Alpha 1 Year |
7.68 |
Average Gain 1 Year |
3.55 |
Average Loss 1 Year |
-4.74 |
Batting Average 1 Year |
66.67 |
Beta 1 Year |
2.29 |
Capture Ratio Down 1 Year |
214.22 |
Capture Ratio Up 1 Year |
234.43 |
Correlation 1 Year |
97.36 |
High 1 Year |
9.97 |
Information Ratio 1 Year |
0.48 |
Low 1 Year |
8.11 |
Maximum Loss 1 Year |
-15.17 |
Performance Current Year |
6.63 |
Performance since Inception |
8.77 |
R-Squared (R²) 1 Year |
94.78 |
Sortino Ratio 1 Year |
0.17 |
Tracking Error 1 Year |
11.65 |
Trailing Performance 1 Month |
1.94 |
Trailing Performance 1 Week |
-2.62 |
Trailing Performance 1 Year |
7.77 |
Trailing Performance 3 Months |
6.69 |
Trailing Performance 6 Months |
8.40 |
Trailing Return 1 Month |
4.84 |
Trailing Return 1 Year |
8.83 |
Trailing Return 2 Months |
6.36 |
Trailing Return 3 Months |
3.25 |
Trailing Return 6 Months |
6.10 |
Trailing Return 9 Months |
22.34 |
Trailing Return Since Inception |
5.71 |
Trailing Return YTD - Year to Date |
6.10 |
Treynor Ratio 1 Year |
0.13 |