Alpha 1 Year | -0.22 |
Alpha 10 Years | 0.39 |
Alpha 15 Years | 0.20 |
Alpha 3 Years | 0.58 |
Alpha 5 Years | -0.36 |
Average Gain 1 Year | 5.67 |
Average Gain 10 Years | 3.25 |
Average Gain 15 Years | 3.87 |
Average Gain 3 Years | 4.65 |
Average Gain 5 Years | 4.16 |
Average Loss 1 Year | -3.20 |
Average Loss 10 Years | -3.47 |
Average Loss 15 Years | -3.79 |
Average Loss 3 Years | -3.92 |
Average Loss 5 Years | -4.22 |
Batting Average 1 Year | 50.00 |
Batting Average 10 Years | 50.00 |
Batting Average 15 Years | 48.89 |
Batting Average 3 Years | 47.22 |
Batting Average 5 Years | 43.33 |
Beta 1 Year | 1.06 |
Beta 10 Years | 0.99 |
Beta 15 Years | 1.00 |
Beta 3 Years | 1.00 |
Beta 5 Years | 1.00 |
Capture Ratio Down 1 Year | 95.68 |
Capture Ratio Down 10 Years | 97.81 |
Capture Ratio Down 15 Years | 100.07 |
Capture Ratio Down 3 Years | 99.72 |
Capture Ratio Down 5 Years | 101.46 |
Capture Ratio Up 1 Year | 97.83 |
Capture Ratio Up 10 Years | 99.70 |
Capture Ratio Up 15 Years | 100.73 |
Capture Ratio Up 3 Years | 101.77 |
Capture Ratio Up 5 Years | 99.77 |
Correlation 1 Year | 98.23 |
Correlation 10 Years | 98.63 |
Correlation 15 Years | 98.85 |
Correlation 3 Years | 98.38 |
Correlation 5 Years | 98.69 |
High 1 Year | 10.79 |
Information Ratio 1 Year | 0.04 |
Information Ratio 10 Years | 0.15 |
Information Ratio 15 Years | 0.07 |
Information Ratio 3 Years | 0.17 |
Information Ratio 5 Years | -0.14 |
Low 1 Year | 8.57 |
Maximum Loss 1 Year | -10.10 |
Maximum Loss 10 Years | -27.28 |
Maximum Loss 15 Years | -27.28 |
Maximum Loss 3 Years | -27.28 |
Maximum Loss 5 Years | -27.28 |
Performance since Inception | 47.99 |
Risk adjusted Return 10 Years | 0.70 |
Risk adjusted Return 3 Years | 0.83 |
Risk adjusted Return 5 Years | -2.48 |
Risk adjusted Return Since Inception | -0.23 |
R-Squared (R²) 1 Year | 96.49 |
R-Squared (R²) 10 Years | 97.27 |
R-Squared (R²) 15 Years | 97.71 |
R-Squared (R²) 3 Years | 96.78 |
R-Squared (R²) 5 Years | 97.39 |
Sortino Ratio 1 Year | 1.12 |
Sortino Ratio 10 Years | 0.32 |
Sortino Ratio 15 Years | 0.58 |
Sortino Ratio 3 Years | 0.50 |
Sortino Ratio 5 Years | 0.27 |
Tracking Error 1 Year | 3.69 |
Tracking Error 10 Years | 2.48 |
Tracking Error 15 Years | 2.58 |
Tracking Error 3 Years | 3.34 |
Tracking Error 5 Years | 2.90 |
Trailing Performance 1 Month | 2.62 |
Trailing Performance 1 Week | 3.15 |
Trailing Performance 1 Year | 12.07 |
Trailing Performance 10 Years | 48.59 |
Trailing Performance 2 Years | -5.54 |
Trailing Performance 3 Months | 0.52 |
Trailing Performance 3 Years | 12.59 |
Trailing Performance 4 Years | 17.55 |
Trailing Performance 5 Years | 27.68 |
Trailing Performance 6 Months | -0.35 |
Trailing Return 1 Month | -3.77 |
Trailing Return 1 Year | 14.54 |
Trailing Return 10 Years | 3.42 |
Trailing Return 15 Years | 6.13 |
Trailing Return 2 Months | -7.09 |
Trailing Return 2 Years | -5.46 |
Trailing Return 3 Months | -10.10 |
Trailing Return 3 Years | 6.30 |
Trailing Return 4 Years | 2.89 |
Trailing Return 5 Years | 3.69 |
Trailing Return 6 Months | -7.09 |
Trailing Return 6 Years | 1.57 |
Trailing Return 7 Years | 4.89 |
Trailing Return 8 Years | 3.99 |
Trailing Return 9 Months | -3.96 |
Trailing Return 9 Years | 3.72 |
Trailing Return Since Inception | 2.09 |
Trailing Return YTD - Year to Date | 3.63 |
Treynor Ratio 1 Year | 8.84 |
Treynor Ratio 10 Years | 2.19 |
Treynor Ratio 15 Years | 5.25 |
Treynor Ratio 3 Years | 4.09 |
Treynor Ratio 5 Years | 1.78 |
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