Alpha 1 Year | 2.15 |
Alpha 3 Years | -0.48 |
Alpha 5 Years | 0.55 |
Average Gain 1 Year | 3.78 |
Average Gain 3 Years | 3.74 |
Average Gain 5 Years | 3.81 |
Average Loss 1 Year | -3.18 |
Average Loss 3 Years | -4.25 |
Average Loss 5 Years | -4.14 |
Batting Average 1 Year | 41.67 |
Batting Average 3 Years | 38.89 |
Batting Average 5 Years | 53.33 |
Beta 1 Year | 1.01 |
Beta 3 Years | 1.01 |
Beta 5 Years | 1.02 |
Capture Ratio Down 1 Year | 98.54 |
Capture Ratio Down 3 Years | 104.04 |
Capture Ratio Down 5 Years | 100.78 |
Capture Ratio Up 1 Year | 104.69 |
Capture Ratio Up 3 Years | 100.45 |
Capture Ratio Up 5 Years | 102.57 |
Correlation 1 Year | 99.62 |
Correlation 3 Years | 99.49 |
Correlation 5 Years | 99.47 |
High 1 Year | 36.46 |
Information Ratio 1 Year | 1.27 |
Information Ratio 3 Years | -0.49 |
Information Ratio 5 Years | 0.34 |
Low 1 Year | 28.61 |
Maximum Loss 1 Year | -9.03 |
Maximum Loss 3 Years | -25.42 |
Maximum Loss 5 Years | -25.42 |
Performance Current Year | 12.47 |
Performance since Inception | 270.21 |
Risk adjusted Return 3 Years | -1.69 |
Risk adjusted Return 5 Years | 5.83 |
Risk adjusted Return Since Inception | 2.82 |
R-Squared (R²) 1 Year | 99.24 |
R-Squared (R²) 3 Years | 98.99 |
R-Squared (R²) 5 Years | 98.94 |
Sortino Ratio 1 Year | 2.30 |
Sortino Ratio 3 Years | 0.18 |
Sortino Ratio 5 Years | 0.90 |
Tracking Error 1 Year | 1.38 |
Tracking Error 3 Years | 1.61 |
Tracking Error 5 Years | 1.78 |
Trailing Performance 1 Month | 2.12 |
Trailing Performance 1 Week | 2.00 |
Trailing Performance 1 Year | 16.49 |
Trailing Performance 10 Years | 145.01 |
Trailing Performance 2 Years | 30.52 |
Trailing Performance 3 Months | 7.31 |
Trailing Performance 3 Years | 14.51 |
Trailing Performance 4 Years | 53.43 |
Trailing Performance 5 Years | 66.19 |
Trailing Performance 6 Months | 12.37 |
Trailing Return 1 Month | 1.03 |
Trailing Return 1 Year | 18.26 |
Trailing Return 2 Months | 5.08 |
Trailing Return 2 Years | 16.72 |
Trailing Return 3 Months | 1.51 |
Trailing Return 3 Years | 4.08 |
Trailing Return 4 Years | 12.09 |
Trailing Return 5 Years | 10.33 |
Trailing Return 6 Months | 10.14 |
Trailing Return 6 Years | 9.67 |
Trailing Return 7 Years | 9.87 |
Trailing Return 8 Years | 11.03 |
Trailing Return 9 Months | 21.99 |
Trailing Return 9 Years | 9.50 |
Trailing Return Since Inception | 9.28 |
Trailing Return YTD - Year to Date | 10.14 |
Treynor Ratio 1 Year | 17.95 |
Treynor Ratio 3 Years | 0.80 |
Treynor Ratio 5 Years | 8.97 |
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