Alpha 1 Year |
-0.54 |
Alpha 10 Years |
-0.62 |
Alpha 15 Years |
-0.80 |
Alpha 20 Years |
-0.62 |
Alpha 3 Years |
-0.01 |
Alpha 5 Years |
-0.66 |
Average Gain 1 Year |
4.14 |
Average Gain 10 Years |
3.80 |
Average Gain 15 Years |
4.15 |
Average Gain 20 Years |
4.75 |
Average Gain 3 Years |
4.39 |
Average Gain 5 Years |
4.31 |
Average Loss 1 Year |
-3.58 |
Average Loss 10 Years |
-3.95 |
Average Loss 15 Years |
-3.87 |
Average Loss 20 Years |
-4.40 |
Average Loss 3 Years |
-3.87 |
Average Loss 5 Years |
-4.04 |
Batting Average 1 Year |
16.67 |
Batting Average 10 Years |
16.67 |
Batting Average 15 Years |
23.33 |
Batting Average 20 Years |
30.42 |
Batting Average 3 Years |
33.33 |
Batting Average 5 Years |
25.00 |
Beta 1 Year |
0.99 |
Beta 10 Years |
1.00 |
Beta 15 Years |
1.01 |
Beta 20 Years |
0.99 |
Beta 3 Years |
1.03 |
Beta 5 Years |
1.01 |
Capture Ratio Down 1 Year |
101.88 |
Capture Ratio Down 10 Years |
101.94 |
Capture Ratio Down 15 Years |
102.84 |
Capture Ratio Down 20 Years |
101.69 |
Capture Ratio Down 3 Years |
103.34 |
Capture Ratio Down 5 Years |
102.61 |
Capture Ratio Up 1 Year |
95.39 |
Capture Ratio Up 10 Years |
98.82 |
Capture Ratio Up 15 Years |
99.15 |
Capture Ratio Up 20 Years |
99.08 |
Capture Ratio Up 3 Years |
99.66 |
Capture Ratio Up 5 Years |
99.13 |
Correlation 1 Year |
99.55 |
Correlation 10 Years |
99.68 |
Correlation 15 Years |
99.71 |
Correlation 20 Years |
99.49 |
Correlation 3 Years |
99.16 |
Correlation 5 Years |
99.47 |
High 1 Year |
43.64 |
Information Ratio 1 Year |
-1.14 |
Information Ratio 10 Years |
-0.52 |
Information Ratio 15 Years |
-0.62 |
Information Ratio 20 Years |
-0.35 |
Information Ratio 3 Years |
-0.39 |
Information Ratio 5 Years |
-0.44 |
Low 1 Year |
36.61 |
Maximum Loss 1 Year |
-12.44 |
Maximum Loss 10 Years |
-36.73 |
Maximum Loss 15 Years |
-36.73 |
Maximum Loss 20 Years |
-59.55 |
Maximum Loss 3 Years |
-36.73 |
Maximum Loss 5 Years |
-36.73 |
Performance Current Year |
7.31 |
Performance since Inception |
467.63 |
Risk adjusted Return 10 Years |
-2.50 |
Risk adjusted Return 3 Years |
-12.24 |
Risk adjusted Return 5 Years |
-2.97 |
Risk adjusted Return Since Inception |
-4.59 |
R-Squared (R²) 1 Year |
99.10 |
R-Squared (R²) 10 Years |
99.36 |
R-Squared (R²) 15 Years |
99.42 |
R-Squared (R²) 20 Years |
98.98 |
R-Squared (R²) 3 Years |
98.32 |
R-Squared (R²) 5 Years |
98.94 |
Sortino Ratio 1 Year |
0.67 |
Sortino Ratio 10 Years |
0.16 |
Sortino Ratio 15 Years |
0.35 |
Sortino Ratio 20 Years |
0.49 |
Sortino Ratio 3 Years |
-0.64 |
Sortino Ratio 5 Years |
0.18 |
Tracking Error 1 Year |
1.64 |
Tracking Error 10 Years |
1.41 |
Tracking Error 15 Years |
1.40 |
Tracking Error 20 Years |
2.10 |
Tracking Error 3 Years |
2.34 |
Tracking Error 5 Years |
1.99 |
Trailing Performance 1 Month |
0.00 |
Trailing Performance 1 Week |
-3.58 |
Trailing Performance 1 Year |
8.53 |
Trailing Performance 10 Years |
21.22 |
Trailing Performance 2 Years |
14.20 |
Trailing Performance 3 Months |
8.71 |
Trailing Performance 3 Years |
-13.01 |
Trailing Performance 4 Years |
8.75 |
Trailing Performance 5 Years |
11.49 |
Trailing Performance 6 Months |
12.27 |
Trailing Return 1 Month |
3.10 |
Trailing Return 1 Year |
10.67 |
Trailing Return 10 Years |
2.06 |
Trailing Return 15 Years |
4.02 |
Trailing Return 2 Months |
4.72 |
Trailing Return 2 Years |
5.79 |
Trailing Return 20 Years |
6.54 |
Trailing Return 3 Months |
4.53 |
Trailing Return 3 Years |
-5.99 |
Trailing Return 4 Years |
3.84 |
Trailing Return 5 Years |
2.23 |
Trailing Return 6 Months |
6.84 |
Trailing Return 6 Years |
1.98 |
Trailing Return 7 Years |
2.75 |
Trailing Return 8 Years |
5.09 |
Trailing Return 9 Months |
14.87 |
Trailing Return 9 Years |
2.97 |
Trailing Return Since Inception |
8.50 |
Trailing Return YTD - Year to Date |
6.84 |
Treynor Ratio 1 Year |
6.17 |
Treynor Ratio 10 Years |
0.45 |
Treynor Ratio 15 Years |
2.61 |
Treynor Ratio 20 Years |
4.84 |
Treynor Ratio 3 Years |
-9.56 |
Treynor Ratio 5 Years |
0.58 |