Alpha 1 Year | -3.71 |
Alpha 10 Years | -1.95 |
Alpha 15 Years | -1.16 |
Alpha 20 Years | -0.67 |
Alpha 3 Years | -4.89 |
Alpha 5 Years | -3.16 |
Average Gain 1 Year | 4.41 |
Average Gain 10 Years | 3.40 |
Average Gain 15 Years | 3.45 |
Average Gain 20 Years | 3.33 |
Average Gain 3 Years | 4.48 |
Average Gain 5 Years | 4.45 |
Average Loss 1 Year | -3.80 |
Average Loss 10 Years | -4.04 |
Average Loss 15 Years | -3.62 |
Average Loss 20 Years | -3.59 |
Average Loss 3 Years | -5.13 |
Average Loss 5 Years | -4.53 |
Batting Average 1 Year | 33.33 |
Batting Average 10 Years | 47.50 |
Batting Average 15 Years | 47.78 |
Batting Average 20 Years | 49.17 |
Batting Average 3 Years | 47.22 |
Batting Average 5 Years | 51.67 |
Beta 1 Year | 1.12 |
Beta 10 Years | 0.99 |
Beta 15 Years | 1.00 |
Beta 20 Years | 0.99 |
Beta 3 Years | 1.05 |
Beta 5 Years | 1.00 |
Capture Ratio Down 1 Year | 120.76 |
Capture Ratio Down 10 Years | 105.41 |
Capture Ratio Down 15 Years | 103.12 |
Capture Ratio Down 20 Years | 99.16 |
Capture Ratio Down 3 Years | 115.91 |
Capture Ratio Down 5 Years | 107.13 |
Capture Ratio Up 1 Year | 105.37 |
Capture Ratio Up 10 Years | 95.26 |
Capture Ratio Up 15 Years | 96.88 |
Capture Ratio Up 20 Years | 96.52 |
Capture Ratio Up 3 Years | 96.18 |
Capture Ratio Up 5 Years | 95.11 |
Correlation 1 Year | 98.32 |
Correlation 10 Years | 96.57 |
Correlation 15 Years | 96.88 |
Correlation 20 Years | 96.93 |
Correlation 3 Years | 96.27 |
Correlation 5 Years | 96.64 |
High 1 Year | 43.72 |
Information Ratio 1 Year | -0.32 |
Information Ratio 10 Years | -0.59 |
Information Ratio 15 Years | -0.39 |
Information Ratio 20 Years | -0.22 |
Information Ratio 3 Years | -0.96 |
Information Ratio 5 Years | -0.71 |
Low 1 Year | 32.77 |
Maximum Loss 1 Year | -9.91 |
Maximum Loss 10 Years | -32.45 |
Maximum Loss 15 Years | -32.45 |
Maximum Loss 20 Years | -48.62 |
Maximum Loss 3 Years | -32.45 |
Maximum Loss 5 Years | -32.45 |
Performance Current Year | 13.98 |
Performance since Inception | 34,145.99 |
Risk adjusted Return 10 Years | 6.08 |
Risk adjusted Return 3 Years | -2.29 |
Risk adjusted Return 5 Years | 5.24 |
Risk adjusted Return Since Inception | 4.16 |
R-Squared (R²) 1 Year | 96.67 |
R-Squared (R²) 10 Years | 93.26 |
R-Squared (R²) 15 Years | 93.85 |
R-Squared (R²) 20 Years | 93.95 |
R-Squared (R²) 3 Years | 92.69 |
R-Squared (R²) 5 Years | 93.39 |
Sortino Ratio 1 Year | 2.16 |
Sortino Ratio 10 Years | 0.92 |
Sortino Ratio 15 Years | 1.30 |
Sortino Ratio 20 Years | 0.83 |
Sortino Ratio 3 Years | 0.22 |
Sortino Ratio 5 Years | 0.90 |
Tracking Error 1 Year | 3.75 |
Tracking Error 10 Years | 4.07 |
Tracking Error 15 Years | 3.74 |
Tracking Error 20 Years | 3.76 |
Tracking Error 3 Years | 5.34 |
Tracking Error 5 Years | 4.85 |
Trailing Performance 1 Month | 0.59 |
Trailing Performance 1 Week | 2.13 |
Trailing Performance 1 Year | 20.95 |
Trailing Performance 10 Years | 177.92 |
Trailing Performance 2 Years | 37.67 |
Trailing Performance 3 Months | 8.30 |
Trailing Performance 3 Years | 13.97 |
Trailing Performance 4 Years | 49.89 |
Trailing Performance 5 Years | 72.81 |
Trailing Performance 6 Months | 12.36 |
Trailing Return 1 Month | 0.59 |
Trailing Return 1 Year | 20.95 |
Trailing Return 10 Years | 10.76 |
Trailing Return 15 Years | 12.88 |
Trailing Return 2 Months | 4.78 |
Trailing Return 2 Years | 17.33 |
Trailing Return 20 Years | 9.72 |
Trailing Return 3 Months | 8.30 |
Trailing Return 3 Years | 4.46 |
Trailing Return 4 Years | 10.65 |
Trailing Return 5 Years | 11.56 |
Trailing Return 6 Months | 12.36 |
Trailing Return 6 Years | 10.24 |
Trailing Return 7 Years | 11.61 |
Trailing Return 8 Years | 12.08 |
Trailing Return 9 Months | 34.26 |
Trailing Return 9 Years | 10.79 |
Trailing Return Since Inception | 11.50 |
Trailing Return YTD - Year to Date | 13.98 |
Treynor Ratio 1 Year | 18.46 |
Treynor Ratio 10 Years | 8.85 |
Treynor Ratio 15 Years | 12.10 |
Treynor Ratio 20 Years | 7.81 |
Treynor Ratio 3 Years | 1.11 |
Treynor Ratio 5 Years | 9.84 |
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