Alpha 1 Year | 2.12 |
Alpha 3 Years | -0.48 |
Alpha 5 Years | 0.56 |
Average Gain 1 Year | 3.78 |
Average Gain 3 Years | 3.74 |
Average Gain 5 Years | 3.81 |
Average Loss 1 Year | -3.18 |
Average Loss 3 Years | -4.25 |
Average Loss 5 Years | -4.14 |
Batting Average 1 Year | 50.00 |
Batting Average 3 Years | 44.44 |
Batting Average 5 Years | 56.67 |
Beta 1 Year | 1.01 |
Beta 3 Years | 1.01 |
Beta 5 Years | 1.02 |
Capture Ratio Down 1 Year | 98.72 |
Capture Ratio Down 3 Years | 104.10 |
Capture Ratio Down 5 Years | 100.81 |
Capture Ratio Up 1 Year | 104.74 |
Capture Ratio Up 3 Years | 100.57 |
Capture Ratio Up 5 Years | 102.64 |
Correlation 1 Year | 99.63 |
Correlation 3 Years | 99.50 |
Correlation 5 Years | 99.47 |
High 1 Year | 36.48 |
Information Ratio 1 Year | 1.28 |
Information Ratio 3 Years | -0.48 |
Information Ratio 5 Years | 0.35 |
Low 1 Year | 28.62 |
Maximum Loss 1 Year | -9.02 |
Maximum Loss 3 Years | -25.44 |
Maximum Loss 5 Years | -25.44 |
Performance Current Year | 12.46 |
Performance since Inception | 269.66 |
Risk adjusted Return 3 Years | -1.68 |
Risk adjusted Return 5 Years | 5.84 |
Risk adjusted Return Since Inception | 2.83 |
R-Squared (R²) 1 Year | 99.27 |
R-Squared (R²) 3 Years | 99.01 |
R-Squared (R²) 5 Years | 98.95 |
Sortino Ratio 1 Year | 2.29 |
Sortino Ratio 3 Years | 0.18 |
Sortino Ratio 5 Years | 0.90 |
Tracking Error 1 Year | 1.36 |
Tracking Error 3 Years | 1.59 |
Tracking Error 5 Years | 1.77 |
Trailing Performance 1 Month | 2.11 |
Trailing Performance 1 Week | 2.00 |
Trailing Performance 1 Year | 16.52 |
Trailing Performance 10 Years | 144.65 |
Trailing Performance 2 Years | 30.55 |
Trailing Performance 3 Months | 7.33 |
Trailing Performance 3 Years | 14.54 |
Trailing Performance 4 Years | 53.45 |
Trailing Performance 5 Years | 66.28 |
Trailing Performance 6 Months | 12.36 |
Trailing Return 1 Month | 1.03 |
Trailing Return 1 Year | 18.25 |
Trailing Return 2 Months | 5.11 |
Trailing Return 2 Years | 16.73 |
Trailing Return 3 Months | 1.51 |
Trailing Return 3 Years | 4.09 |
Trailing Return 4 Years | 12.10 |
Trailing Return 5 Years | 10.34 |
Trailing Return 6 Months | 10.13 |
Trailing Return 6 Years | 9.69 |
Trailing Return 9 Months | 21.98 |
Trailing Return Since Inception | 9.17 |
Trailing Return YTD - Year to Date | 10.13 |
Treynor Ratio 1 Year | 17.91 |
Treynor Ratio 3 Years | 0.81 |
Treynor Ratio 5 Years | 8.98 |
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