Alpha 1 Year | 2.75 |
Alpha 10 Years | 0.27 |
Alpha 15 Years | 0.20 |
Alpha 20 Years | 0.20 |
Alpha 3 Years | 0.29 |
Alpha 5 Years | 0.61 |
Average Gain 1 Year | 2.39 |
Average Gain 10 Years | 1.78 |
Average Gain 15 Years | 2.04 |
Average Gain 20 Years | 2.08 |
Average Gain 3 Years | 2.26 |
Average Gain 5 Years | 2.25 |
Average Loss 1 Year | -1.66 |
Average Loss 10 Years | -2.01 |
Average Loss 15 Years | -2.07 |
Average Loss 20 Years | -2.40 |
Average Loss 3 Years | -2.46 |
Average Loss 5 Years | -2.51 |
Batting Average 1 Year | 66.67 |
Batting Average 10 Years | 55.00 |
Batting Average 15 Years | 58.33 |
Batting Average 20 Years | 57.50 |
Batting Average 3 Years | 50.00 |
Batting Average 5 Years | 56.67 |
Beta 1 Year | 1.02 |
Beta 10 Years | 1.15 |
Beta 15 Years | 1.18 |
Beta 20 Years | 1.21 |
Beta 3 Years | 1.08 |
Beta 5 Years | 1.16 |
Capture Ratio Down 1 Year | 99.80 |
Capture Ratio Down 10 Years | 113.88 |
Capture Ratio Down 15 Years | 117.13 |
Capture Ratio Down 20 Years | 119.84 |
Capture Ratio Down 3 Years | 110.24 |
Capture Ratio Down 5 Years | 114.54 |
Capture Ratio Up 1 Year | 111.57 |
Capture Ratio Up 10 Years | 113.93 |
Capture Ratio Up 15 Years | 116.85 |
Capture Ratio Up 20 Years | 118.81 |
Capture Ratio Up 3 Years | 109.43 |
Capture Ratio Up 5 Years | 115.86 |
Correlation 1 Year | 99.00 |
Correlation 10 Years | 98.97 |
Correlation 15 Years | 99.11 |
Correlation 20 Years | 98.72 |
Correlation 3 Years | 99.36 |
Correlation 5 Years | 98.98 |
High 1 Year | 12.70 |
Information Ratio 1 Year | 1.62 |
Information Ratio 10 Years | 0.40 |
Information Ratio 15 Years | 0.61 |
Information Ratio 20 Years | 0.38 |
Information Ratio 3 Years | 0.00 |
Information Ratio 5 Years | 0.42 |
Low 1 Year | 11.48 |
Maximum Loss 1 Year | -5.87 |
Maximum Loss 10 Years | -18.44 |
Maximum Loss 15 Years | -18.44 |
Maximum Loss 20 Years | -39.90 |
Maximum Loss 3 Years | -18.44 |
Maximum Loss 5 Years | -18.44 |
Performance Current Year | 7.24 |
Performance since Inception | 252.74 |
Risk adjusted Return 10 Years | 3.14 |
Risk adjusted Return 3 Years | -2.72 |
Risk adjusted Return 5 Years | 2.87 |
Risk adjusted Return Since Inception | 1.89 |
R-Squared (R²) 1 Year | 98.02 |
R-Squared (R²) 10 Years | 97.95 |
R-Squared (R²) 15 Years | 98.23 |
R-Squared (R²) 20 Years | 97.46 |
R-Squared (R²) 3 Years | 98.72 |
R-Squared (R²) 5 Years | 97.97 |
Sortino Ratio 1 Year | 1.41 |
Sortino Ratio 10 Years | 0.71 |
Sortino Ratio 15 Years | 1.21 |
Sortino Ratio 20 Years | 0.73 |
Sortino Ratio 3 Years | -0.16 |
Sortino Ratio 5 Years | 0.62 |
Tracking Error 1 Year | 1.33 |
Tracking Error 10 Years | 1.69 |
Tracking Error 15 Years | 1.89 |
Tracking Error 20 Years | 2.42 |
Tracking Error 3 Years | 1.39 |
Tracking Error 5 Years | 2.11 |
Trailing Performance 1 Month | 1.82 |
Trailing Performance 1 Week | 1.42 |
Trailing Performance 1 Year | 10.88 |
Trailing Performance 10 Years | 76.17 |
Trailing Performance 2 Years | 16.24 |
Trailing Performance 3 Months | 5.40 |
Trailing Performance 3 Years | 5.83 |
Trailing Performance 4 Years | 25.27 |
Trailing Performance 5 Years | 34.67 |
Trailing Performance 6 Months | 7.24 |
Trailing Return 1 Month | 0.88 |
Trailing Return 1 Year | 11.08 |
Trailing Return 10 Years | 5.52 |
Trailing Return 15 Years | 8.03 |
Trailing Return 2 Months | 3.52 |
Trailing Return 2 Years | 9.15 |
Trailing Return 20 Years | 6.40 |
Trailing Return 3 Months | 1.12 |
Trailing Return 3 Years | 1.53 |
Trailing Return 4 Years | 6.23 |
Trailing Return 5 Years | 5.83 |
Trailing Return 6 Months | 5.32 |
Trailing Return 6 Years | 5.95 |
Trailing Return 7 Years | 5.94 |
Trailing Return 8 Years | 6.50 |
Trailing Return 9 Months | 13.72 |
Trailing Return 9 Years | 5.93 |
Trailing Return Since Inception | 6.30 |
Trailing Return YTD - Year to Date | 5.32 |
Treynor Ratio 1 Year | 7.34 |
Treynor Ratio 10 Years | 3.48 |
Treynor Ratio 15 Years | 5.87 |
Treynor Ratio 20 Years | 4.01 |
Treynor Ratio 3 Years | -1.65 |
Treynor Ratio 5 Years | 3.60 |
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