Alpha 1 Year | -4.56 |
Alpha 10 Years | -0.98 |
Alpha 3 Years | -7.67 |
Alpha 5 Years | -4.84 |
Average Gain 1 Year | 6.11 |
Average Gain 10 Years | 5.01 |
Average Gain 3 Years | 6.23 |
Average Gain 5 Years | 6.11 |
Average Loss 1 Year | -4.25 |
Average Loss 10 Years | -4.16 |
Average Loss 3 Years | -6.05 |
Average Loss 5 Years | -5.36 |
Batting Average 1 Year | 50.00 |
Batting Average 10 Years | 54.17 |
Batting Average 3 Years | 41.67 |
Batting Average 5 Years | 51.67 |
Beta 1 Year | 1.20 |
Beta 10 Years | 1.09 |
Beta 3 Years | 1.15 |
Beta 5 Years | 1.09 |
Capture Ratio Down 1 Year | 140.69 |
Capture Ratio Down 10 Years | 107.69 |
Capture Ratio Down 3 Years | 122.74 |
Capture Ratio Down 5 Years | 109.48 |
Capture Ratio Up 1 Year | 115.75 |
Capture Ratio Up 10 Years | 103.22 |
Capture Ratio Up 3 Years | 95.64 |
Capture Ratio Up 5 Years | 95.69 |
Correlation 1 Year | 98.43 |
Correlation 10 Years | 94.46 |
Correlation 3 Years | 96.33 |
Correlation 5 Years | 94.95 |
High 1 Year | 175.45 |
Information Ratio 1 Year | 0.33 |
Information Ratio 10 Years | -0.05 |
Information Ratio 3 Years | -1.14 |
Information Ratio 5 Years | -0.57 |
Low 1 Year | 116.11 |
Maximum Loss 1 Year | -11.46 |
Maximum Loss 10 Years | -43.99 |
Maximum Loss 3 Years | -43.99 |
Maximum Loss 5 Years | -43.99 |
Performance Current Year | 19.38 |
Performance since Inception | 21,119.05 |
Risk adjusted Return 10 Years | 9.47 |
Risk adjusted Return 3 Years | -6.07 |
Risk adjusted Return 5 Years | 6.19 |
Risk adjusted Return Since Inception | 5.38 |
R-Squared (R²) 1 Year | 96.88 |
R-Squared (R²) 10 Years | 89.23 |
R-Squared (R²) 3 Years | 92.80 |
R-Squared (R²) 5 Years | 90.16 |
Sortino Ratio 1 Year | 2.54 |
Sortino Ratio 10 Years | 1.22 |
Sortino Ratio 3 Years | 0.19 |
Sortino Ratio 5 Years | 0.97 |
Tracking Error 1 Year | 4.87 |
Tracking Error 10 Years | 6.63 |
Tracking Error 3 Years | 7.30 |
Tracking Error 5 Years | 7.65 |
Trailing Performance 1 Month | -2.97 |
Trailing Performance 1 Week | 2.32 |
Trailing Performance 1 Year | 25.87 |
Trailing Performance 10 Years | 333.64 |
Trailing Performance 2 Years | 44.61 |
Trailing Performance 3 Months | 9.58 |
Trailing Performance 3 Years | 3.00 |
Trailing Performance 4 Years | 40.00 |
Trailing Performance 5 Years | 91.15 |
Trailing Performance 6 Months | 14.60 |
Trailing Return 1 Month | 7.25 |
Trailing Return 1 Year | 35.09 |
Trailing Return 10 Years | 15.97 |
Trailing Return 2 Months | 12.94 |
Trailing Return 2 Years | 29.94 |
Trailing Return 3 Months | 7.23 |
Trailing Return 3 Years | 2.96 |
Trailing Return 4 Years | 11.88 |
Trailing Return 5 Years | 14.96 |
Trailing Return 6 Months | 23.04 |
Trailing Return 6 Years | 15.38 |
Trailing Return 7 Years | 17.35 |
Trailing Return 8 Years | 18.82 |
Trailing Return 9 Months | 41.46 |
Trailing Return 9 Years | 16.28 |
Trailing Return Since Inception | 17.05 |
Trailing Return YTD - Year to Date | 23.04 |
Treynor Ratio 1 Year | 23.18 |
Treynor Ratio 10 Years | 12.89 |
Treynor Ratio 3 Years | 0.16 |
Treynor Ratio 5 Years | 11.54 |
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