Alpha 1 Year |
-0.05 |
Alpha 3 Years |
-0.20 |
Alpha 5 Years |
-0.24 |
Average Gain 1 Year |
5.82 |
Average Gain 3 Years |
5.91 |
Average Gain 5 Years |
5.31 |
Average Loss 1 Year |
-3.99 |
Average Loss 3 Years |
-4.32 |
Average Loss 5 Years |
-4.60 |
Batting Average 1 Year |
8.33 |
Batting Average 3 Years |
16.67 |
Batting Average 5 Years |
16.67 |
Beta 1 Year |
1.01 |
Beta 3 Years |
1.00 |
Beta 5 Years |
1.00 |
Capture Ratio Down 1 Year |
100.64 |
Capture Ratio Down 3 Years |
100.46 |
Capture Ratio Down 5 Years |
100.31 |
Capture Ratio Up 1 Year |
100.15 |
Capture Ratio Up 3 Years |
99.80 |
Capture Ratio Up 5 Years |
99.50 |
Correlation 1 Year |
99.99 |
Correlation 3 Years |
100.00 |
Correlation 5 Years |
99.99 |
High 1 Year |
44.83 |
Information Ratio 1 Year |
-0.51 |
Information Ratio 3 Years |
-1.11 |
Information Ratio 5 Years |
-1.11 |
Low 1 Year |
34.56 |
Maximum Loss 1 Year |
-12.44 |
Maximum Loss 3 Years |
-16.50 |
Maximum Loss 5 Years |
-28.72 |
Performance Current Year |
5.13 |
Performance since Inception |
89.34 |
Risk adjusted Return 3 Years |
1.65 |
Risk adjusted Return 5 Years |
6.62 |
Risk adjusted Return Since Inception |
4.63 |
R-Squared (R²) 1 Year |
99.98 |
R-Squared (R²) 3 Years |
99.99 |
R-Squared (R²) 5 Years |
99.99 |
Sortino Ratio 1 Year |
1.91 |
Sortino Ratio 3 Years |
0.59 |
Sortino Ratio 5 Years |
0.96 |
Tracking Error 1 Year |
0.24 |
Tracking Error 3 Years |
0.19 |
Tracking Error 5 Years |
0.25 |
Trailing Performance 1 Month |
-2.57 |
Trailing Performance 1 Week |
-0.25 |
Trailing Performance 1 Year |
9.00 |
Trailing Performance 2 Years |
26.50 |
Trailing Performance 3 Months |
-1.75 |
Trailing Performance 3 Years |
25.73 |
Trailing Performance 4 Years |
91.65 |
Trailing Performance 5 Years |
68.49 |
Trailing Performance 6 Months |
7.24 |
Trailing Return 1 Month |
-4.47 |
Trailing Return 1 Year |
10.02 |
Trailing Return 2 Months |
0.20 |
Trailing Return 2 Years |
13.57 |
Trailing Return 3 Months |
-2.41 |
Trailing Return 3 Years |
8.27 |
Trailing Return 4 Years |
17.87 |
Trailing Return 5 Years |
11.28 |
Trailing Return 6 Months |
5.56 |
Trailing Return 6 Years |
10.07 |
Trailing Return 9 Months |
16.80 |
Trailing Return Since Inception |
10.84 |
Trailing Return YTD - Year to Date |
5.56 |
Treynor Ratio 1 Year |
19.67 |
Treynor Ratio 3 Years |
5.87 |
Treynor Ratio 5 Years |
11.98 |