Alpha 1 Year | 1.78 |
Alpha 10 Years | 1.31 |
Alpha 3 Years | 1.29 |
Alpha 5 Years | 1.58 |
Average Gain 1 Year | 4.16 |
Average Gain 10 Years | 2.94 |
Average Gain 3 Years | 3.88 |
Average Gain 5 Years | 3.83 |
Average Loss 1 Year | -2.59 |
Average Loss 10 Years | -3.34 |
Average Loss 3 Years | -3.90 |
Average Loss 5 Years | -3.94 |
Batting Average 1 Year | 66.67 |
Batting Average 10 Years | 57.50 |
Batting Average 3 Years | 58.33 |
Batting Average 5 Years | 51.67 |
Beta 1 Year | 0.91 |
Beta 10 Years | 0.95 |
Beta 3 Years | 0.96 |
Beta 5 Years | 0.94 |
Capture Ratio Down 1 Year | 85.38 |
Capture Ratio Down 10 Years | 92.08 |
Capture Ratio Down 3 Years | 94.43 |
Capture Ratio Down 5 Years | 92.76 |
Capture Ratio Up 1 Year | 96.71 |
Capture Ratio Up 10 Years | 99.37 |
Capture Ratio Up 3 Years | 100.00 |
Capture Ratio Up 5 Years | 99.52 |
Correlation 1 Year | 99.62 |
Correlation 10 Years | 99.42 |
Correlation 3 Years | 99.31 |
Correlation 5 Years | 99.44 |
High 1 Year | 62.43 |
Information Ratio 1 Year | 0.84 |
Information Ratio 10 Years | 0.74 |
Information Ratio 3 Years | 0.68 |
Information Ratio 5 Years | 0.74 |
Low 1 Year | 49.38 |
Maximum Loss 1 Year | -9.17 |
Maximum Loss 10 Years | -24.41 |
Maximum Loss 3 Years | -24.41 |
Maximum Loss 5 Years | -24.41 |
Performance Current Year | 10.15 |
Performance since Inception | 212.28 |
Risk adjusted Return 10 Years | 4.75 |
Risk adjusted Return 3 Years | -1.53 |
Risk adjusted Return 5 Years | 5.37 |
Risk adjusted Return Since Inception | 3.68 |
R-Squared (R²) 1 Year | 99.24 |
R-Squared (R²) 10 Years | 98.85 |
R-Squared (R²) 3 Years | 98.63 |
R-Squared (R²) 5 Years | 98.89 |
Sortino Ratio 1 Year | 1.97 |
Sortino Ratio 10 Years | 0.82 |
Sortino Ratio 3 Years | 0.19 |
Sortino Ratio 5 Years | 0.86 |
Tracking Error 1 Year | 1.83 |
Tracking Error 10 Years | 1.63 |
Tracking Error 3 Years | 1.94 |
Tracking Error 5 Years | 1.98 |
Trailing Performance 1 Month | 0.98 |
Trailing Performance 1 Week | -1.27 |
Trailing Performance 1 Year | 14.28 |
Trailing Performance 10 Years | 125.20 |
Trailing Performance 2 Years | 26.75 |
Trailing Performance 3 Months | 5.23 |
Trailing Performance 3 Years | 13.02 |
Trailing Performance 4 Years | 48.15 |
Trailing Performance 5 Years | 58.90 |
Trailing Performance 6 Months | 8.87 |
Trailing Return 1 Month | 1.47 |
Trailing Return 1 Year | 16.67 |
Trailing Return 10 Years | 8.36 |
Trailing Return 2 Months | 5.65 |
Trailing Return 2 Years | 15.69 |
Trailing Return 3 Months | 2.07 |
Trailing Return 3 Years | 4.25 |
Trailing Return 4 Years | 11.51 |
Trailing Return 5 Years | 9.79 |
Trailing Return 6 Months | 9.08 |
Trailing Return 6 Years | 9.14 |
Trailing Return 7 Years | 9.36 |
Trailing Return 8 Years | 10.29 |
Trailing Return 9 Months | 20.86 |
Trailing Return 9 Years | 8.92 |
Trailing Return Since Inception | 9.64 |
Trailing Return YTD - Year to Date | 9.08 |
Treynor Ratio 1 Year | 16.90 |
Treynor Ratio 10 Years | 7.22 |
Treynor Ratio 3 Years | 0.95 |
Treynor Ratio 5 Years | 8.98 |
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