Alpha 1 Year | -0.72 |
Average Gain 1 Year | 0.44 |
Batting Average 1 Year | 41.67 |
Beta 1 Year | -0.99 |
Capture Ratio Down 1 Year | 0.00 |
Capture Ratio Up 1 Year | 99.90 |
Correlation 1 Year | -13.89 |
High 1 Year | 1.00 |
Information Ratio 1 Year | -0.08 |
Low 1 Year | 1.00 |
Performance Current Year | 3.08 |
Performance since Inception | 12.71 |
R-Squared (R²) 1 Year | 1.93 |
Sortino Ratio 1 Year | -1.35 |
Tracking Error 1 Year | 0.07 |
Trailing Performance 1 Month | 0.45 |
Trailing Performance 1 Week | 0.10 |
Trailing Performance 1 Year | 5.43 |
Trailing Performance 2 Years | 9.87 |
Trailing Performance 3 Months | 1.33 |
Trailing Performance 3 Years | 10.15 |
Trailing Performance 4 Years | 10.22 |
Trailing Performance 5 Years | 11.84 |
Trailing Performance 6 Months | 2.61 |
Trailing Return 1 Month | 0.42 |
Trailing Return 1 Year | 5.43 |
Trailing Return 2 Months | 0.87 |
Trailing Return 2 Years | 4.65 |
Trailing Return 3 Months | 1.29 |
Trailing Return 6 Months | 2.62 |
Trailing Return 9 Months | 4.03 |
Trailing Return Since Inception | 4.36 |
Trailing Return YTD - Year to Date | 2.62 |
Treynor Ratio 1 Year | 0.62 |
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