Alpha 1 Year |
-0.24 |
Alpha 10 Years |
-0.41 |
Alpha 3 Years |
-0.19 |
Alpha 5 Years |
0.04 |
Average Gain 1 Year |
1.49 |
Average Gain 10 Years |
1.27 |
Average Gain 3 Years |
1.46 |
Average Gain 5 Years |
1.45 |
Average Loss 1 Year |
-0.56 |
Average Loss 10 Years |
-1.20 |
Average Loss 3 Years |
-1.08 |
Average Loss 5 Years |
-1.37 |
Batting Average 1 Year |
41.67 |
Batting Average 10 Years |
29.17 |
Batting Average 3 Years |
33.33 |
Batting Average 5 Years |
40.00 |
Beta 1 Year |
1.02 |
Beta 10 Years |
0.99 |
Beta 3 Years |
1.00 |
Beta 5 Years |
0.99 |
Capture Ratio Down 1 Year |
104.31 |
Capture Ratio Down 10 Years |
103.28 |
Capture Ratio Down 3 Years |
99.96 |
Capture Ratio Down 5 Years |
98.87 |
Capture Ratio Up 1 Year |
98.08 |
Capture Ratio Up 10 Years |
97.20 |
Capture Ratio Up 3 Years |
97.71 |
Capture Ratio Up 5 Years |
99.20 |
Correlation 1 Year |
99.95 |
Correlation 10 Years |
99.82 |
Correlation 3 Years |
99.87 |
Correlation 5 Years |
99.91 |
High 1 Year |
25.21 |
Information Ratio 1 Year |
-1.38 |
Information Ratio 10 Years |
-1.20 |
Information Ratio 3 Years |
-0.68 |
Information Ratio 5 Years |
-0.04 |
Low 1 Year |
23.93 |
Maximum Loss 1 Year |
-1.63 |
Maximum Loss 10 Years |
-11.82 |
Maximum Loss 3 Years |
-9.43 |
Maximum Loss 5 Years |
-11.82 |
Performance Current Year |
1.45 |
Performance since Inception |
65.49 |
Risk adjusted Return 10 Years |
1.58 |
Risk adjusted Return 3 Years |
-0.59 |
Risk adjusted Return 5 Years |
1.14 |
Risk adjusted Return Since Inception |
1.01 |
R-Squared (R²) 1 Year |
99.90 |
R-Squared (R²) 10 Years |
99.64 |
R-Squared (R²) 3 Years |
99.74 |
R-Squared (R²) 5 Years |
99.82 |
Sortino Ratio 1 Year |
1.22 |
Sortino Ratio 10 Years |
0.47 |
Sortino Ratio 3 Years |
-0.01 |
Sortino Ratio 5 Years |
0.35 |
Tracking Error 1 Year |
0.26 |
Tracking Error 10 Years |
0.38 |
Tracking Error 3 Years |
0.32 |
Tracking Error 5 Years |
0.34 |
Trailing Performance 1 Month |
0.41 |
Trailing Performance 1 Week |
-0.10 |
Trailing Performance 1 Year |
9.25 |
Trailing Performance 10 Years |
42.24 |
Trailing Performance 2 Years |
12.32 |
Trailing Performance 3 Months |
0.79 |
Trailing Performance 3 Years |
9.15 |
Trailing Performance 4 Years |
24.82 |
Trailing Performance 5 Years |
23.77 |
Trailing Performance 6 Months |
4.21 |
Trailing Return 1 Month |
0.74 |
Trailing Return 1 Year |
10.06 |
Trailing Return 10 Years |
3.59 |
Trailing Return 2 Months |
0.15 |
Trailing Return 2 Years |
6.02 |
Trailing Return 3 Months |
0.96 |
Trailing Return 3 Years |
3.02 |
Trailing Return 4 Years |
5.94 |
Trailing Return 5 Years |
4.36 |
Trailing Return 6 Months |
4.52 |
Trailing Return 6 Years |
4.34 |
Trailing Return 7 Years |
4.12 |
Trailing Return 8 Years |
5.03 |
Trailing Return 9 Months |
6.46 |
Trailing Return 9 Years |
4.03 |
Trailing Return Since Inception |
4.21 |
Trailing Return YTD - Year to Date |
1.45 |
Treynor Ratio 1 Year |
2.94 |
Treynor Ratio 10 Years |
2.04 |
Treynor Ratio 3 Years |
-0.25 |
Treynor Ratio 5 Years |
1.82 |