Alpha 1 Year |
-0.07 |
Alpha 10 Years |
-0.08 |
Alpha 15 Years |
-0.12 |
Alpha 3 Years |
0.07 |
Alpha 5 Years |
-0.02 |
Average Gain 1 Year |
4.48 |
Average Gain 10 Years |
3.67 |
Average Gain 15 Years |
3.96 |
Average Gain 3 Years |
4.21 |
Average Gain 5 Years |
4.31 |
Average Loss 1 Year |
-2.25 |
Average Loss 10 Years |
-3.66 |
Average Loss 15 Years |
-3.77 |
Average Loss 3 Years |
-3.58 |
Average Loss 5 Years |
-4.29 |
Batting Average 1 Year |
41.67 |
Batting Average 10 Years |
34.17 |
Batting Average 15 Years |
30.00 |
Batting Average 3 Years |
52.78 |
Batting Average 5 Years |
40.00 |
Beta 1 Year |
0.97 |
Beta 10 Years |
1.01 |
Beta 15 Years |
1.00 |
Beta 3 Years |
1.03 |
Beta 5 Years |
1.01 |
Capture Ratio Down 1 Year |
111.20 |
Capture Ratio Down 10 Years |
102.12 |
Capture Ratio Down 15 Years |
101.29 |
Capture Ratio Down 3 Years |
106.12 |
Capture Ratio Down 5 Years |
103.65 |
Capture Ratio Up 1 Year |
104.55 |
Capture Ratio Up 10 Years |
101.54 |
Capture Ratio Up 15 Years |
100.61 |
Capture Ratio Up 3 Years |
105.26 |
Capture Ratio Up 5 Years |
102.97 |
Correlation 1 Year |
98.16 |
Correlation 10 Years |
99.61 |
Correlation 15 Years |
99.75 |
Correlation 3 Years |
98.79 |
Correlation 5 Years |
99.44 |
High 1 Year |
56.43 |
Information Ratio 1 Year |
-0.12 |
Information Ratio 10 Years |
-0.06 |
Information Ratio 15 Years |
-0.10 |
Information Ratio 3 Years |
0.03 |
Information Ratio 5 Years |
0.00 |
Low 1 Year |
46.62 |
Maximum Loss 1 Year |
-7.41 |
Maximum Loss 10 Years |
-32.77 |
Maximum Loss 15 Years |
-32.77 |
Maximum Loss 3 Years |
-22.87 |
Maximum Loss 5 Years |
-28.23 |
Performance Current Year |
8.85 |
Performance since Inception |
118.34 |
Risk adjusted Return 10 Years |
-1.45 |
Risk adjusted Return 3 Years |
-0.64 |
Risk adjusted Return 5 Years |
-0.23 |
Risk adjusted Return Since Inception |
-0.92 |
R-Squared (R²) 1 Year |
96.35 |
R-Squared (R²) 10 Years |
99.22 |
R-Squared (R²) 15 Years |
99.50 |
R-Squared (R²) 3 Years |
97.59 |
R-Squared (R²) 5 Years |
98.89 |
Sortino Ratio 1 Year |
1.13 |
Sortino Ratio 10 Years |
0.23 |
Sortino Ratio 15 Years |
0.51 |
Sortino Ratio 3 Years |
0.32 |
Sortino Ratio 5 Years |
0.42 |
Tracking Error 1 Year |
2.56 |
Tracking Error 10 Years |
1.46 |
Tracking Error 15 Years |
1.20 |
Tracking Error 3 Years |
2.67 |
Tracking Error 5 Years |
2.07 |
Trailing Performance 1 Month |
5.00 |
Trailing Performance 1 Week |
2.23 |
Trailing Performance 1 Year |
15.48 |
Trailing Performance 10 Years |
38.85 |
Trailing Performance 2 Years |
43.86 |
Trailing Performance 3 Months |
8.00 |
Trailing Performance 3 Years |
24.13 |
Trailing Performance 4 Years |
56.94 |
Trailing Performance 5 Years |
39.52 |
Trailing Performance 6 Months |
10.68 |
Trailing Return 1 Month |
-3.22 |
Trailing Return 1 Year |
13.44 |
Trailing Return 10 Years |
2.93 |
Trailing Return 15 Years |
5.57 |
Trailing Return 2 Months |
1.79 |
Trailing Return 2 Years |
15.36 |
Trailing Return 3 Months |
0.24 |
Trailing Return 3 Years |
5.62 |
Trailing Return 4 Years |
11.96 |
Trailing Return 5 Years |
6.06 |
Trailing Return 6 Months |
4.69 |
Trailing Return 6 Years |
4.63 |
Trailing Return 7 Years |
4.56 |
Trailing Return 8 Years |
6.89 |
Trailing Return 9 Months |
13.70 |
Trailing Return 9 Years |
4.13 |
Trailing Return Since Inception |
4.00 |
Trailing Return YTD - Year to Date |
4.69 |
Treynor Ratio 1 Year |
8.04 |
Treynor Ratio 10 Years |
1.30 |
Treynor Ratio 15 Years |
4.46 |
Treynor Ratio 3 Years |
2.12 |
Treynor Ratio 5 Years |
3.69 |