Alpha 1 Year |
-3.21 |
Alpha 3 Years |
0.08 |
Average Gain 1 Year |
1.90 |
Average Gain 3 Years |
2.95 |
Average Loss 1 Year |
-2.28 |
Average Loss 3 Years |
-2.68 |
Batting Average 1 Year |
41.67 |
Batting Average 3 Years |
47.22 |
Beta 1 Year |
0.52 |
Beta 3 Years |
0.59 |
Capture Ratio Down 1 Year |
54.10 |
Capture Ratio Down 3 Years |
59.12 |
Capture Ratio Up 1 Year |
48.05 |
Capture Ratio Up 3 Years |
61.68 |
Correlation 1 Year |
97.49 |
Correlation 3 Years |
92.09 |
High 1 Year |
57.84 |
Information Ratio 1 Year |
-1.88 |
Information Ratio 3 Years |
-0.35 |
Low 1 Year |
51.52 |
Maximum Loss 1 Year |
-4.06 |
Maximum Loss 3 Years |
-13.12 |
Performance Current Year |
7.95 |
Performance since Inception |
60.70 |
Risk adjusted Return 3 Years |
2.66 |
Risk adjusted Return Since Inception |
2.66 |
R-Squared (R²) 1 Year |
95.04 |
R-Squared (R²) 3 Years |
84.81 |
Sortino Ratio 1 Year |
1.49 |
Sortino Ratio 3 Years |
0.62 |
Tracking Error 1 Year |
7.48 |
Tracking Error 3 Years |
8.62 |
Trailing Performance 1 Month |
2.37 |
Trailing Performance 1 Week |
1.90 |
Trailing Performance 1 Year |
11.53 |
Trailing Performance 2 Years |
23.40 |
Trailing Performance 3 Months |
5.17 |
Trailing Performance 3 Years |
22.36 |
Trailing Performance 4 Years |
55.78 |
Trailing Performance 6 Months |
8.02 |
Trailing Return 1 Month |
0.48 |
Trailing Return 1 Year |
10.54 |
Trailing Return 2 Months |
2.63 |
Trailing Return 2 Years |
10.92 |
Trailing Return 3 Months |
-0.18 |
Trailing Return 3 Years |
6.98 |
Trailing Return 4 Years |
12.36 |
Trailing Return 6 Months |
6.14 |
Trailing Return 9 Months |
12.20 |
Trailing Return Since Inception |
12.42 |
Trailing Return YTD - Year to Date |
6.14 |
Treynor Ratio 1 Year |
15.08 |
Treynor Ratio 3 Years |
6.88 |