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Alpha 1 Year | -11.44 |
Alpha 10 Years | -1.06 |
Alpha 3 Years | 6.22 |
Alpha 5 Years | 1.66 |
Average Gain 1 Year | 2.60 |
Average Gain 10 Years | 2.43 |
Average Gain 3 Years | 2.87 |
Average Gain 5 Years | 3.06 |
Average Loss 1 Year | -3.34 |
Average Loss 10 Years | -2.59 |
Average Loss 3 Years | -3.66 |
Average Loss 5 Years | -3.37 |
Batting Average 1 Year | 25.00 |
Batting Average 10 Years | 42.50 |
Batting Average 3 Years | 50.00 |
Batting Average 5 Years | 43.33 |
Beta 1 Year | 0.79 |
Beta 10 Years | 0.91 |
Beta 3 Years | 0.78 |
Beta 5 Years | 0.90 |
Capture Ratio Down 1 Year | 134.66 |
Capture Ratio Down 10 Years | 100.99 |
Capture Ratio Down 3 Years | 73.81 |
Capture Ratio Down 5 Years | 91.68 |
Capture Ratio Up 1 Year | 66.41 |
Capture Ratio Up 10 Years | 90.93 |
Capture Ratio Up 3 Years | 108.76 |
Capture Ratio Up 5 Years | 98.71 |
Correlation 1 Year | 86.48 |
Correlation 10 Years | 82.60 |
Correlation 3 Years | 75.82 |
Correlation 5 Years | 84.25 |
High 1 Year | 16.94 |
Information Ratio 1 Year | -2.23 |
Information Ratio 10 Years | -0.26 |
Information Ratio 3 Years | 0.72 |
Information Ratio 5 Years | 0.14 |
Low 1 Year | 15.32 |
Maximum Loss 1 Year | -8.48 |
Maximum Loss 10 Years | -23.99 |
Maximum Loss 3 Years | -14.20 |
Maximum Loss 5 Years | -19.38 |
Performance since Inception | 62.28 |
Risk adjusted Return 10 Years | 1.05 |
Risk adjusted Return 3 Years | 3.53 |
Risk adjusted Return 5 Years | 3.94 |
Risk adjusted Return Since Inception | 2.41 |
R-Squared (R²) 1 Year | 74.80 |
R-Squared (R²) 10 Years | 68.23 |
R-Squared (R²) 3 Years | 57.48 |
R-Squared (R²) 5 Years | 70.99 |
Sortino Ratio 1 Year | -0.40 |
Sortino Ratio 10 Years | 0.37 |
Sortino Ratio 3 Years | 0.64 |
Sortino Ratio 5 Years | 0.69 |
Tracking Error 1 Year | 6.48 |
Tracking Error 10 Years | 6.45 |
Tracking Error 3 Years | 9.02 |
Tracking Error 5 Years | 7.53 |
Trailing Performance 1 Month | 2.54 |
Trailing Performance 1 Week | 2.54 |
Trailing Performance 1 Year | -1.97 |
Trailing Performance 10 Years | 44.58 |
Trailing Performance 2 Years | 4.14 |
Trailing Performance 3 Months | 1.72 |
Trailing Performance 3 Years | 26.02 |
Trailing Performance 4 Years | 30.04 |
Trailing Performance 5 Years | 47.79 |
Trailing Performance 6 Months | 2.97 |
Trailing Return 1 Month | 2.54 |
Trailing Return 1 Year | 1.01 |
Trailing Return 10 Years | 3.75 |
Trailing Return 2 Months | 6.16 |
Trailing Return 2 Years | 2.05 |
Trailing Return 3 Months | 3.65 |
Trailing Return 3 Years | 8.01 |
Trailing Return 4 Years | 6.79 |
Trailing Return 5 Years | 8.13 |
Trailing Return 6 Months | 2.96 |
Trailing Return 6 Years | 5.41 |
Trailing Return 7 Years | 5.86 |
Trailing Return 8 Years | 6.87 |
Trailing Return 9 Months | 0.96 |
Trailing Return 9 Years | 4.30 |
Trailing Return Since Inception | 3.60 |
Trailing Return YTD - Year to Date | 1.01 |
Treynor Ratio 1 Year | -5.59 |
Treynor Ratio 10 Years | 2.66 |
Treynor Ratio 3 Years | 7.03 |
Treynor Ratio 5 Years | 6.80 |
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