Alpha 1 Year |
5.87 |
Alpha 3 Years |
-2.31 |
Alpha 5 Years |
-0.68 |
Average Gain 1 Year |
3.43 |
Average Gain 3 Years |
3.30 |
Average Gain 5 Years |
3.39 |
Average Loss 1 Year |
-1.57 |
Average Loss 3 Years |
-3.77 |
Average Loss 5 Years |
-3.60 |
Batting Average 1 Year |
50.00 |
Batting Average 3 Years |
38.89 |
Batting Average 5 Years |
43.33 |
Beta 1 Year |
0.68 |
Beta 3 Years |
0.86 |
Beta 5 Years |
0.83 |
Capture Ratio Down 1 Year |
46.16 |
Capture Ratio Down 3 Years |
88.23 |
Capture Ratio Down 5 Years |
83.72 |
Capture Ratio Up 1 Year |
74.51 |
Capture Ratio Up 3 Years |
83.06 |
Capture Ratio Up 5 Years |
83.42 |
Correlation 1 Year |
89.00 |
Correlation 3 Years |
94.31 |
Correlation 5 Years |
96.29 |
High 1 Year |
10.77 |
Information Ratio 1 Year |
0.57 |
Information Ratio 3 Years |
-0.35 |
Information Ratio 5 Years |
-0.12 |
Low 1 Year |
8.90 |
Maximum Loss 1 Year |
-5.64 |
Maximum Loss 3 Years |
-16.97 |
Maximum Loss 5 Years |
-24.23 |
Performance Current Year |
8.77 |
Performance since Inception |
28.43 |
Risk adjusted Return 3 Years |
-2.26 |
Risk adjusted Return 5 Years |
-0.43 |
Risk adjusted Return Since Inception |
-1.16 |
R-Squared (R²) 1 Year |
79.22 |
R-Squared (R²) 3 Years |
88.95 |
R-Squared (R²) 5 Years |
92.71 |
Sortino Ratio 1 Year |
2.04 |
Sortino Ratio 3 Years |
0.10 |
Sortino Ratio 5 Years |
0.32 |
Tracking Error 1 Year |
7.59 |
Tracking Error 3 Years |
5.65 |
Tracking Error 5 Years |
5.65 |
Trailing Performance 1 Month |
1.10 |
Trailing Performance 1 Week |
1.23 |
Trailing Performance 1 Year |
13.96 |
Trailing Performance 2 Years |
13.94 |
Trailing Performance 3 Months |
4.94 |
Trailing Performance 3 Years |
11.47 |
Trailing Performance 4 Years |
35.45 |
Trailing Performance 5 Years |
19.21 |
Trailing Performance 6 Months |
7.60 |
Trailing Return 1 Month |
-0.87 |
Trailing Return 1 Year |
11.32 |
Trailing Return 2 Months |
5.22 |
Trailing Return 2 Years |
6.15 |
Trailing Return 3 Months |
2.29 |
Trailing Return 3 Years |
3.60 |
Trailing Return 4 Years |
7.77 |
Trailing Return 5 Years |
3.67 |
Trailing Return 6 Months |
7.45 |
Trailing Return 6 Years |
4.39 |
Trailing Return 9 Months |
17.84 |
Trailing Return Since Inception |
3.78 |
Trailing Return YTD - Year to Date |
7.45 |
Treynor Ratio 1 Year |
17.78 |
Treynor Ratio 3 Years |
-0.02 |
Treynor Ratio 5 Years |
3.17 |