Alpha 1 Year | 0.30 |
Alpha 10 Years | 0.55 |
Alpha 3 Years | -0.99 |
Alpha 5 Years | 0.18 |
Average Gain 1 Year | 3.75 |
Average Gain 10 Years | 2.83 |
Average Gain 3 Years | 3.71 |
Average Gain 5 Years | 3.70 |
Average Loss 1 Year | -3.19 |
Average Loss 10 Years | -3.49 |
Average Loss 3 Years | -4.24 |
Average Loss 5 Years | -4.06 |
Batting Average 1 Year | 50.00 |
Batting Average 10 Years | 54.17 |
Batting Average 3 Years | 44.44 |
Batting Average 5 Years | 50.00 |
Beta 1 Year | 1.00 |
Beta 10 Years | 0.96 |
Beta 3 Years | 0.99 |
Beta 5 Years | 0.96 |
Capture Ratio Down 1 Year | 98.75 |
Capture Ratio Down 10 Years | 96.56 |
Capture Ratio Down 3 Years | 103.64 |
Capture Ratio Down 5 Years | 98.12 |
Capture Ratio Up 1 Year | 103.71 |
Capture Ratio Up 10 Years | 99.57 |
Capture Ratio Up 3 Years | 99.24 |
Capture Ratio Up 5 Years | 99.08 |
Correlation 1 Year | 99.51 |
Correlation 10 Years | 99.12 |
Correlation 3 Years | 99.20 |
Correlation 5 Years | 99.17 |
High 1 Year | 25.58 |
Information Ratio 1 Year | 0.93 |
Information Ratio 10 Years | 0.25 |
Information Ratio 3 Years | -0.50 |
Information Ratio 5 Years | 0.05 |
Low 1 Year | 20.44 |
Maximum Loss 1 Year | -8.81 |
Maximum Loss 10 Years | -26.24 |
Maximum Loss 3 Years | -26.24 |
Maximum Loss 5 Years | -26.24 |
Performance Current Year | 9.91 |
Performance since Inception | 306.48 |
Risk adjusted Return 10 Years | 5.09 |
Risk adjusted Return 3 Years | -2.14 |
Risk adjusted Return 5 Years | 5.42 |
Risk adjusted Return Since Inception | 3.74 |
R-Squared (R²) 1 Year | 99.02 |
R-Squared (R²) 10 Years | 98.26 |
R-Squared (R²) 3 Years | 98.40 |
R-Squared (R²) 5 Years | 98.35 |
Sortino Ratio 1 Year | 1.99 |
Sortino Ratio 10 Years | 0.87 |
Sortino Ratio 3 Years | 0.14 |
Sortino Ratio 5 Years | 0.87 |
Tracking Error 1 Year | 1.52 |
Tracking Error 10 Years | 1.85 |
Tracking Error 3 Years | 2.02 |
Tracking Error 5 Years | 2.18 |
Trailing Performance 1 Month | 0.28 |
Trailing Performance 1 Week | -1.16 |
Trailing Performance 1 Year | 14.93 |
Trailing Performance 10 Years | 132.52 |
Trailing Performance 2 Years | 28.30 |
Trailing Performance 3 Months | 4.42 |
Trailing Performance 3 Years | 10.94 |
Trailing Performance 4 Years | 43.61 |
Trailing Performance 5 Years | 58.12 |
Trailing Performance 6 Months | 8.19 |
Trailing Return 1 Month | 2.13 |
Trailing Return 1 Year | 17.94 |
Trailing Return 10 Years | 8.73 |
Trailing Return 2 Months | 5.60 |
Trailing Return 2 Years | 16.69 |
Trailing Return 3 Months | 1.72 |
Trailing Return 3 Years | 3.86 |
Trailing Return 4 Years | 10.82 |
Trailing Return 5 Years | 9.90 |
Trailing Return 6 Months | 9.61 |
Trailing Return 6 Years | 9.18 |
Trailing Return 7 Years | 9.70 |
Trailing Return 8 Years | 10.51 |
Trailing Return 9 Months | 22.50 |
Trailing Return 9 Years | 9.28 |
Trailing Return Since Inception | 8.95 |
Trailing Return YTD - Year to Date | 9.61 |
Treynor Ratio 1 Year | 15.79 |
Treynor Ratio 10 Years | 7.40 |
Treynor Ratio 3 Years | 0.30 |
Treynor Ratio 5 Years | 8.71 |
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