Alpha 1 Year |
-11.69 |
Average Gain 1 Year |
3.39 |
Average Loss 1 Year |
-4.30 |
Batting Average 1 Year |
25.00 |
Beta 1 Year |
1.13 |
Capture Ratio Down 1 Year |
129.99 |
Capture Ratio Up 1 Year |
85.36 |
Correlation 1 Year |
92.03 |
High 1 Year |
90.45 |
Information Ratio 1 Year |
-1.38 |
Low 1 Year |
71.30 |
Maximum Loss 1 Year |
-12.92 |
Performance Current Year |
3.90 |
Performance since Inception |
-5.51 |
R-Squared (R²) 1 Year |
84.70 |
Sortino Ratio 1 Year |
0.74 |
Tracking Error 1 Year |
7.14 |
Trailing Performance 1 Month |
1.93 |
Trailing Performance 1 Week |
1.23 |
Trailing Performance 1 Year |
9.25 |
Trailing Performance 2 Years |
19.85 |
Trailing Performance 3 Months |
6.93 |
Trailing Performance 6 Months |
6.44 |
Trailing Return 1 Month |
0.85 |
Trailing Return 1 Year |
9.52 |
Trailing Return 2 Months |
1.71 |
Trailing Return 2 Years |
10.10 |
Trailing Return 3 Months |
-2.04 |
Trailing Return 6 Months |
1.08 |
Trailing Return 9 Months |
14.33 |
Trailing Return Since Inception |
-4.68 |
Trailing Return YTD - Year to Date |
1.08 |
Treynor Ratio 1 Year |
5.62 |
Volatility 1 Year |
18.15 |