Alpha 1 Year | -15.20 |
Alpha 10 Years | -4.30 |
Alpha 15 Years | -0.70 |
Alpha 20 Years | 0.38 |
Alpha 3 Years | -18.08 |
Alpha 5 Years | -14.30 |
Average Gain 1 Year | 4.90 |
Average Gain 10 Years | 4.44 |
Average Gain 15 Years | 4.58 |
Average Gain 20 Years | 4.34 |
Average Gain 3 Years | 5.03 |
Average Gain 5 Years | 5.60 |
Average Loss 1 Year | -3.48 |
Average Loss 10 Years | -4.25 |
Average Loss 15 Years | -3.95 |
Average Loss 20 Years | -4.21 |
Average Loss 3 Years | -4.91 |
Average Loss 5 Years | -5.00 |
Batting Average 1 Year | 41.67 |
Batting Average 10 Years | 55.00 |
Batting Average 15 Years | 57.22 |
Batting Average 20 Years | 59.58 |
Batting Average 3 Years | 33.33 |
Batting Average 5 Years | 43.33 |
Beta 1 Year | 0.79 |
Beta 10 Years | 0.79 |
Beta 15 Years | 0.83 |
Beta 20 Years | 0.82 |
Beta 3 Years | 0.68 |
Beta 5 Years | 0.81 |
Capture Ratio Down 1 Year | 129.71 |
Capture Ratio Down 10 Years | 113.16 |
Capture Ratio Down 15 Years | 111.60 |
Capture Ratio Down 20 Years | 105.50 |
Capture Ratio Down 3 Years | 132.75 |
Capture Ratio Down 5 Years | 127.70 |
Capture Ratio Up 1 Year | 73.18 |
Capture Ratio Up 10 Years | 103.82 |
Capture Ratio Up 15 Years | 108.48 |
Capture Ratio Up 20 Years | 111.57 |
Capture Ratio Up 3 Years | 70.63 |
Capture Ratio Up 5 Years | 86.62 |
Correlation 1 Year | 83.02 |
Correlation 10 Years | 82.60 |
Correlation 15 Years | 83.94 |
Correlation 20 Years | 85.03 |
Correlation 3 Years | 79.66 |
Correlation 5 Years | 82.37 |
High 1 Year | 67.24 |
Information Ratio 1 Year | -1.28 |
Information Ratio 10 Years | -0.12 |
Information Ratio 15 Years | 0.08 |
Information Ratio 20 Years | 0.25 |
Information Ratio 3 Years | -1.68 |
Information Ratio 5 Years | -1.02 |
Low 1 Year | 53.41 |
Maximum Loss 1 Year | -11.34 |
Maximum Loss 10 Years | -39.82 |
Maximum Loss 15 Years | -39.82 |
Maximum Loss 20 Years | -39.82 |
Maximum Loss 3 Years | -39.82 |
Maximum Loss 5 Years | -39.82 |
Performance Current Year | 0.07 |
Performance since Inception | 1,830.71 |
Risk adjusted Return 10 Years | 5.62 |
Risk adjusted Return 3 Years | -14.37 |
Risk adjusted Return 5 Years | -3.35 |
Risk adjusted Return Since Inception | -1.07 |
R-Squared (R²) 1 Year | 68.92 |
R-Squared (R²) 10 Years | 68.24 |
R-Squared (R²) 15 Years | 70.47 |
R-Squared (R²) 20 Years | 72.30 |
R-Squared (R²) 3 Years | 63.46 |
R-Squared (R²) 5 Years | 67.86 |
Sortino Ratio 1 Year | 0.67 |
Sortino Ratio 10 Years | 0.93 |
Sortino Ratio 15 Years | 1.38 |
Sortino Ratio 20 Years | 0.98 |
Sortino Ratio 3 Years | -0.48 |
Sortino Ratio 5 Years | 0.33 |
Tracking Error 1 Year | 11.23 |
Tracking Error 10 Years | 9.30 |
Tracking Error 15 Years | 8.70 |
Tracking Error 20 Years | 9.14 |
Tracking Error 3 Years | 9.97 |
Tracking Error 5 Years | 10.70 |
Trailing Performance 1 Month | 4.47 |
Trailing Performance 1 Week | 4.12 |
Trailing Performance 1 Year | 7.75 |
Trailing Performance 10 Years | 210.71 |
Trailing Performance 2 Years | 14.32 |
Trailing Performance 3 Months | 2.14 |
Trailing Performance 3 Years | -19.93 |
Trailing Performance 4 Years | 6.75 |
Trailing Performance 5 Years | 22.18 |
Trailing Performance 6 Months | -2.19 |
Trailing Return 1 Month | 4.47 |
Trailing Return 1 Year | 7.75 |
Trailing Return 10 Years | 12.00 |
Trailing Return 15 Years | 15.06 |
Trailing Return 2 Months | 5.24 |
Trailing Return 2 Years | 6.92 |
Trailing Return 20 Years | 12.81 |
Trailing Return 3 Months | 2.14 |
Trailing Return 3 Years | -7.14 |
Trailing Return 4 Years | 1.65 |
Trailing Return 5 Years | 4.09 |
Trailing Return 6 Months | -2.19 |
Trailing Return 6 Years | 7.00 |
Trailing Return 7 Years | 10.23 |
Trailing Return 8 Years | 11.57 |
Trailing Return 9 Months | 18.15 |
Trailing Return 9 Years | 10.38 |
Trailing Return Since Inception | 11.83 |
Trailing Return YTD - Year to Date | 0.07 |
Treynor Ratio 1 Year | 7.88 |
Treynor Ratio 10 Years | 12.45 |
Treynor Ratio 15 Years | 17.46 |
Treynor Ratio 20 Years | 13.08 |
Treynor Ratio 3 Years | -13.99 |
Treynor Ratio 5 Years | 3.06 |
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