Alpha 1 Year | -8.71 |
Average Gain 1 Year | 3.09 |
Average Loss 1 Year | -5.32 |
Batting Average 1 Year | 41.67 |
Beta 1 Year | 1.74 |
Capture Ratio Down 1 Year | 253.08 |
Capture Ratio Up 1 Year | 132.56 |
Correlation 1 Year | 96.85 |
High 1 Year | 10.37 |
Information Ratio 1 Year | -1.01 |
Low 1 Year | 8.38 |
Maximum Loss 1 Year | -15.20 |
Performance Current Year | 5.37 |
Performance since Inception | 4.46 |
R-Squared (R²) 1 Year | 93.80 |
Sortino Ratio 1 Year | 0.13 |
Tracking Error 1 Year | 7.87 |
Trailing Performance 1 Month | 1.78 |
Trailing Performance 1 Week | 1.03 |
Trailing Performance 1 Year | 2.41 |
Trailing Performance 3 Months | 4.15 |
Trailing Performance 6 Months | 4.66 |
Trailing Return 1 Month | 0.37 |
Trailing Return 1 Year | 2.55 |
Trailing Return 2 Months | 2.33 |
Trailing Return 3 Months | -3.02 |
Trailing Return 6 Months | 3.53 |
Trailing Return 9 Months | 13.33 |
Trailing Return Since Inception | 0.43 |
Trailing Return YTD - Year to Date | 3.53 |
Treynor Ratio 1 Year | 0.16 |
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