Alpha 1 Year |
-1.85 |
Alpha 10 Years |
-0.42 |
Alpha 3 Years |
-0.60 |
Alpha 5 Years |
-0.54 |
Average Gain 1 Year |
3.46 |
Average Gain 10 Years |
3.54 |
Average Gain 3 Years |
3.59 |
Average Gain 5 Years |
4.12 |
Average Loss 1 Year |
-2.58 |
Average Loss 10 Years |
-2.67 |
Average Loss 3 Years |
-2.75 |
Average Loss 5 Years |
-2.78 |
Batting Average 1 Year |
33.33 |
Batting Average 10 Years |
17.50 |
Batting Average 3 Years |
27.78 |
Batting Average 5 Years |
23.33 |
Beta 1 Year |
1.06 |
Beta 10 Years |
1.00 |
Beta 3 Years |
1.02 |
Beta 5 Years |
1.01 |
Capture Ratio Down 1 Year |
107.77 |
Capture Ratio Down 10 Years |
101.21 |
Capture Ratio Down 3 Years |
103.91 |
Capture Ratio Down 5 Years |
102.89 |
Capture Ratio Up 1 Year |
98.48 |
Capture Ratio Up 10 Years |
98.87 |
Capture Ratio Up 3 Years |
100.22 |
Capture Ratio Up 5 Years |
99.87 |
Correlation 1 Year |
98.90 |
Correlation 10 Years |
99.73 |
Correlation 3 Years |
99.51 |
Correlation 5 Years |
99.72 |
High 1 Year |
23.45 |
Information Ratio 1 Year |
-0.64 |
Information Ratio 10 Years |
-0.45 |
Information Ratio 3 Years |
-0.43 |
Information Ratio 5 Years |
-0.46 |
Low 1 Year |
17.62 |
Maximum Loss 1 Year |
-6.24 |
Maximum Loss 10 Years |
-19.71 |
Maximum Loss 3 Years |
-15.74 |
Maximum Loss 5 Years |
-17.06 |
Performance Current Year |
13.99 |
Performance since Inception |
76.08 |
R-Squared (R²) 1 Year |
97.81 |
R-Squared (R²) 10 Years |
99.46 |
R-Squared (R²) 3 Years |
99.02 |
R-Squared (R²) 5 Years |
99.43 |
Sortino Ratio 1 Year |
1.84 |
Sortino Ratio 10 Years |
0.64 |
Sortino Ratio 3 Years |
0.52 |
Sortino Ratio 5 Years |
1.27 |
Tracking Error 1 Year |
2.14 |
Tracking Error 10 Years |
1.01 |
Tracking Error 3 Years |
1.37 |
Tracking Error 5 Years |
1.12 |
Trailing Performance 1 Month |
2.25 |
Trailing Performance 1 Week |
0.71 |
Trailing Performance 1 Year |
19.81 |
Trailing Performance 10 Years |
81.60 |
Trailing Performance 2 Years |
26.90 |
Trailing Performance 3 Months |
10.44 |
Trailing Performance 3 Years |
23.59 |
Trailing Performance 4 Years |
38.41 |
Trailing Performance 5 Years |
73.85 |
Trailing Performance 6 Months |
16.44 |
Trailing Return 1 Month |
1.58 |
Trailing Return 1 Year |
18.18 |
Trailing Return 10 Years |
6.05 |
Trailing Return 2 Months |
4.75 |
Trailing Return 2 Years |
12.22 |
Trailing Return 3 Months |
13.82 |
Trailing Return 3 Years |
6.73 |
Trailing Return 4 Years |
7.45 |
Trailing Return 5 Years |
12.11 |
Trailing Return 6 Months |
14.22 |
Trailing Return 6 Years |
9.79 |
Trailing Return 7 Years |
8.74 |
Trailing Return 8 Years |
8.14 |
Trailing Return 9 Months |
19.76 |
Trailing Return 9 Years |
7.36 |
Trailing Return Since Inception |
5.68 |
Trailing Return YTD - Year to Date |
12.73 |
Treynor Ratio 1 Year |
11.86 |
Treynor Ratio 10 Years |
4.48 |
Treynor Ratio 3 Years |
3.39 |
Treynor Ratio 5 Years |
9.76 |