Alpha 1 Year | -7.40 |
Alpha 3 Years | -5.30 |
Alpha 5 Years | -2.11 |
Average Gain 1 Year | 3.37 |
Average Gain 3 Years | 4.13 |
Average Gain 5 Years | 4.67 |
Average Loss 1 Year | -3.80 |
Average Loss 3 Years | -4.29 |
Average Loss 5 Years | -4.34 |
Batting Average 1 Year | 25.00 |
Batting Average 3 Years | 38.89 |
Batting Average 5 Years | 46.67 |
Beta 1 Year | 0.89 |
Beta 3 Years | 0.98 |
Beta 5 Years | 1.06 |
Capture Ratio Down 1 Year | 104.40 |
Capture Ratio Down 3 Years | 112.54 |
Capture Ratio Down 5 Years | 112.15 |
Capture Ratio Up 1 Year | 75.30 |
Capture Ratio Up 3 Years | 91.13 |
Capture Ratio Up 5 Years | 102.28 |
Correlation 1 Year | 97.22 |
Correlation 3 Years | 95.82 |
Correlation 5 Years | 96.84 |
High 1 Year | 12.52 |
Information Ratio 1 Year | -2.26 |
Information Ratio 3 Years | -0.94 |
Information Ratio 5 Years | -0.45 |
Low 1 Year | 10.83 |
Maximum Loss 1 Year | -12.24 |
Maximum Loss 3 Years | -40.38 |
Maximum Loss 5 Years | -40.38 |
Performance Current Year | 2.26 |
Performance since Inception | 23.63 |
Risk adjusted Return 3 Years | -14.93 |
Risk adjusted Return 5 Years | -6.07 |
Risk adjusted Return Since Inception | -9.61 |
R-Squared (R²) 1 Year | 94.52 |
R-Squared (R²) 3 Years | 91.81 |
R-Squared (R²) 5 Years | 93.79 |
Sortino Ratio 1 Year | -0.07 |
Sortino Ratio 3 Years | -0.89 |
Sortino Ratio 5 Years | 0.04 |
Tracking Error 1 Year | 3.82 |
Tracking Error 3 Years | 5.17 |
Tracking Error 5 Years | 5.18 |
Trailing Performance 1 Month | 2.00 |
Trailing Performance 1 Week | 1.00 |
Trailing Performance 1 Year | 3.90 |
Trailing Performance 2 Years | 6.43 |
Trailing Performance 3 Months | 3.46 |
Trailing Performance 3 Years | -26.94 |
Trailing Performance 4 Years | 9.75 |
Trailing Performance 5 Years | 10.64 |
Trailing Performance 6 Months | 6.14 |
Trailing Return 1 Month | 1.00 |
Trailing Return 1 Year | 3.90 |
Trailing Return 2 Months | 2.00 |
Trailing Return 2 Years | 3.17 |
Trailing Return 3 Months | 1.16 |
Trailing Return 3 Years | -9.93 |
Trailing Return 4 Years | 2.35 |
Trailing Return 5 Years | 0.75 |
Trailing Return 6 Months | 2.26 |
Trailing Return 6 Years | 2.34 |
Trailing Return 7 Years | 1.54 |
Trailing Return 9 Months | 10.14 |
Trailing Return Since Inception | 2.81 |
Trailing Return YTD - Year to Date | 2.26 |
Treynor Ratio 1 Year | -1.92 |
Treynor Ratio 3 Years | -13.63 |
Treynor Ratio 5 Years | -1.48 |
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