Alpha 1 Year |
68.71 |
Alpha 3 Years |
20.69 |
Average Gain 1 Year |
8.12 |
Average Gain 3 Years |
10.84 |
Average Loss 1 Year |
-8.78 |
Average Loss 3 Years |
-7.89 |
Batting Average 1 Year |
58.33 |
Batting Average 3 Years |
47.22 |
Beta 1 Year |
-0.19 |
Beta 3 Years |
0.80 |
Capture Ratio Down 1 Year |
-84.63 |
Capture Ratio Down 3 Years |
57.10 |
Capture Ratio Up 1 Year |
108.88 |
Capture Ratio Up 3 Years |
105.49 |
Correlation 1 Year |
-9.50 |
Correlation 3 Years |
41.01 |
High 1 Year |
58.47 |
Information Ratio 1 Year |
1.30 |
Information Ratio 3 Years |
0.40 |
Low 1 Year |
32.21 |
Maximum Loss 1 Year |
-11.96 |
Maximum Loss 3 Years |
-31.50 |
Performance Current Year |
4.43 |
Performance since Inception |
354.85 |
Risk adjusted Return 3 Years |
4.82 |
Risk adjusted Return Since Inception |
4.82 |
R-Squared (R²) 1 Year |
0.90 |
R-Squared (R²) 3 Years |
16.82 |
Sortino Ratio 1 Year |
5.72 |
Sortino Ratio 3 Years |
1.20 |
Tracking Error 1 Year |
37.76 |
Tracking Error 3 Years |
35.42 |
Trailing Performance 1 Month |
-3.91 |
Trailing Performance 1 Week |
1.01 |
Trailing Performance 1 Year |
61.53 |
Trailing Performance 2 Years |
78.76 |
Trailing Performance 3 Months |
-5.21 |
Trailing Performance 3 Years |
83.76 |
Trailing Performance 4 Years |
305.82 |
Trailing Performance 6 Months |
5.88 |
Trailing Return 1 Month |
-11.96 |
Trailing Return 1 Year |
53.26 |
Trailing Return 2 Months |
-1.37 |
Trailing Return 2 Years |
34.14 |
Trailing Return 3 Months |
0.85 |
Trailing Return 3 Years |
20.44 |
Trailing Return 4 Years |
43.72 |
Trailing Return 6 Months |
3.39 |
Trailing Return 9 Months |
8.53 |
Trailing Return Since Inception |
38.95 |
Trailing Return YTD - Year to Date |
3.39 |
Treynor Ratio 1 Year |
-461.82 |
Treynor Ratio 3 Years |
25.41 |