Alpha 1 Year | -9.92 |
Alpha 10 Years | 1.11 |
Alpha 3 Years | -10.75 |
Alpha 5 Years | -3.46 |
Average Gain 1 Year | 4.22 |
Average Gain 10 Years | 5.00 |
Average Gain 3 Years | 4.73 |
Average Gain 5 Years | 5.50 |
Average Loss 1 Year | -3.98 |
Average Loss 10 Years | -4.20 |
Average Loss 3 Years | -5.34 |
Average Loss 5 Years | -5.15 |
Batting Average 1 Year | 25.00 |
Batting Average 10 Years | 56.67 |
Batting Average 3 Years | 38.89 |
Batting Average 5 Years | 55.00 |
Beta 1 Year | 1.15 |
Beta 10 Years | 1.12 |
Beta 3 Years | 1.14 |
Beta 5 Years | 1.08 |
Capture Ratio Down 1 Year | 126.51 |
Capture Ratio Down 10 Years | 110.11 |
Capture Ratio Down 3 Years | 128.33 |
Capture Ratio Down 5 Years | 105.69 |
Capture Ratio Up 1 Year | 95.19 |
Capture Ratio Up 10 Years | 111.44 |
Capture Ratio Up 3 Years | 84.43 |
Capture Ratio Up 5 Years | 94.52 |
Correlation 1 Year | 94.00 |
Correlation 10 Years | 85.23 |
Correlation 3 Years | 91.02 |
Correlation 5 Years | 86.22 |
High 1 Year | 12.24 |
Information Ratio 1 Year | -0.92 |
Information Ratio 10 Years | 0.16 |
Information Ratio 3 Years | -1.26 |
Information Ratio 5 Years | -0.29 |
Low 1 Year | 9.25 |
Maximum Loss 1 Year | -9.11 |
Maximum Loss 10 Years | -39.66 |
Maximum Loss 3 Years | -39.66 |
Maximum Loss 5 Years | -39.66 |
Performance Current Year | 5.27 |
Performance since Inception | 388.54 |
Risk adjusted Return 10 Years | 8.36 |
Risk adjusted Return 3 Years | -9.14 |
Risk adjusted Return 5 Years | 4.17 |
Risk adjusted Return Since Inception | 3.60 |
R-Squared (R²) 1 Year | 88.35 |
R-Squared (R²) 10 Years | 72.64 |
R-Squared (R²) 3 Years | 82.85 |
R-Squared (R²) 5 Years | 74.34 |
Sortino Ratio 1 Year | 1.45 |
Sortino Ratio 10 Years | 1.15 |
Sortino Ratio 3 Years | -0.13 |
Sortino Ratio 5 Years | 0.82 |
Tracking Error 1 Year | 6.76 |
Tracking Error 10 Years | 10.63 |
Tracking Error 3 Years | 9.32 |
Tracking Error 5 Years | 11.61 |
Trailing Performance 1 Month | -1.56 |
Trailing Performance 1 Week | -2.52 |
Trailing Performance 1 Year | 15.73 |
Trailing Performance 10 Years | 278.49 |
Trailing Performance 2 Years | 19.59 |
Trailing Performance 3 Months | 5.08 |
Trailing Performance 3 Years | -7.33 |
Trailing Performance 4 Years | 23.85 |
Trailing Performance 5 Years | 64.10 |
Trailing Performance 6 Months | 2.30 |
Trailing Return 1 Month | 4.19 |
Trailing Return 1 Year | 18.37 |
Trailing Return 10 Years | 14.56 |
Trailing Return 2 Months | 6.75 |
Trailing Return 2 Years | 17.38 |
Trailing Return 3 Months | -0.16 |
Trailing Return 3 Years | -1.77 |
Trailing Return 4 Years | 7.78 |
Trailing Return 5 Years | 11.71 |
Trailing Return 6 Months | 6.94 |
Trailing Return 6 Years | 12.10 |
Trailing Return 7 Years | 15.48 |
Trailing Return 8 Years | 17.46 |
Trailing Return 9 Months | 25.18 |
Trailing Return 9 Years | 15.01 |
Trailing Return Since Inception | 15.56 |
Trailing Return YTD - Year to Date | 6.94 |
Treynor Ratio 1 Year | 11.91 |
Treynor Ratio 10 Years | 11.61 |
Treynor Ratio 3 Years | -4.09 |
Treynor Ratio 5 Years | 9.15 |
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