Alpha 1 Year |
-3.89 |
Alpha 10 Years |
-1.58 |
Alpha 3 Years |
-3.51 |
Alpha 5 Years |
-3.68 |
Average Gain 1 Year |
3.92 |
Average Gain 10 Years |
3.05 |
Average Gain 3 Years |
3.76 |
Average Gain 5 Years |
3.51 |
Average Loss 1 Year |
-2.70 |
Average Loss 10 Years |
-2.83 |
Average Loss 3 Years |
-3.99 |
Average Loss 5 Years |
-3.49 |
Batting Average 1 Year |
41.67 |
Batting Average 10 Years |
47.50 |
Batting Average 3 Years |
52.78 |
Batting Average 5 Years |
50.00 |
Beta 1 Year |
0.78 |
Beta 10 Years |
0.71 |
Beta 3 Years |
0.83 |
Beta 5 Years |
0.76 |
Capture Ratio Down 1 Year |
75.30 |
Capture Ratio Down 10 Years |
74.14 |
Capture Ratio Down 3 Years |
94.34 |
Capture Ratio Down 5 Years |
83.97 |
Capture Ratio Up 1 Year |
53.18 |
Capture Ratio Up 10 Years |
65.40 |
Capture Ratio Up 3 Years |
76.92 |
Capture Ratio Up 5 Years |
66.81 |
Correlation 1 Year |
88.81 |
Correlation 10 Years |
82.40 |
Correlation 3 Years |
89.30 |
Correlation 5 Years |
88.13 |
High 1 Year |
14.04 |
Information Ratio 1 Year |
-1.48 |
Information Ratio 10 Years |
-0.50 |
Information Ratio 3 Years |
-0.64 |
Information Ratio 5 Years |
-0.82 |
Low 1 Year |
11.41 |
Maximum Loss 1 Year |
-7.68 |
Maximum Loss 10 Years |
-18.40 |
Maximum Loss 3 Years |
-18.40 |
Maximum Loss 5 Years |
-18.40 |
Performance Current Year |
8.83 |
Performance since Inception |
74.78 |
Risk adjusted Return 10 Years |
1.36 |
Risk adjusted Return 3 Years |
-4.37 |
Risk adjusted Return 5 Years |
0.69 |
Risk adjusted Return Since Inception |
0.01 |
R-Squared (R²) 1 Year |
78.88 |
R-Squared (R²) 10 Years |
67.89 |
R-Squared (R²) 3 Years |
79.75 |
R-Squared (R²) 5 Years |
77.67 |
Sortino Ratio 1 Year |
1.27 |
Sortino Ratio 10 Years |
0.43 |
Sortino Ratio 3 Years |
-0.08 |
Sortino Ratio 5 Years |
0.38 |
Tracking Error 1 Year |
8.45 |
Tracking Error 10 Years |
8.58 |
Tracking Error 3 Years |
8.03 |
Tracking Error 5 Years |
8.62 |
Trailing Performance 1 Month |
4.37 |
Trailing Performance 1 Week |
-0.14 |
Trailing Performance 1 Year |
10.45 |
Trailing Performance 10 Years |
56.62 |
Trailing Performance 2 Years |
13.65 |
Trailing Performance 3 Months |
7.82 |
Trailing Performance 3 Years |
6.11 |
Trailing Performance 4 Years |
26.18 |
Trailing Performance 5 Years |
25.35 |
Trailing Performance 6 Months |
11.42 |
Trailing Return 1 Month |
-3.44 |
Trailing Return 1 Year |
6.86 |
Trailing Return 10 Years |
4.10 |
Trailing Return 2 Months |
1.91 |
Trailing Return 2 Years |
3.55 |
Trailing Return 3 Months |
-0.21 |
Trailing Return 3 Years |
0.32 |
Trailing Return 4 Years |
5.88 |
Trailing Return 5 Years |
3.67 |
Trailing Return 6 Months |
3.98 |
Trailing Return 6 Years |
5.06 |
Trailing Return 7 Years |
4.76 |
Trailing Return 8 Years |
4.73 |
Trailing Return 9 Months |
13.91 |
Trailing Return 9 Years |
5.06 |
Trailing Return Since Inception |
4.39 |
Trailing Return YTD - Year to Date |
3.98 |
Treynor Ratio 1 Year |
11.92 |
Treynor Ratio 10 Years |
4.38 |
Treynor Ratio 3 Years |
-2.55 |
Treynor Ratio 5 Years |
4.16 |