Alpha 1 Year |
-0.05 |
Alpha 10 Years |
0.01 |
Alpha 15 Years |
-0.13 |
Alpha 3 Years |
0.00 |
Alpha 5 Years |
0.00 |
Average Gain 1 Year |
2.34 |
Average Gain 10 Years |
1.09 |
Average Gain 15 Years |
0.99 |
Average Gain 3 Years |
2.02 |
Average Gain 5 Years |
1.49 |
Average Loss 1 Year |
-1.27 |
Average Loss 10 Years |
-0.92 |
Average Loss 15 Years |
-0.83 |
Average Loss 3 Years |
-1.52 |
Average Loss 5 Years |
-1.24 |
Batting Average 1 Year |
50.00 |
Batting Average 10 Years |
55.83 |
Batting Average 15 Years |
52.22 |
Batting Average 3 Years |
55.56 |
Batting Average 5 Years |
55.00 |
Beta 1 Year |
0.99 |
Beta 10 Years |
1.00 |
Beta 15 Years |
1.00 |
Beta 3 Years |
1.00 |
Beta 5 Years |
1.00 |
Capture Ratio Down 1 Year |
98.33 |
Capture Ratio Down 10 Years |
99.73 |
Capture Ratio Down 15 Years |
100.78 |
Capture Ratio Down 3 Years |
99.93 |
Capture Ratio Down 5 Years |
100.07 |
Capture Ratio Up 1 Year |
98.67 |
Capture Ratio Up 10 Years |
99.93 |
Capture Ratio Up 15 Years |
98.90 |
Capture Ratio Up 3 Years |
100.05 |
Capture Ratio Up 5 Years |
100.15 |
Correlation 1 Year |
99.99 |
Correlation 10 Years |
99.97 |
Correlation 15 Years |
99.76 |
Correlation 3 Years |
99.97 |
Correlation 5 Years |
99.97 |
High 1 Year |
169.44 |
Information Ratio 1 Year |
-0.01 |
Information Ratio 10 Years |
0.08 |
Information Ratio 15 Years |
-0.37 |
Information Ratio 3 Years |
0.07 |
Information Ratio 5 Years |
0.04 |
Low 1 Year |
154.60 |
Maximum Loss 1 Year |
-4.75 |
Maximum Loss 10 Years |
-17.15 |
Maximum Loss 15 Years |
-17.15 |
Maximum Loss 3 Years |
-16.56 |
Maximum Loss 5 Years |
-17.15 |
Performance Current Year |
1.08 |
Performance since Inception |
70.20 |
Risk adjusted Return 10 Years |
-0.53 |
Risk adjusted Return 3 Years |
-6.65 |
Risk adjusted Return 5 Years |
-2.74 |
Risk adjusted Return Since Inception |
-2.42 |
R-Squared (R²) 1 Year |
99.97 |
R-Squared (R²) 10 Years |
99.94 |
R-Squared (R²) 15 Years |
99.52 |
R-Squared (R²) 3 Years |
99.94 |
R-Squared (R²) 5 Years |
99.94 |
Sortino Ratio 1 Year |
-0.74 |
Sortino Ratio 10 Years |
-0.05 |
Sortino Ratio 15 Years |
0.44 |
Sortino Ratio 3 Years |
-1.03 |
Sortino Ratio 5 Years |
-0.47 |
Tracking Error 1 Year |
0.16 |
Tracking Error 10 Years |
0.12 |
Tracking Error 15 Years |
0.30 |
Tracking Error 3 Years |
0.18 |
Tracking Error 5 Years |
0.15 |
Trailing Performance 1 Month |
1.27 |
Trailing Performance 1 Week |
0.92 |
Trailing Performance 1 Year |
4.06 |
Trailing Performance 10 Years |
16.35 |
Trailing Performance 2 Years |
2.78 |
Trailing Performance 3 Months |
4.04 |
Trailing Performance 3 Years |
-7.82 |
Trailing Performance 4 Years |
-8.22 |
Trailing Performance 5 Years |
0.65 |
Trailing Performance 6 Months |
2.24 |
Trailing Return 1 Month |
0.95 |
Trailing Return 1 Year |
2.63 |
Trailing Return 10 Years |
1.36 |
Trailing Return 15 Years |
2.39 |
Trailing Return 2 Months |
2.66 |
Trailing Return 2 Years |
0.83 |
Trailing Return 3 Months |
0.12 |
Trailing Return 3 Years |
-3.01 |
Trailing Return 4 Years |
-2.35 |
Trailing Return 5 Years |
-0.23 |
Trailing Return 6 Months |
-0.63 |
Trailing Return 6 Years |
1.08 |
Trailing Return 7 Years |
0.87 |
Trailing Return 8 Years |
0.72 |
Trailing Return 9 Months |
6.04 |
Trailing Return 9 Years |
1.30 |
Trailing Return Since Inception |
2.89 |
Trailing Return YTD - Year to Date |
-0.63 |
Treynor Ratio 1 Year |
-4.34 |
Treynor Ratio 10 Years |
-0.30 |
Treynor Ratio 15 Years |
1.27 |
Treynor Ratio 3 Years |
-6.38 |
Treynor Ratio 5 Years |
-2.43 |