Alpha 1 Year | 0.09 |
Alpha 10 Years | -0.13 |
Alpha 3 Years | 0.17 |
Alpha 5 Years | 0.08 |
Average Gain 1 Year | 0.83 |
Average Gain 10 Years | 0.53 |
Average Gain 3 Years | 0.79 |
Average Gain 5 Years | 0.66 |
Average Loss 1 Year | -0.59 |
Average Loss 10 Years | -0.44 |
Average Loss 3 Years | -0.79 |
Average Loss 5 Years | -0.60 |
Batting Average 1 Year | 41.67 |
Batting Average 10 Years | 47.50 |
Batting Average 3 Years | 55.56 |
Batting Average 5 Years | 58.33 |
Beta 1 Year | 1.13 |
Beta 10 Years | 1.06 |
Beta 3 Years | 1.09 |
Beta 5 Years | 1.06 |
Capture Ratio Down 1 Year | 114.88 |
Capture Ratio Down 10 Years | 112.95 |
Capture Ratio Down 3 Years | 106.05 |
Capture Ratio Down 5 Years | 107.28 |
Capture Ratio Up 1 Year | 103.69 |
Capture Ratio Up 10 Years | 103.09 |
Capture Ratio Up 3 Years | 101.49 |
Capture Ratio Up 5 Years | 105.11 |
Correlation 1 Year | 98.99 |
Correlation 10 Years | 96.58 |
Correlation 3 Years | 97.89 |
Correlation 5 Years | 96.96 |
High 1 Year | 9.46 |
Information Ratio 1 Year | -0.11 |
Information Ratio 10 Years | -0.28 |
Information Ratio 3 Years | -0.29 |
Information Ratio 5 Years | -0.03 |
Low 1 Year | 9.14 |
Maximum Loss 1 Year | -1.28 |
Maximum Loss 10 Years | -7.98 |
Maximum Loss 3 Years | -7.96 |
Maximum Loss 5 Years | -7.98 |
Performance Current Year | 2.34 |
Performance since Inception | 15.39 |
Risk adjusted Return 10 Years | -0.57 |
Risk adjusted Return 3 Years | -4.04 |
Risk adjusted Return 5 Years | -1.44 |
Risk adjusted Return Since Inception | -1.52 |
R-Squared (R²) 1 Year | 97.98 |
R-Squared (R²) 10 Years | 93.28 |
R-Squared (R²) 3 Years | 95.83 |
R-Squared (R²) 5 Years | 94.02 |
Sortino Ratio 1 Year | -1.05 |
Sortino Ratio 10 Years | -0.27 |
Sortino Ratio 3 Years | -1.29 |
Sortino Ratio 5 Years | -0.55 |
Tracking Error 1 Year | 0.55 |
Tracking Error 10 Years | 0.61 |
Tracking Error 3 Years | 0.74 |
Tracking Error 5 Years | 0.74 |
Trailing Performance 1 Month | 1.45 |
Trailing Performance 1 Week | 0.48 |
Trailing Performance 1 Year | 5.52 |
Trailing Performance 10 Years | 13.58 |
Trailing Performance 2 Years | 3.63 |
Trailing Performance 3 Months | 3.14 |
Trailing Performance 3 Years | -0.60 |
Trailing Performance 4 Years | -0.16 |
Trailing Performance 5 Years | 6.21 |
Trailing Performance 6 Months | 1.81 |
Trailing Return 1 Month | 0.64 |
Trailing Return 1 Year | 4.34 |
Trailing Return 10 Years | 1.11 |
Trailing Return 2 Months | 1.66 |
Trailing Return 2 Years | 1.72 |
Trailing Return 3 Months | 0.71 |
Trailing Return 3 Years | -0.53 |
Trailing Return 4 Years | -0.26 |
Trailing Return 5 Years | 0.85 |
Trailing Return 6 Months | 0.88 |
Trailing Return 6 Years | 1.48 |
Trailing Return 7 Years | 1.19 |
Trailing Return 8 Years | 1.00 |
Trailing Return 9 Months | 4.20 |
Trailing Return 9 Years | 1.17 |
Trailing Return Since Inception | 1.07 |
Trailing Return YTD - Year to Date | 0.88 |
Treynor Ratio 1 Year | -2.54 |
Treynor Ratio 10 Years | -0.50 |
Treynor Ratio 3 Years | -3.74 |
Treynor Ratio 5 Years | -1.30 |
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