Ratio Down 1 Year | 102.92 |
Capture Ratio Down 10 Years | 100.65 |
Capture Ratio Down 15 Years | 104.32 |
Capture Ratio Down 20 Years | 106.00 |
Capture Ratio Down 3 Years | 104.06 |
Capture Ratio Down 5 Years | 100.25 |
Capture Ratio Up 1 Year | 96.15 |
Capture Ratio Up 10 Years | 95.02 |
Capture Ratio Up 15 Years | 99.24 |
Capture Ratio Up 20 Years | 98.80 |
Capture Ratio Up 3 Years | 99.16 |
Capture Ratio Up 5 Years | 94.20 |
Correlation 1 Year | 99.87 |
Correlation 10 Years | 99.41 |
Correlation 15 Years | 98.69 |
Correlation 20 Years | 97.65 |
Correlation 3 Years | 99.87 |
Correlation 5 Years | 99.70 |
High 1 Year | 7.99 |
Information Ratio 1 Year | -1.78 |
Information Ratio 10 Years | -0.76 |
Information Ratio 15 Years | -0.32 |
Information Ratio 20 Years | -0.33 |
Information Ratio 3 Years | -1.10 |
Information Ratio 5 Years | -1.02 |
Low 1 Year | 7.38 |
Maximum Loss 1 Year | -2.32 |
Maximum Loss 10 Years | -14.59 |
Maximum Loss 15 Years | -14.59 |
Maximum Loss 20 Years | -30.40 |
Maximum Loss 3 Years | -14.59 |
Maximum Loss 5 Years | -14.59 |
Performance Current Year | 3.77 |
Performance since Inception | 651.57 |
Risk adjusted Return 10 Years | 1.44 |
Risk adjusted Return 3 Years | -2.71 |
Risk adjusted Return 5 Years | 0.13 |
Risk adjusted Return Since Inception | 0.22 |
R-Squared (R²) 1 Year | 99.74 |
R-Squared (R²) 10 Years | 98.82 |
R-Squared (R²) 15 Years | 97.40 |
R-Squared (R²) 20 Years | 95.35 |
R-Squared (R²) 3 Years | 99.75 |
R-Squared (R²) 5 Years | 99.41 |
Sortino Ratio 1 Year | 1.45 |
Sortino Ratio 10 Years | 0.44 |
Sortino Ratio 15 Years | 1.22 |
Sortino Ratio 20 Years | 0.71 |
Sortino Ratio 3 Years | -0.27 |
Sortino Ratio 5 Years | 0.20 |
Tracking Error 1 Year | 0.36 |
Tracking Error 10 Years | 0.80 |
Tracking Error 15 Years | 1.16 |
Tracking Error 20 Years | 1.80 |
Tracking Error 3 Years | 0.46 |
Tracking Error 5 Years | 0.74 |
Trailing Performance 1 Month | 1.61 |
Trailing Performance 1 Week | 0.22 |
Trailing Performance 1 Year | 9.97 |
Trailing Performance 10 Years | 47.02 |
Trailing Performance 2 Years | 13.45 |
Trailing Performance 3 Months | 3.63 |
Trailing Performance 3 Years | 4.74 |
Trailing Performance 4 Years | 12.69 |
Trailing Performance 5 Years | 16.70 |
Trailing Performance 6 Months | 3.82 |
Trailing Return 1 Month | 0.96 |
Trailing Return 1 Year | 9.40 |
Trailing Return 10 Years | 3.62 |
Trailing Return 15 Years | 6.54 |
Trailing Return 2 Months | 2.00 |
Trailing Return 2 Years | 8.97 |
Trailing Return 20 Years | 5.59 |
Trailing Return 3 Months | 1.08 |
Trailing Return 3 Years | 1.10 |
Trailing Return 4 Years | 3.73 |
Trailing Return 5 Years | 2.89 |
Trailing Return 6 Months | 2.13 |
Trailing Return 6 Years | 3.77 |
Trailing Return 7 Years | 3.35 |
Trailing Return 8 Years | 4.27 |
Trailing Return 9 Months | 9.64 |
Trailing Return 9 Years | 3.96 |
Trailing Return Since Inception | 5.68 |
Trailing Return YTD - Year to Date | 2.13 |
Treynor Ratio 1 Year | 4.04 |
Treynor Ratio 10 Years | 2.06 |
Treynor Ratio 15 Years | 5.45 |
Treynor Ratio 20 Years | 4.06 |
Treynor Ratio 3 Years | -2.04 |
Treynor Ratio 5 Years | 0.99 |
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