Alpha 1 Year | 2.23 |
Alpha 10 Years | 0.72 |
Alpha 15 Years | 1.00 |
Alpha 3 Years | 0.21 |
Alpha 5 Years | 0.43 |
Average Gain 1 Year | 1.75 |
Average Gain 10 Years | 1.18 |
Average Gain 15 Years | 1.35 |
Average Gain 3 Years | 1.69 |
Average Gain 5 Years | 1.50 |
Average Loss 1 Year | -1.95 |
Average Loss 10 Years | -1.65 |
Average Loss 15 Years | -1.58 |
Average Loss 3 Years | -2.10 |
Average Loss 5 Years | -2.10 |
Batting Average 1 Year | 66.67 |
Batting Average 10 Years | 67.50 |
Batting Average 15 Years | 68.89 |
Batting Average 3 Years | 52.78 |
Batting Average 5 Years | 61.67 |
Beta 1 Year | 1.15 |
Beta 10 Years | 1.24 |
Beta 15 Years | 1.25 |
Beta 3 Years | 1.17 |
Beta 5 Years | 1.24 |
Capture Ratio Down 1 Year | 91.70 |
Capture Ratio Down 10 Years | 122.09 |
Capture Ratio Down 15 Years | 120.08 |
Capture Ratio Down 3 Years | 116.07 |
Capture Ratio Down 5 Years | 123.96 |
Capture Ratio Up 1 Year | 124.06 |
Capture Ratio Up 10 Years | 128.08 |
Capture Ratio Up 15 Years | 129.26 |
Capture Ratio Up 3 Years | 111.85 |
Capture Ratio Up 5 Years | 122.78 |
Correlation 1 Year | 97.72 |
Correlation 10 Years | 96.15 |
Correlation 15 Years | 94.51 |
Correlation 3 Years | 97.78 |
Correlation 5 Years | 96.14 |
High 1 Year | 9.94 |
Information Ratio 1 Year | 1.44 |
Information Ratio 10 Years | 0.45 |
Information Ratio 15 Years | 0.62 |
Information Ratio 3 Years | -0.24 |
Information Ratio 5 Years | 0.05 |
Low 1 Year | 8.99 |
Maximum Loss 1 Year | -6.47 |
Maximum Loss 10 Years | -16.98 |
Maximum Loss 15 Years | -16.98 |
Maximum Loss 3 Years | -16.98 |
Maximum Loss 5 Years | -16.98 |
Performance Current Year | 3.39 |
Performance since Inception | 364.36 |
Risk adjusted Return 10 Years | 4.85 |
Risk adjusted Return 3 Years | -2.19 |
Risk adjusted Return 5 Years | 1.41 |
Risk adjusted Return Since Inception | 2.41 |
R-Squared (R²) 1 Year | 95.49 |
R-Squared (R²) 10 Years | 92.44 |
R-Squared (R²) 15 Years | 89.32 |
R-Squared (R²) 3 Years | 95.61 |
R-Squared (R²) 5 Years | 92.43 |
Sortino Ratio 1 Year | -0.15 |
Sortino Ratio 10 Years | 0.36 |
Sortino Ratio 15 Years | 0.99 |
Sortino Ratio 3 Years | -0.73 |
Sortino Ratio 5 Years | -0.16 |
Tracking Error 1 Year | 2.17 |
Tracking Error 10 Years | 2.15 |
Tracking Error 15 Years | 2.56 |
Tracking Error 3 Years | 2.21 |
Tracking Error 5 Years | 2.73 |
Trailing Performance 1 Month | 0.86 |
Trailing Performance 1 Week | 0.28 |
Trailing Performance 1 Year | 6.72 |
Trailing Performance 10 Years | 39.53 |
Trailing Performance 2 Years | 5.41 |
Trailing Performance 3 Months | 3.45 |
Trailing Performance 3 Years | -4.24 |
Trailing Performance 4 Years | 2.88 |
Trailing Performance 5 Years | 6.56 |
Trailing Performance 6 Months | 2.93 |
Trailing Return 1 Month | 2.07 |
Trailing Return 1 Year | 6.17 |
Trailing Return 10 Years | 3.34 |
Trailing Return 15 Years | 5.50 |
Trailing Return 2 Months | 2.57 |
Trailing Return 2 Years | 3.97 |
Trailing Return 3 Months | 1.36 |
Trailing Return 3 Years | -1.38 |
Trailing Return 4 Years | 1.00 |
Trailing Return 5 Years | 1.24 |
Trailing Return 6 Months | 2.51 |
Trailing Return 6 Years | 2.32 |
Trailing Return 7 Years | 2.34 |
Trailing Return 8 Years | 1.89 |
Trailing Return 9 Months | 10.96 |
Trailing Return 9 Years | 2.99 |
Trailing Return Since Inception | 4.08 |
Trailing Return YTD - Year to Date | 2.51 |
Treynor Ratio 1 Year | -1.03 |
Treynor Ratio 10 Years | 1.22 |
Treynor Ratio 15 Years | 3.37 |
Treynor Ratio 3 Years | -4.36 |
Treynor Ratio 5 Years | -1.09 |
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