Alpha 1 Year | -0.03 |
Alpha 10 Years | 2.59 |
Alpha 3 Years | 1.70 |
Alpha 5 Years | 2.95 |
Average Gain 1 Year | 5.22 |
Average Gain 10 Years | 3.71 |
Average Gain 3 Years | 5.15 |
Average Gain 5 Years | 4.94 |
Average Loss 1 Year | -3.13 |
Average Loss 10 Years | -3.83 |
Average Loss 3 Years | -3.78 |
Average Loss 5 Years | -4.36 |
Batting Average 1 Year | 50.00 |
Batting Average 10 Years | 54.17 |
Batting Average 3 Years | 47.22 |
Batting Average 5 Years | 50.00 |
Beta 1 Year | 0.85 |
Beta 10 Years | 0.94 |
Beta 3 Years | 0.89 |
Beta 5 Years | 0.92 |
Capture Ratio Down 1 Year | 84.21 |
Capture Ratio Down 10 Years | 87.41 |
Capture Ratio Down 3 Years | 84.18 |
Capture Ratio Down 5 Years | 87.22 |
Capture Ratio Up 1 Year | 85.42 |
Capture Ratio Up 10 Years | 99.54 |
Capture Ratio Up 3 Years | 91.42 |
Capture Ratio Up 5 Years | 96.96 |
Correlation 1 Year | 99.27 |
Correlation 10 Years | 98.33 |
Correlation 3 Years | 98.61 |
Correlation 5 Years | 98.94 |
High 1 Year | 49.17 |
Information Ratio 1 Year | -0.46 |
Information Ratio 10 Years | 0.78 |
Information Ratio 3 Years | 0.51 |
Information Ratio 5 Years | 0.74 |
Low 1 Year | 38.48 |
Maximum Loss 1 Year | -10.88 |
Maximum Loss 10 Years | -29.21 |
Maximum Loss 3 Years | -14.48 |
Maximum Loss 5 Years | -29.21 |
Performance Current Year | 10.07 |
Performance since Inception | 544.02 |
Risk adjusted Return 10 Years | 5.16 |
Risk adjusted Return 3 Years | -0.57 |
Risk adjusted Return 5 Years | 4.15 |
Risk adjusted Return Since Inception | 3.71 |
R-Squared (R²) 1 Year | 98.55 |
R-Squared (R²) 10 Years | 96.69 |
R-Squared (R²) 3 Years | 97.24 |
R-Squared (R²) 5 Years | 97.89 |
Sortino Ratio 1 Year | 1.61 |
Sortino Ratio 10 Years | 0.90 |
Sortino Ratio 3 Years | 0.34 |
Sortino Ratio 5 Years | 0.91 |
Tracking Error 1 Year | 3.48 |
Tracking Error 10 Years | 3.26 |
Tracking Error 3 Years | 3.50 |
Tracking Error 5 Years | 3.44 |
Trailing Performance 1 Month | 5.40 |
Trailing Performance 1 Week | 3.23 |
Trailing Performance 1 Year | 12.18 |
Trailing Performance 10 Years | 186.54 |
Trailing Performance 2 Years | 21.47 |
Trailing Performance 3 Months | 6.36 |
Trailing Performance 3 Years | 23.39 |
Trailing Performance 4 Years | 88.82 |
Trailing Performance 5 Years | 77.32 |
Trailing Performance 6 Months | 10.82 |
Trailing Return 1 Month | 5.40 |
Trailing Return 1 Year | 12.18 |
Trailing Return 10 Years | 11.10 |
Trailing Return 2 Months | 3.69 |
Trailing Return 2 Years | 10.21 |
Trailing Return 3 Months | 6.36 |
Trailing Return 3 Years | 7.26 |
Trailing Return 4 Years | 17.22 |
Trailing Return 5 Years | 12.14 |
Trailing Return 6 Months | 10.82 |
Trailing Return 6 Years | 10.45 |
Trailing Return 7 Years | 10.84 |
Trailing Return 8 Years | 11.31 |
Trailing Return 9 Months | 25.88 |
Trailing Return 9 Years | 10.82 |
Trailing Return Since Inception | 11.49 |
Trailing Return YTD - Year to Date | 10.07 |
Treynor Ratio 1 Year | 18.10 |
Treynor Ratio 10 Years | 9.64 |
Treynor Ratio 3 Years | 2.69 |
Treynor Ratio 5 Years | 11.73 |
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