Alpha 1 Year |
-0.55 |
Alpha 10 Years |
-0.79 |
Alpha 3 Years |
-0.70 |
Alpha 5 Years |
-0.94 |
Average Gain 1 Year |
6.88 |
Average Gain 10 Years |
4.76 |
Average Gain 3 Years |
6.44 |
Average Gain 5 Years |
5.63 |
Average Loss 1 Year |
-4.76 |
Average Loss 10 Years |
-4.49 |
Average Loss 3 Years |
-5.33 |
Average Loss 5 Years |
-5.62 |
Batting Average 1 Year |
41.67 |
Batting Average 10 Years |
34.17 |
Batting Average 3 Years |
44.44 |
Batting Average 5 Years |
36.67 |
Beta 1 Year |
1.01 |
Beta 10 Years |
1.00 |
Beta 3 Years |
1.02 |
Beta 5 Years |
1.01 |
Capture Ratio Down 1 Year |
103.48 |
Capture Ratio Down 10 Years |
102.35 |
Capture Ratio Down 3 Years |
104.19 |
Capture Ratio Down 5 Years |
103.43 |
Capture Ratio Up 1 Year |
101.28 |
Capture Ratio Up 10 Years |
99.25 |
Capture Ratio Up 3 Years |
101.69 |
Capture Ratio Up 5 Years |
100.17 |
Correlation 1 Year |
99.84 |
Correlation 10 Years |
99.89 |
Correlation 3 Years |
99.84 |
Correlation 5 Years |
99.89 |
High 1 Year |
121.33 |
Information Ratio 1 Year |
-0.43 |
Information Ratio 10 Years |
-0.88 |
Information Ratio 3 Years |
-0.49 |
Information Ratio 5 Years |
-0.76 |
Low 1 Year |
85.46 |
Maximum Loss 1 Year |
-17.80 |
Maximum Loss 10 Years |
-25.97 |
Maximum Loss 3 Years |
-25.97 |
Maximum Loss 5 Years |
-25.97 |
Performance Current Year |
13.15 |
Performance since Inception |
360.23 |
Risk adjusted Return 10 Years |
6.66 |
Risk adjusted Return 3 Years |
-0.51 |
Risk adjusted Return 5 Years |
10.66 |
Risk adjusted Return Since Inception |
6.43 |
R-Squared (R²) 1 Year |
99.68 |
R-Squared (R²) 10 Years |
99.78 |
R-Squared (R²) 3 Years |
99.69 |
R-Squared (R²) 5 Years |
99.78 |
Sortino Ratio 1 Year |
0.56 |
Sortino Ratio 10 Years |
1.01 |
Sortino Ratio 3 Years |
0.53 |
Sortino Ratio 5 Years |
1.28 |
Tracking Error 1 Year |
1.34 |
Tracking Error 10 Years |
0.98 |
Tracking Error 3 Years |
1.43 |
Tracking Error 5 Years |
1.20 |
Trailing Performance 1 Month |
-0.41 |
Trailing Performance 1 Week |
-4.08 |
Trailing Performance 1 Year |
11.64 |
Trailing Performance 10 Years |
258.38 |
Trailing Performance 2 Years |
48.16 |
Trailing Performance 3 Months |
8.10 |
Trailing Performance 3 Years |
32.84 |
Trailing Performance 4 Years |
106.92 |
Trailing Performance 5 Years |
160.80 |
Trailing Performance 6 Months |
18.68 |
Trailing Return 1 Month |
-3.28 |
Trailing Return 1 Year |
11.24 |
Trailing Return 10 Years |
13.13 |
Trailing Return 2 Months |
3.41 |
Trailing Return 2 Years |
23.36 |
Trailing Return 3 Months |
1.41 |
Trailing Return 3 Years |
8.87 |
Trailing Return 4 Years |
21.80 |
Trailing Return 5 Years |
20.29 |
Trailing Return 6 Months |
10.91 |
Trailing Return 6 Years |
16.75 |
Trailing Return 7 Years |
16.26 |
Trailing Return 8 Years |
17.34 |
Trailing Return 9 Months |
23.92 |
Trailing Return 9 Years |
15.30 |
Trailing Return Since Inception |
10.85 |
Trailing Return YTD - Year to Date |
10.91 |
Treynor Ratio 1 Year |
5.58 |
Treynor Ratio 10 Years |
11.47 |
Treynor Ratio 3 Years |
5.34 |
Treynor Ratio 5 Years |
17.75 |