Alpha 1 Year |
-0.17 |
Average Gain 1 Year |
1.94 |
Average Loss 1 Year |
-1.49 |
Batting Average 1 Year |
66.67 |
Beta 1 Year |
0.87 |
Capture Ratio Down 1 Year |
80.01 |
Capture Ratio Up 1 Year |
95.21 |
Correlation 1 Year |
98.99 |
High 1 Year |
56.79 |
Information Ratio 1 Year |
0.73 |
Low 1 Year |
51.16 |
Maximum Loss 1 Year |
-3.82 |
Performance Current Year |
0.46 |
Performance since Inception |
7.19 |
R-Squared (R²) 1 Year |
98.00 |
Sortino Ratio 1 Year |
-0.02 |
Tracking Error 1 Year |
1.72 |
Trailing Performance 1 Month |
1.38 |
Trailing Performance 1 Week |
0.00 |
Trailing Performance 1 Year |
6.14 |
Trailing Performance 3 Months |
0.46 |
Trailing Performance 6 Months |
0.46 |
Trailing Return 1 Month |
1.09 |
Trailing Return 1 Year |
6.14 |
Trailing Return 2 Months |
2.59 |
Trailing Return 3 Months |
0.46 |
Trailing Return 6 Months |
0.46 |
Trailing Return 9 Months |
8.52 |
Trailing Return Since Inception |
7.91 |
Trailing Return YTD - Year to Date |
0.46 |
Treynor Ratio 1 Year |
-0.42 |
Volatility 1 Year |
7.84 |