Alpha 1 Year | -0.26 |
Alpha 10 Years | -0.03 |
Alpha 15 Years | 0.09 |
Alpha 20 Years | 0.46 |
Alpha 3 Years | -2.13 |
Alpha 5 Years | -1.81 |
Average Gain 1 Year | 4.72 |
Average Gain 10 Years | 3.50 |
Average Gain 15 Years | 3.65 |
Average Gain 20 Years | 3.71 |
Average Gain 3 Years | 4.48 |
Average Gain 5 Years | 4.41 |
Average Loss 1 Year | -2.90 |
Average Loss 10 Years | -3.59 |
Average Loss 15 Years | -3.66 |
Average Loss 20 Years | -3.84 |
Average Loss 3 Years | -4.23 |
Average Loss 5 Years | -4.24 |
Batting Average 1 Year | 58.33 |
Batting Average 10 Years | 54.17 |
Batting Average 15 Years | 51.11 |
Batting Average 20 Years | 51.67 |
Batting Average 3 Years | 50.00 |
Batting Average 5 Years | 50.00 |
Beta 1 Year | 1.08 |
Beta 10 Years | 1.02 |
Beta 15 Years | 1.01 |
Beta 20 Years | 0.96 |
Beta 3 Years | 1.08 |
Beta 5 Years | 1.06 |
Capture Ratio Down 1 Year | 117.93 |
Capture Ratio Down 10 Years | 100.58 |
Capture Ratio Down 15 Years | 99.90 |
Capture Ratio Down 20 Years | 95.85 |
Capture Ratio Down 3 Years | 119.75 |
Capture Ratio Down 5 Years | 111.96 |
Capture Ratio Up 1 Year | 106.87 |
Capture Ratio Up 10 Years | 100.09 |
Capture Ratio Up 15 Years | 99.87 |
Capture Ratio Up 20 Years | 97.76 |
Capture Ratio Up 3 Years | 106.88 |
Capture Ratio Up 5 Years | 101.94 |
Correlation 1 Year | 99.11 |
Correlation 10 Years | 96.85 |
Correlation 15 Years | 97.32 |
Correlation 20 Years | 97.26 |
Correlation 3 Years | 97.45 |
Correlation 5 Years | 97.66 |
High 1 Year | 19.33 |
Information Ratio 1 Year | -0.42 |
Information Ratio 10 Years | -0.02 |
Information Ratio 15 Years | 0.00 |
Information Ratio 20 Years | 0.07 |
Information Ratio 3 Years | -0.69 |
Information Ratio 5 Years | -0.50 |
Low 1 Year | 15.31 |
Maximum Loss 1 Year | -13.80 |
Maximum Loss 10 Years | -33.94 |
Maximum Loss 15 Years | -33.94 |
Maximum Loss 20 Years | -52.49 |
Maximum Loss 3 Years | -33.82 |
Maximum Loss 5 Years | -33.94 |
Performance Current Year | 6.71 |
Performance since Inception | 960.87 |
Risk adjusted Return 10 Years | -0.23 |
Risk adjusted Return 3 Years | -8.27 |
Risk adjusted Return 5 Years | -0.99 |
Risk adjusted Return Since Inception | -2.07 |
R-Squared (R²) 1 Year | 98.23 |
R-Squared (R²) 10 Years | 93.80 |
R-Squared (R²) 15 Years | 94.72 |
R-Squared (R²) 20 Years | 94.60 |
R-Squared (R²) 3 Years | 94.96 |
R-Squared (R²) 5 Years | 95.38 |
Sortino Ratio 1 Year | 1.24 |
Sortino Ratio 10 Years | 0.32 |
Sortino Ratio 15 Years | 0.58 |
Sortino Ratio 20 Years | 0.50 |
Sortino Ratio 3 Years | -0.31 |
Sortino Ratio 5 Years | 0.34 |
Tracking Error 1 Year | 2.58 |
Tracking Error 10 Years | 3.94 |
Tracking Error 15 Years | 3.74 |
Tracking Error 20 Years | 3.98 |
Tracking Error 3 Years | 4.28 |
Tracking Error 5 Years | 4.22 |
Trailing Performance 1 Month | -0.48 |
Trailing Performance 1 Week | -1.70 |
Trailing Performance 1 Year | 6.15 |
Trailing Performance 10 Years | 44.71 |
Trailing Performance 2 Years | 21.11 |
Trailing Performance 3 Months | 0.59 |
Trailing Performance 3 Years | -6.34 |
Trailing Performance 4 Years | 17.11 |
Trailing Performance 5 Years | 17.52 |
Trailing Performance 6 Months | 5.86 |
Trailing Return 1 Month | -1.07 |
Trailing Return 1 Year | 10.54 |
Trailing Return 10 Years | 3.75 |
Trailing Return 15 Years | 6.20 |
Trailing Return 2 Months | 2.13 |
Trailing Return 2 Years | 12.77 |
Trailing Return 20 Years | 6.07 |
Trailing Return 3 Months | 0.64 |
Trailing Return 3 Years | -2.51 |
Trailing Return 4 Years | 5.65 |
Trailing Return 5 Years | 3.41 |
Trailing Return 6 Months | 7.23 |
Trailing Return 6 Years | 2.81 |
Trailing Return 7 Years | 3.98 |
Trailing Return 8 Years | 6.32 |
Trailing Return 9 Months | 17.93 |
Trailing Return 9 Years | 4.31 |
Trailing Return Since Inception | 6.38 |
Trailing Return YTD - Year to Date | 7.23 |
Treynor Ratio 1 Year | 10.79 |
Treynor Ratio 10 Years | 2.32 |
Treynor Ratio 15 Years | 5.08 |
Treynor Ratio 20 Years | 4.78 |
Treynor Ratio 3 Years | -5.12 |
Treynor Ratio 5 Years | 2.56 |
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