Alpha 1 Year |
-1.05 |
Alpha 10 Years |
-0.67 |
Alpha 15 Years |
-0.62 |
Alpha 3 Years |
-0.84 |
Alpha 5 Years |
-1.00 |
Average Gain 1 Year |
7.43 |
Average Gain 10 Years |
7.94 |
Average Gain 15 Years |
7.57 |
Average Gain 3 Years |
7.18 |
Average Gain 5 Years |
8.62 |
Average Loss 1 Year |
-6.66 |
Average Loss 10 Years |
-7.72 |
Average Loss 15 Years |
-7.94 |
Average Loss 3 Years |
-8.60 |
Average Loss 5 Years |
-7.72 |
Batting Average 1 Year |
33.33 |
Batting Average 10 Years |
39.17 |
Batting Average 15 Years |
27.78 |
Batting Average 3 Years |
36.11 |
Batting Average 5 Years |
36.67 |
Beta 1 Year |
1.00 |
Beta 10 Years |
1.02 |
Beta 15 Years |
1.01 |
Beta 3 Years |
1.00 |
Beta 5 Years |
1.03 |
Capture Ratio Down 1 Year |
101.39 |
Capture Ratio Down 10 Years |
101.70 |
Capture Ratio Down 15 Years |
101.26 |
Capture Ratio Down 3 Years |
100.74 |
Capture Ratio Down 5 Years |
102.34 |
Capture Ratio Up 1 Year |
98.93 |
Capture Ratio Up 10 Years |
100.17 |
Capture Ratio Up 15 Years |
99.86 |
Capture Ratio Up 3 Years |
99.00 |
Capture Ratio Up 5 Years |
100.37 |
Correlation 1 Year |
99.98 |
Correlation 10 Years |
99.87 |
Correlation 15 Years |
99.91 |
Correlation 3 Years |
99.98 |
Correlation 5 Years |
99.76 |
High 1 Year |
37.24 |
Information Ratio 1 Year |
-1.79 |
Information Ratio 10 Years |
-0.37 |
Information Ratio 15 Years |
-0.42 |
Information Ratio 3 Years |
-1.25 |
Information Ratio 5 Years |
-0.34 |
Low 1 Year |
25.75 |
Maximum Loss 1 Year |
-15.46 |
Maximum Loss 10 Years |
-48.17 |
Maximum Loss 15 Years |
-77.44 |
Maximum Loss 3 Years |
-38.12 |
Maximum Loss 5 Years |
-43.31 |
Performance Current Year |
13.82 |
Performance since Inception |
3.06 |
Risk adjusted Return 10 Years |
-9.20 |
Risk adjusted Return 3 Years |
-12.24 |
Risk adjusted Return 5 Years |
-2.87 |
Risk adjusted Return Since Inception |
-7.91 |
R-Squared (R²) 1 Year |
99.96 |
R-Squared (R²) 10 Years |
99.74 |
R-Squared (R²) 15 Years |
99.81 |
R-Squared (R²) 3 Years |
99.96 |
R-Squared (R²) 5 Years |
99.53 |
Sortino Ratio 1 Year |
-0.02 |
Sortino Ratio 10 Years |
0.42 |
Sortino Ratio 15 Years |
0.27 |
Sortino Ratio 3 Years |
0.14 |
Sortino Ratio 5 Years |
0.73 |
Tracking Error 1 Year |
0.60 |
Tracking Error 10 Years |
1.98 |
Tracking Error 15 Years |
1.62 |
Tracking Error 3 Years |
0.68 |
Tracking Error 5 Years |
2.73 |
Trailing Performance 1 Month |
5.29 |
Trailing Performance 1 Week |
0.28 |
Trailing Performance 1 Year |
13.95 |
Trailing Performance 10 Years |
74.51 |
Trailing Performance 2 Years |
10.19 |
Trailing Performance 3 Months |
30.27 |
Trailing Performance 3 Years |
-5.59 |
Trailing Performance 4 Years |
9.60 |
Trailing Performance 5 Years |
74.97 |
Trailing Performance 6 Months |
13.34 |
Trailing Return 1 Month |
6.37 |
Trailing Return 1 Year |
16.95 |
Trailing Return 10 Years |
5.65 |
Trailing Return 15 Years |
-0.64 |
Trailing Return 2 Months |
12.41 |
Trailing Return 2 Years |
7.22 |
Trailing Return 3 Months |
34.63 |
Trailing Return 3 Years |
-1.71 |
Trailing Return 4 Years |
2.25 |
Trailing Return 5 Years |
11.84 |
Trailing Return 6 Months |
15.12 |
Trailing Return 6 Years |
9.23 |
Trailing Return 7 Years |
7.71 |
Trailing Return 8 Years |
6.83 |
Trailing Return 9 Months |
22.82 |
Trailing Return 9 Years |
7.84 |
Trailing Return Since Inception |
0.17 |
Trailing Return YTD - Year to Date |
13.82 |
Treynor Ratio 1 Year |
-4.95 |
Treynor Ratio 10 Years |
2.66 |
Treynor Ratio 15 Years |
-0.13 |
Treynor Ratio 3 Years |
-2.43 |
Treynor Ratio 5 Years |
8.65 |