Alpha 1 Year |
-0.01 |
Alpha 10 Years |
0.27 |
Alpha 15 Years |
0.60 |
Alpha 3 Years |
-0.12 |
Alpha 5 Years |
-0.20 |
Average Gain 1 Year |
6.62 |
Average Gain 10 Years |
6.24 |
Average Gain 15 Years |
6.07 |
Average Gain 3 Years |
7.21 |
Average Gain 5 Years |
7.78 |
Average Loss 1 Year |
-8.52 |
Average Loss 10 Years |
-5.75 |
Average Loss 15 Years |
-6.32 |
Average Loss 3 Years |
-7.19 |
Average Loss 5 Years |
-7.26 |
Batting Average 1 Year |
41.67 |
Batting Average 10 Years |
56.67 |
Batting Average 15 Years |
65.56 |
Batting Average 3 Years |
41.67 |
Batting Average 5 Years |
38.33 |
Beta 1 Year |
1.01 |
Beta 10 Years |
1.00 |
Beta 15 Years |
1.00 |
Beta 3 Years |
1.00 |
Beta 5 Years |
1.00 |
Capture Ratio Down 1 Year |
100.68 |
Capture Ratio Down 10 Years |
99.53 |
Capture Ratio Down 15 Years |
98.94 |
Capture Ratio Down 3 Years |
100.70 |
Capture Ratio Down 5 Years |
100.47 |
Capture Ratio Up 1 Year |
100.43 |
Capture Ratio Up 10 Years |
100.28 |
Capture Ratio Up 15 Years |
100.58 |
Capture Ratio Up 3 Years |
100.56 |
Capture Ratio Up 5 Years |
100.01 |
Correlation 1 Year |
99.96 |
Correlation 10 Years |
99.92 |
Correlation 15 Years |
99.94 |
Correlation 3 Years |
99.89 |
Correlation 5 Years |
99.94 |
High 1 Year |
19.04 |
Information Ratio 1 Year |
-0.24 |
Information Ratio 10 Years |
0.27 |
Information Ratio 15 Years |
0.66 |
Information Ratio 3 Years |
-0.11 |
Information Ratio 5 Years |
-0.19 |
Low 1 Year |
12.88 |
Maximum Loss 1 Year |
-29.17 |
Maximum Loss 10 Years |
-55.17 |
Maximum Loss 15 Years |
-70.13 |
Maximum Loss 3 Years |
-47.27 |
Maximum Loss 5 Years |
-55.17 |
Performance Current Year |
-9.41 |
Performance since Inception |
-62.10 |
R-Squared (R²) 1 Year |
99.92 |
R-Squared (R²) 10 Years |
99.85 |
R-Squared (R²) 15 Years |
99.89 |
R-Squared (R²) 3 Years |
99.77 |
R-Squared (R²) 5 Years |
99.88 |
Sortino Ratio 1 Year |
-1.20 |
Sortino Ratio 10 Years |
0.29 |
Sortino Ratio 15 Years |
0.07 |
Sortino Ratio 3 Years |
-0.73 |
Sortino Ratio 5 Years |
0.41 |
Tracking Error 1 Year |
0.91 |
Tracking Error 10 Years |
1.05 |
Tracking Error 15 Years |
0.92 |
Tracking Error 3 Years |
1.43 |
Tracking Error 5 Years |
1.14 |
Trailing Performance 1 Month |
-2.47 |
Trailing Performance 1 Week |
2.50 |
Trailing Performance 1 Year |
-23.55 |
Trailing Performance 10 Years |
49.78 |
Trailing Performance 2 Years |
-23.51 |
Trailing Performance 3 Months |
7.86 |
Trailing Performance 3 Years |
-34.13 |
Trailing Performance 4 Years |
5.08 |
Trailing Performance 5 Years |
37.77 |
Trailing Performance 6 Months |
0.11 |
Trailing Return 1 Month |
-10.01 |
Trailing Return 1 Year |
-26.11 |
Trailing Return 10 Years |
3.23 |
Trailing Return 15 Years |
-1.33 |
Trailing Return 2 Months |
1.72 |
Trailing Return 2 Years |
-15.12 |
Trailing Return 3 Months |
-3.69 |
Trailing Return 3 Years |
-15.99 |
Trailing Return 4 Years |
2.91 |
Trailing Return 5 Years |
5.91 |
Trailing Return 6 Months |
-13.69 |
Trailing Return 6 Years |
8.71 |
Trailing Return 7 Years |
8.15 |
Trailing Return 8 Years |
7.25 |
Trailing Return 9 Months |
-7.22 |
Trailing Return 9 Years |
3.90 |
Trailing Return Since Inception |
-6.16 |
Trailing Return YTD - Year to Date |
-13.69 |
Treynor Ratio 1 Year |
-31.50 |
Treynor Ratio 10 Years |
1.61 |
Treynor Ratio 15 Years |
-2.44 |
Treynor Ratio 3 Years |
-19.38 |
Treynor Ratio 5 Years |
3.59 |