Alpha 1 Year | 9.56 |
Alpha 10 Years | 4.04 |
Alpha 15 Years | 5.18 |
Alpha 3 Years | 4.00 |
Alpha 5 Years | 7.45 |
Average Gain 1 Year | 4.41 |
Average Gain 10 Years | 4.08 |
Average Gain 15 Years | 4.43 |
Average Gain 20 Years | 4.63 |
Average Gain 3 Years | 4.48 |
Average Gain 5 Years | 4.81 |
Average Loss 1 Year | -1.88 |
Average Loss 10 Years | -3.85 |
Average Loss 15 Years | -4.12 |
Average Loss 20 Years | -4.75 |
Average Loss 3 Years | -5.24 |
Average Loss 5 Years | -4.75 |
Batting Average 1 Year | 66.67 |
Batting Average 10 Years | 52.50 |
Batting Average 15 Years | 55.56 |
Batting Average 3 Years | 50.00 |
Batting Average 5 Years | 55.00 |
Beta 1 Year | 0.86 |
Beta 10 Years | 0.97 |
Beta 15 Years | 1.08 |
Beta 3 Years | 1.08 |
Beta 5 Years | 1.04 |
Capture Ratio Down 1 Year | 64.84 |
Capture Ratio Down 10 Years | 92.65 |
Capture Ratio Down 15 Years | 96.61 |
Capture Ratio Down 3 Years | 111.84 |
Capture Ratio Down 5 Years | 100.98 |
Capture Ratio Up 1 Year | 117.73 |
Capture Ratio Up 10 Years | 110.32 |
Capture Ratio Up 15 Years | 119.04 |
Capture Ratio Up 3 Years | 125.01 |
Capture Ratio Up 5 Years | 126.96 |
Correlation 1 Year | 85.77 |
Correlation 10 Years | 83.98 |
Correlation 15 Years | 88.45 |
Correlation 3 Years | 84.73 |
Correlation 5 Years | 87.08 |
High 1 Year | 72.32 |
Information Ratio 1 Year | 1.62 |
Information Ratio 10 Years | 0.41 |
Information Ratio 15 Years | 0.63 |
Information Ratio 3 Years | 0.27 |
Information Ratio 5 Years | 0.72 |
Low 1 Year | 52.66 |
Maximum Loss 1 Year | -6.05 |
Maximum Loss 10 Years | -35.40 |
Maximum Loss 15 Years | -35.40 |
Maximum Loss 20 Years | -66.91 |
Maximum Loss 3 Years | -35.40 |
Maximum Loss 5 Years | -35.40 |
Performance Current Year | 11.25 |
Performance since Inception | 1,671.16 |
R-Squared (R²) 1 Year | 73.57 |
R-Squared (R²) 10 Years | 70.52 |
R-Squared (R²) 15 Years | 78.24 |
R-Squared (R²) 3 Years | 71.78 |
R-Squared (R²) 5 Years | 75.82 |
Sortino Ratio 1 Year | 3.72 |
Sortino Ratio 10 Years | 0.69 |
Sortino Ratio 15 Years | 1.01 |
Sortino Ratio 20 Years | 0.73 |
Sortino Ratio 3 Years | 0.18 |
Sortino Ratio 5 Years | 1.07 |
Tracking Error 1 Year | 6.96 |
Tracking Error 10 Years | 9.36 |
Tracking Error 15 Years | 8.94 |
Tracking Error 3 Years | 10.94 |
Tracking Error 5 Years | 10.18 |
Trailing Performance 1 Month | 0.14 |
Trailing Performance 1 Week | 1.51 |
Trailing Performance 1 Year | 22.74 |
Trailing Performance 10 Years | 124.33 |
Trailing Performance 2 Years | 36.35 |
Trailing Performance 3 Months | 6.13 |
Trailing Performance 3 Years | 7.47 |
Trailing Performance 4 Years | 57.35 |
Trailing Performance 5 Years | 96.07 |
Trailing Performance 6 Months | 11.14 |
Trailing Return 1 Month | -1.16 |
Trailing Return 1 Year | 23.04 |
Trailing Return 10 Years | 7.84 |
Trailing Return 15 Years | 12.00 |
Trailing Return 2 Months | 5.98 |
Trailing Return 2 Years | 22.21 |
Trailing Return 20 Years | 9.92 |
Trailing Return 3 Months | 3.82 |
Trailing Return 3 Years | 3.86 |
Trailing Return 4 Years | 15.27 |
Trailing Return 5 Years | 13.16 |
Trailing Return 6 Months | 11.09 |
Trailing Return 6 Years | 10.96 |
Trailing Return 7 Years | 9.55 |
Trailing Return 8 Years | 10.51 |
Trailing Return 9 Months | 26.66 |
Trailing Return 9 Years | 9.82 |
Trailing Return Since Inception | 10.54 |
Trailing Return YTD - Year to Date | 11.09 |
Treynor Ratio 1 Year | 24.31 |
Treynor Ratio 10 Years | 6.60 |
Treynor Ratio 15 Years | 9.99 |
Treynor Ratio 3 Years | 0.47 |
Treynor Ratio 5 Years | 12.15 |
ncG1vNJzZmilkae4psDSZ5muq5mjsrS%2FyKeqopyVp3uku8xona6mlKh8p7XDnqOirKliu7C%2Bw6KaZp6lo7FuwdJsaG5xYWWEdn6Y