Alpha 1 Year | -0.24 |
Alpha 10 Years | -0.19 |
Alpha 15 Years | -0.18 |
Alpha 20 Years | -0.23 |
Alpha 3 Years | -0.16 |
Alpha 5 Years | -0.17 |
Average Gain 1 Year | 0.43 |
Average Gain 10 Years | 0.12 |
Average Gain 15 Years | 0.08 |
Average Gain 20 Years | 0.12 |
Average Gain 3 Years | 0.26 |
Average Gain 5 Years | 0.17 |
Batting Average 1 Year | 8.33 |
Batting Average 10 Years | 1.67 |
Batting Average 15 Years | 1.11 |
Batting Average 20 Years | 0.83 |
Batting Average 3 Years | 5.56 |
Batting Average 5 Years | 3.33 |
Beta 1 Year | 0.35 |
Beta 10 Years | 0.86 |
Beta 15 Years | 0.87 |
Beta 20 Years | 0.32 |
Beta 3 Years | 0.99 |
Beta 5 Years | 0.87 |
Capture Ratio Down 1 Year | 0.00 |
Capture Ratio Down 10 Years | 0.00 |
Capture Ratio Down 15 Years | 0.00 |
Capture Ratio Down 20 Years | 0.00 |
Capture Ratio Down 3 Years | 0.00 |
Capture Ratio Down 5 Years | 0.00 |
Capture Ratio Up 1 Year | 97.05 |
Capture Ratio Up 10 Years | 88.45 |
Capture Ratio Up 15 Years | 84.10 |
Capture Ratio Up 20 Years | 82.06 |
Capture Ratio Up 3 Years | 94.92 |
Capture Ratio Up 5 Years | 93.12 |
Correlation 1 Year | 56.77 |
Correlation 10 Years | 87.03 |
Correlation 15 Years | 87.61 |
Correlation 20 Years | 58.05 |
Correlation 3 Years | 84.10 |
Correlation 5 Years | 88.42 |
High 1 Year | 1.00 |
Information Ratio 1 Year | -3.46 |
Information Ratio 10 Years | -5.24 |
Information Ratio 15 Years | -6.04 |
Information Ratio 20 Years | -3.07 |
Information Ratio 3 Years | -3.66 |
Information Ratio 5 Years | -3.52 |
Low 1 Year | 1.00 |
Performance Current Year | 3.05 |
Performance since Inception | 78.63 |
R-Squared (R²) 1 Year | 32.23 |
R-Squared (R²) 10 Years | 75.74 |
R-Squared (R²) 15 Years | 76.76 |
R-Squared (R²) 20 Years | 33.70 |
R-Squared (R²) 3 Years | 70.72 |
R-Squared (R²) 5 Years | 78.18 |
Sortino Ratio 1 Year | -3.20 |
Sortino Ratio 10 Years | -2.30 |
Sortino Ratio 15 Years | -2.19 |
Sortino Ratio 20 Years | -2.25 |
Sortino Ratio 3 Years | -2.79 |
Sortino Ratio 5 Years | -2.20 |
Tracking Error 1 Year | 0.05 |
Tracking Error 10 Years | 0.04 |
Tracking Error 15 Years | 0.03 |
Tracking Error 20 Years | 0.10 |
Tracking Error 3 Years | 0.05 |
Tracking Error 5 Years | 0.04 |
Trailing Performance 1 Month | 0.44 |
Trailing Performance 1 Week | 0.10 |
Trailing Performance 1 Year | 5.32 |
Trailing Performance 10 Years | 15.42 |
Trailing Performance 2 Years | 9.46 |
Trailing Performance 3 Months | 1.31 |
Trailing Performance 3 Years | 9.75 |
Trailing Performance 4 Years | 9.76 |
Trailing Performance 5 Years | 10.99 |
Trailing Performance 6 Months | 2.60 |
Trailing Return 1 Month | 0.44 |
Trailing Return 1 Year | 5.32 |
Trailing Return 10 Years | 1.44 |
Trailing Return 15 Years | 0.96 |
Trailing Return 2 Months | 0.86 |
Trailing Return 2 Years | 4.62 |
Trailing Return 20 Years | 1.43 |
Trailing Return 3 Months | 1.31 |
Trailing Return 3 Years | 3.15 |
Trailing Return 4 Years | 2.36 |
Trailing Return 5 Years | 2.11 |
Trailing Return 6 Months | 2.60 |
Trailing Return 6 Years | 2.11 |
Trailing Return 7 Years | 1.99 |
Trailing Return 8 Years | 1.79 |
Trailing Return 9 Months | 3.95 |
Trailing Return 9 Years | 1.61 |
Trailing Return Since Inception | 2.14 |
Trailing Return YTD - Year to Date | 3.05 |
Treynor Ratio 1 Year | -0.87 |
Treynor Ratio 10 Years | -0.25 |
Treynor Ratio 15 Years | -0.19 |
Treynor Ratio 20 Years | -0.61 |
Treynor Ratio 3 Years | -0.43 |
Treynor Ratio 5 Years | -0.29 |
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