Alpha 1 Year | 0.88 |
Alpha 10 Years | -0.74 |
Alpha 15 Years | -1.56 |
Alpha 3 Years | -1.30 |
Alpha 5 Years | -1.68 |
Average Gain 1 Year | 4.57 |
Average Gain 10 Years | 3.98 |
Average Gain 15 Years | 3.98 |
Average Gain 3 Years | 4.78 |
Average Gain 5 Years | 4.93 |
Average Loss 1 Year | -3.52 |
Average Loss 10 Years | -3.92 |
Average Loss 15 Years | -3.70 |
Average Loss 3 Years | -5.94 |
Average Loss 5 Years | -5.07 |
Batting Average 1 Year | 50.00 |
Batting Average 10 Years | 40.83 |
Batting Average 15 Years | 42.78 |
Batting Average 3 Years | 47.22 |
Batting Average 5 Years | 41.67 |
Beta 1 Year | 0.95 |
Beta 10 Years | 0.97 |
Beta 15 Years | 1.00 |
Beta 3 Years | 0.98 |
Beta 5 Years | 0.97 |
Capture Ratio Down 1 Year | 87.30 |
Capture Ratio Down 10 Years | 98.80 |
Capture Ratio Down 15 Years | 104.90 |
Capture Ratio Down 3 Years | 100.74 |
Capture Ratio Down 5 Years | 99.43 |
Capture Ratio Up 1 Year | 97.47 |
Capture Ratio Up 10 Years | 95.80 |
Capture Ratio Up 15 Years | 97.10 |
Capture Ratio Up 3 Years | 96.64 |
Capture Ratio Up 5 Years | 94.42 |
Correlation 1 Year | 98.92 |
Correlation 10 Years | 98.64 |
Correlation 15 Years | 98.47 |
Correlation 3 Years | 99.32 |
Correlation 5 Years | 99.27 |
High 1 Year | 17.70 |
Information Ratio 1 Year | 0.32 |
Information Ratio 10 Years | -0.46 |
Information Ratio 15 Years | -0.67 |
Information Ratio 3 Years | -0.64 |
Information Ratio 5 Years | -0.95 |
Low 1 Year | 14.03 |
Maximum Loss 1 Year | -5.77 |
Maximum Loss 10 Years | -32.45 |
Maximum Loss 15 Years | -32.45 |
Maximum Loss 3 Years | -32.45 |
Maximum Loss 5 Years | -32.45 |
Performance Current Year | 15.24 |
Performance since Inception | 490.57 |
Risk adjusted Return 10 Years | 9.63 |
Risk adjusted Return 3 Years | 1.58 |
Risk adjusted Return 5 Years | 9.80 |
Risk adjusted Return Since Inception | 8.07 |
R-Squared (R²) 1 Year | 97.84 |
R-Squared (R²) 10 Years | 97.30 |
R-Squared (R²) 15 Years | 96.97 |
R-Squared (R²) 3 Years | 98.65 |
R-Squared (R²) 5 Years | 98.55 |
Sortino Ratio 1 Year | 3.22 |
Sortino Ratio 10 Years | 1.28 |
Sortino Ratio 15 Years | 1.43 |
Sortino Ratio 3 Years | 0.57 |
Sortino Ratio 5 Years | 1.23 |
Tracking Error 1 Year | 2.32 |
Tracking Error 10 Years | 2.80 |
Tracking Error 15 Years | 2.82 |
Tracking Error 3 Years | 2.45 |
Tracking Error 5 Years | 2.49 |
Trailing Performance 1 Month | -4.10 |
Trailing Performance 1 Week | -4.20 |
Trailing Performance 1 Year | 25.21 |
Trailing Performance 10 Years | 279.60 |
Trailing Performance 2 Years | 44.15 |
Trailing Performance 3 Months | 7.66 |
Trailing Performance 3 Years | 22.56 |
Trailing Performance 4 Years | 63.32 |
Trailing Performance 5 Years | 104.60 |
Trailing Performance 6 Months | 8.99 |
Trailing Return 1 Month | 6.67 |
Trailing Return 1 Year | 34.23 |
Trailing Return 10 Years | 15.05 |
Trailing Return 15 Years | 15.39 |
Trailing Return 2 Months | 12.26 |
Trailing Return 2 Years | 29.76 |
Trailing Return 3 Months | 7.00 |
Trailing Return 3 Years | 9.72 |
Trailing Return 4 Years | 15.73 |
Trailing Return 5 Years | 16.97 |
Trailing Return 6 Months | 20.16 |
Trailing Return 6 Years | 16.04 |
Trailing Return 7 Years | 17.35 |
Trailing Return 8 Years | 18.05 |
Trailing Return 9 Months | 37.29 |
Trailing Return 9 Years | 15.50 |
Trailing Return Since Inception | 11.89 |
Trailing Return YTD - Year to Date | 20.16 |
Treynor Ratio 1 Year | 29.09 |
Treynor Ratio 10 Years | 13.34 |
Treynor Ratio 15 Years | 13.95 |
Treynor Ratio 3 Years | 6.39 |
Treynor Ratio 5 Years | 15.08 |
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