Alpha 1 Year |
-3.60 |
Alpha 3 Years |
-2.11 |
Alpha 5 Years |
-2.75 |
Average Gain 1 Year |
3.62 |
Average Gain 3 Years |
4.04 |
Average Gain 5 Years |
3.98 |
Average Loss 1 Year |
-3.01 |
Average Loss 3 Years |
-4.25 |
Average Loss 5 Years |
-4.34 |
Batting Average 1 Year |
41.67 |
Batting Average 3 Years |
50.00 |
Batting Average 5 Years |
41.67 |
Beta 1 Year |
0.86 |
Beta 3 Years |
0.89 |
Beta 5 Years |
0.92 |
Capture Ratio Down 1 Year |
94.30 |
Capture Ratio Down 3 Years |
90.88 |
Capture Ratio Down 5 Years |
93.62 |
Capture Ratio Up 1 Year |
80.86 |
Capture Ratio Up 3 Years |
84.73 |
Capture Ratio Up 5 Years |
85.18 |
Correlation 1 Year |
97.31 |
Correlation 3 Years |
97.71 |
Correlation 5 Years |
98.00 |
High 1 Year |
85.11 |
Information Ratio 1 Year |
-1.92 |
Information Ratio 3 Years |
-0.69 |
Information Ratio 5 Years |
-1.08 |
Low 1 Year |
67.61 |
Maximum Loss 1 Year |
-8.29 |
Maximum Loss 3 Years |
-20.72 |
Maximum Loss 5 Years |
-21.90 |
Performance Current Year |
13.54 |
Performance since Inception |
155.73 |
Risk adjusted Return 3 Years |
0.06 |
Risk adjusted Return 5 Years |
5.01 |
Risk adjusted Return Since Inception |
3.03 |
R-Squared (R²) 1 Year |
94.69 |
R-Squared (R²) 3 Years |
95.47 |
R-Squared (R²) 5 Years |
96.04 |
Sortino Ratio 1 Year |
1.64 |
Sortino Ratio 3 Years |
0.36 |
Sortino Ratio 5 Years |
0.83 |
Tracking Error 1 Year |
3.69 |
Tracking Error 3 Years |
4.01 |
Tracking Error 5 Years |
3.75 |
Trailing Performance 1 Month |
4.09 |
Trailing Performance 1 Week |
1.54 |
Trailing Performance 1 Year |
19.95 |
Trailing Performance 2 Years |
35.02 |
Trailing Performance 3 Months |
8.15 |
Trailing Performance 3 Years |
23.22 |
Trailing Performance 4 Years |
64.77 |
Trailing Performance 5 Years |
69.67 |
Trailing Performance 6 Months |
14.74 |
Trailing Return 1 Month |
1.05 |
Trailing Return 1 Year |
17.65 |
Trailing Return 2 Months |
3.92 |
Trailing Return 2 Years |
15.09 |
Trailing Return 3 Months |
0.27 |
Trailing Return 3 Years |
6.19 |
Trailing Return 4 Years |
13.71 |
Trailing Return 5 Years |
10.69 |
Trailing Return 6 Months |
9.94 |
Trailing Return 6 Years |
10.37 |
Trailing Return 7 Years |
10.23 |
Trailing Return 8 Years |
10.76 |
Trailing Return 9 Months |
20.48 |
Trailing Return Since Inception |
10.89 |
Trailing Return YTD - Year to Date |
9.94 |
Treynor Ratio 1 Year |
14.07 |
Treynor Ratio 3 Years |
3.11 |
Treynor Ratio 5 Years |
9.13 |