Alpha 1 Year | -4.72 |
Alpha 3 Years | 5.12 |
Alpha 5 Years | 5.80 |
Average Gain 1 Year | 2.80 |
Average Gain 3 Years | 3.70 |
Average Gain 5 Years | 3.57 |
Average Loss 1 Year | -2.06 |
Average Loss 3 Years | -2.83 |
Average Loss 5 Years | -3.11 |
Batting Average 1 Year | 33.33 |
Batting Average 3 Years | 50.00 |
Batting Average 5 Years | 50.00 |
Beta 1 Year | 0.66 |
Beta 3 Years | 0.55 |
Beta 5 Years | 0.56 |
Capture Ratio Down 1 Year | 74.73 |
Capture Ratio Down 3 Years | 53.88 |
Capture Ratio Down 5 Years | 49.82 |
Capture Ratio Up 1 Year | 52.42 |
Capture Ratio Up 3 Years | 71.74 |
Capture Ratio Up 5 Years | 70.14 |
Correlation 1 Year | 79.37 |
Correlation 3 Years | 68.88 |
Correlation 5 Years | 72.92 |
High 1 Year | 13.38 |
Information Ratio 1 Year | -1.62 |
Information Ratio 3 Years | 0.13 |
Information Ratio 5 Years | 0.00 |
Low 1 Year | 11.05 |
Maximum Loss 1 Year | -8.12 |
Maximum Loss 3 Years | -15.14 |
Maximum Loss 5 Years | -15.14 |
Performance Current Year | 8.77 |
Performance since Inception | 76.91 |
Risk adjusted Return 3 Years | 6.49 |
Risk adjusted Return 5 Years | 11.34 |
Risk adjusted Return Since Inception | 9.40 |
R-Squared (R²) 1 Year | 62.99 |
R-Squared (R²) 3 Years | 47.44 |
R-Squared (R²) 5 Years | 53.17 |
Sortino Ratio 1 Year | 1.53 |
Sortino Ratio 3 Years | 1.11 |
Sortino Ratio 5 Years | 1.67 |
Tracking Error 1 Year | 9.45 |
Tracking Error 3 Years | 13.07 |
Tracking Error 5 Years | 12.53 |
Trailing Performance 1 Month | -1.38 |
Trailing Performance 1 Week | -2.99 |
Trailing Performance 1 Year | 9.66 |
Trailing Performance 2 Years | 43.95 |
Trailing Performance 3 Months | -0.20 |
Trailing Performance 3 Years | 29.24 |
Trailing Performance 4 Years | 79.70 |
Trailing Performance 5 Years | 89.06 |
Trailing Performance 6 Months | 6.84 |
Trailing Return 1 Month | 0.99 |
Trailing Return 1 Year | 9.29 |
Trailing Return 2 Months | 1.19 |
Trailing Return 2 Years | 19.75 |
Trailing Return 3 Months | -0.75 |
Trailing Return 3 Years | 11.72 |
Trailing Return 4 Years | 17.83 |
Trailing Return 5 Years | 15.10 |
Trailing Return 6 Months | 10.29 |
Trailing Return 6 Years | 12.71 |
Trailing Return 7 Years | 9.69 |
Trailing Return 8 Years | 7.81 |
Trailing Return 9 Months | 15.07 |
Trailing Return 9 Years | 7.14 |
Trailing Return Since Inception | 6.07 |
Trailing Return YTD - Year to Date | 10.29 |
Treynor Ratio 1 Year | 13.62 |
Treynor Ratio 3 Years | 16.11 |
Treynor Ratio 5 Years | 24.68 |
ncG1vNJzZmilkae4psDSZ5muq5mjsrS%2FyKeqopyVp3uku8xona6mlKh8pK3TmqOyq6RiwLq%2F056kmqyZmHqiuM%2BhmGaepaOxbq%2FLmqqsZZNiwrSCkXFpcKVkZ4Jz