Alpha 1 Year |
-0.81 |
Alpha 10 Years |
-0.66 |
Alpha 15 Years |
-0.57 |
Alpha 3 Years |
-0.59 |
Alpha 5 Years |
-0.95 |
Average Gain 1 Year |
7.43 |
Average Gain 10 Years |
7.80 |
Average Gain 15 Years |
7.57 |
Average Gain 3 Years |
7.18 |
Average Gain 5 Years |
8.31 |
Average Loss 1 Year |
-6.93 |
Average Loss 10 Years |
-7.65 |
Average Loss 15 Years |
-7.81 |
Average Loss 3 Years |
-7.98 |
Average Loss 5 Years |
-7.58 |
Batting Average 1 Year |
33.33 |
Batting Average 10 Years |
40.00 |
Batting Average 15 Years |
28.33 |
Batting Average 3 Years |
38.89 |
Batting Average 5 Years |
36.67 |
Beta 1 Year |
1.01 |
Beta 10 Years |
1.02 |
Beta 15 Years |
1.01 |
Beta 3 Years |
1.00 |
Beta 5 Years |
1.03 |
Capture Ratio Down 1 Year |
101.80 |
Capture Ratio Down 10 Years |
101.72 |
Capture Ratio Down 15 Years |
101.26 |
Capture Ratio Down 3 Years |
100.74 |
Capture Ratio Down 5 Years |
102.34 |
Capture Ratio Up 1 Year |
99.72 |
Capture Ratio Up 10 Years |
100.23 |
Capture Ratio Up 15 Years |
99.92 |
Capture Ratio Up 3 Years |
99.47 |
Capture Ratio Up 5 Years |
100.48 |
Correlation 1 Year |
99.97 |
Correlation 10 Years |
99.87 |
Correlation 15 Years |
99.90 |
Correlation 3 Years |
99.98 |
Correlation 5 Years |
99.76 |
High 1 Year |
37.24 |
Information Ratio 1 Year |
-1.22 |
Information Ratio 10 Years |
-0.36 |
Information Ratio 15 Years |
-0.40 |
Information Ratio 3 Years |
-0.87 |
Information Ratio 5 Years |
-0.32 |
Low 1 Year |
25.75 |
Maximum Loss 1 Year |
-15.46 |
Maximum Loss 10 Years |
-48.17 |
Maximum Loss 15 Years |
-77.44 |
Maximum Loss 3 Years |
-37.83 |
Maximum Loss 5 Years |
-43.31 |
Performance Current Year |
16.16 |
Performance since Inception |
5.19 |
Risk adjusted Return 10 Years |
-8.00 |
Risk adjusted Return 3 Years |
-14.04 |
Risk adjusted Return 5 Years |
-2.36 |
Risk adjusted Return Since Inception |
-7.51 |
R-Squared (R²) 1 Year |
99.94 |
R-Squared (R²) 10 Years |
99.74 |
R-Squared (R²) 15 Years |
99.80 |
R-Squared (R²) 3 Years |
99.96 |
R-Squared (R²) 5 Years |
99.53 |
Sortino Ratio 1 Year |
0.86 |
Sortino Ratio 10 Years |
0.48 |
Sortino Ratio 15 Years |
0.19 |
Sortino Ratio 3 Years |
0.02 |
Sortino Ratio 5 Years |
0.76 |
Tracking Error 1 Year |
0.74 |
Tracking Error 10 Years |
1.98 |
Tracking Error 15 Years |
1.62 |
Tracking Error 3 Years |
0.68 |
Tracking Error 5 Years |
2.74 |
Trailing Performance 1 Month |
6.70 |
Trailing Performance 1 Week |
6.07 |
Trailing Performance 1 Year |
24.67 |
Trailing Performance 10 Years |
52.11 |
Trailing Performance 2 Years |
37.59 |
Trailing Performance 3 Months |
6.83 |
Trailing Performance 3 Years |
10.02 |
Trailing Performance 4 Years |
1.33 |
Trailing Performance 5 Years |
51.03 |
Trailing Performance 6 Months |
21.31 |
Trailing Return 1 Month |
-3.78 |
Trailing Return 1 Year |
15.30 |
Trailing Return 10 Years |
3.54 |
Trailing Return 15 Years |
0.14 |
Trailing Return 2 Months |
2.34 |
Trailing Return 2 Years |
13.23 |
Trailing Return 3 Months |
8.16 |
Trailing Return 3 Years |
1.86 |
Trailing Return 4 Years |
-0.40 |
Trailing Return 5 Years |
7.19 |
Trailing Return 6 Months |
9.51 |
Trailing Return 6 Years |
8.57 |
Trailing Return 7 Years |
7.57 |
Trailing Return 8 Years |
3.63 |
Trailing Return 9 Months |
28.61 |
Trailing Return 9 Years |
8.55 |
Trailing Return Since Inception |
-0.05 |
Trailing Return YTD - Year to Date |
9.51 |
Treynor Ratio 1 Year |
11.28 |
Treynor Ratio 10 Years |
4.01 |
Treynor Ratio 15 Years |
-1.70 |
Treynor Ratio 3 Years |
-4.98 |
Treynor Ratio 5 Years |
9.28 |