Alpha 1 Year | -0.17 |
Alpha 10 Years | -0.18 |
Alpha 15 Years | -0.18 |
Alpha 20 Years | -0.17 |
Alpha 3 Years | -0.17 |
Alpha 5 Years | -0.18 |
Average Gain 1 Year | 5.27 |
Average Gain 10 Years | 4.26 |
Average Gain 15 Years | 4.10 |
Average Gain 20 Years | 3.89 |
Average Gain 3 Years | 5.16 |
Average Gain 5 Years | 5.42 |
Average Loss 1 Year | -3.03 |
Average Loss 10 Years | -3.74 |
Average Loss 15 Years | -3.42 |
Average Loss 20 Years | -3.46 |
Average Loss 3 Years | -5.50 |
Average Loss 5 Years | -4.58 |
Batting Average 1 Year | 8.33 |
Batting Average 10 Years | 0.83 |
Batting Average 15 Years | 2.78 |
Batting Average 20 Years | 4.17 |
Batting Average 3 Years | 2.78 |
Batting Average 5 Years | 1.67 |
Beta 1 Year | 1.00 |
Beta 10 Years | 1.00 |
Beta 15 Years | 1.00 |
Beta 20 Years | 1.00 |
Beta 3 Years | 1.00 |
Beta 5 Years | 1.00 |
Capture Ratio Down 1 Year | 100.48 |
Capture Ratio Down 10 Years | 100.33 |
Capture Ratio Down 15 Years | 100.30 |
Capture Ratio Down 20 Years | 100.28 |
Capture Ratio Down 3 Years | 100.24 |
Capture Ratio Down 5 Years | 100.27 |
Capture Ratio Up 1 Year | 99.82 |
Capture Ratio Up 10 Years | 99.61 |
Capture Ratio Up 15 Years | 99.55 |
Capture Ratio Up 20 Years | 99.52 |
Capture Ratio Up 3 Years | 99.73 |
Capture Ratio Up 5 Years | 99.68 |
Correlation 1 Year | 100.00 |
Correlation 10 Years | 100.00 |
Correlation 15 Years | 100.00 |
Correlation 20 Years | 100.00 |
Correlation 3 Years | 100.00 |
Correlation 5 Years | 100.00 |
High 1 Year | 367.12 |
Information Ratio 1 Year | -3.26 |
Information Ratio 10 Years | -7.75 |
Information Ratio 15 Years | -6.96 |
Information Ratio 20 Years | -6.07 |
Information Ratio 3 Years | -5.67 |
Information Ratio 5 Years | -7.33 |
Low 1 Year | 256.86 |
Maximum Loss 1 Year | -7.66 |
Maximum Loss 10 Years | -30.75 |
Maximum Loss 15 Years | -30.75 |
Maximum Loss 20 Years | -48.03 |
Maximum Loss 3 Years | -30.75 |
Maximum Loss 5 Years | -30.75 |
Performance Current Year | 18.52 |
Performance since Inception | 486.22 |
Risk adjusted Return 10 Years | 10.55 |
Risk adjusted Return 3 Years | 2.79 |
Risk adjusted Return 5 Years | 11.76 |
Risk adjusted Return Since Inception | 9.36 |
R-Squared (R²) 1 Year | 100.00 |
R-Squared (R²) 10 Years | 100.00 |
R-Squared (R²) 15 Years | 100.00 |
R-Squared (R²) 20 Years | 100.00 |
R-Squared (R²) 3 Years | 100.00 |
R-Squared (R²) 5 Years | 100.00 |
Sortino Ratio 1 Year | 3.16 |
Sortino Ratio 10 Years | 1.38 |
Sortino Ratio 15 Years | 1.64 |
Sortino Ratio 20 Years | 1.03 |
Sortino Ratio 3 Years | 0.66 |
Sortino Ratio 5 Years | 1.40 |
Tracking Error 1 Year | 0.05 |
Tracking Error 10 Years | 0.03 |
Tracking Error 15 Years | 0.03 |
Tracking Error 20 Years | 0.03 |
Tracking Error 3 Years | 0.03 |
Tracking Error 5 Years | 0.03 |
Trailing Performance 1 Month | -1.72 |
Trailing Performance 1 Week | 1.28 |
Trailing Performance 1 Year | 26.77 |
Trailing Performance 10 Years | 345.01 |
Trailing Performance 2 Years | 48.45 |
Trailing Performance 3 Months | 11.16 |
Trailing Performance 3 Years | 30.51 |
Trailing Performance 4 Years | 78.05 |
Trailing Performance 5 Years | 130.63 |
Trailing Performance 6 Months | 15.66 |
Trailing Return 1 Month | 6.73 |
Trailing Return 1 Year | 33.31 |
Trailing Return 10 Years | 16.12 |
Trailing Return 15 Years | 17.08 |
Trailing Return 2 Months | 13.10 |
Trailing Return 2 Years | 30.05 |
Trailing Return 20 Years | 11.99 |
Trailing Return 3 Months | 8.29 |
Trailing Return 3 Years | 11.10 |
Trailing Return 4 Years | 18.18 |
Trailing Return 5 Years | 19.13 |
Trailing Return 6 Months | 20.59 |
Trailing Return 6 Years | 17.80 |
Trailing Return 7 Years | 18.43 |
Trailing Return 8 Years | 18.65 |
Trailing Return 9 Months | 37.68 |
Trailing Return 9 Years | 16.78 |
Trailing Return Since Inception | 7.69 |
Trailing Return YTD - Year to Date | 20.59 |
Treynor Ratio 1 Year | 27.78 |
Treynor Ratio 10 Years | 14.02 |
Treynor Ratio 15 Years | 15.59 |
Treynor Ratio 20 Years | 10.12 |
Treynor Ratio 3 Years | 7.66 |
Treynor Ratio 5 Years | 16.90 |
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