Alpha 1 Year | -1.26 |
Alpha 3 Years | -0.73 |
Alpha 5 Years | -0.52 |
Average Gain 1 Year | 1.33 |
Average Gain 3 Years | 1.46 |
Average Gain 5 Years | 1.43 |
Average Loss 1 Year | -1.04 |
Average Loss 3 Years | -1.79 |
Average Loss 5 Years | -2.41 |
Batting Average 1 Year | 41.67 |
Batting Average 3 Years | 50.00 |
Batting Average 5 Years | 51.67 |
Beta 1 Year | 0.88 |
Beta 3 Years | 0.91 |
Beta 5 Years | 0.98 |
Capture Ratio Down 1 Year | 91.96 |
Capture Ratio Down 3 Years | 90.78 |
Capture Ratio Down 5 Years | 97.69 |
Capture Ratio Up 1 Year | 89.26 |
Capture Ratio Up 3 Years | 87.81 |
Capture Ratio Up 5 Years | 94.08 |
Correlation 1 Year | 99.13 |
Correlation 3 Years | 99.36 |
Correlation 5 Years | 99.16 |
High 1 Year | 3.03 |
Information Ratio 1 Year | -1.56 |
Information Ratio 3 Years | -0.42 |
Information Ratio 5 Years | -0.45 |
Low 1 Year | 2.84 |
Maximum Loss 1 Year | -2.32 |
Maximum Loss 3 Years | -14.09 |
Maximum Loss 5 Years | -14.55 |
Performance Current Year | 3.75 |
Performance since Inception | 654.25 |
Risk adjusted Return 3 Years | -2.57 |
Risk adjusted Return 5 Years | 0.23 |
Risk adjusted Return Since Inception | -0.89 |
R-Squared (R²) 1 Year | 98.27 |
R-Squared (R²) 3 Years | 98.72 |
R-Squared (R²) 5 Years | 98.33 |
Sortino Ratio 1 Year | 1.31 |
Sortino Ratio 3 Years | -0.30 |
Sortino Ratio 5 Years | 0.22 |
Tracking Error 1 Year | 0.81 |
Tracking Error 3 Years | 1.14 |
Tracking Error 5 Years | 1.22 |
Trailing Performance 1 Month | 1.51 |
Trailing Performance 1 Week | 0.10 |
Trailing Performance 1 Year | 9.11 |
Trailing Performance 10 Years | 41.79 |
Trailing Performance 2 Years | 13.14 |
Trailing Performance 3 Months | 3.30 |
Trailing Performance 3 Years | 4.64 |
Trailing Performance 4 Years | 16.15 |
Trailing Performance 5 Years | 18.45 |
Trailing Performance 6 Months | 3.56 |
Trailing Return 1 Month | 0.87 |
Trailing Return 1 Year | 9.15 |
Trailing Return 2 Months | 1.76 |
Trailing Return 2 Years | 8.36 |
Trailing Return 3 Months | 0.95 |
Trailing Return 3 Years | 1.16 |
Trailing Return 4 Years | 4.41 |
Trailing Return 5 Years | 3.17 |
Trailing Return 6 Months | 2.21 |
Trailing Return 6 Years | 3.75 |
Trailing Return 7 Years | 3.53 |
Trailing Return 9 Months | 8.53 |
Trailing Return Since Inception | 4.08 |
Trailing Return YTD - Year to Date | 2.21 |
Treynor Ratio 1 Year | 4.02 |
Treynor Ratio 3 Years | -2.29 |
Treynor Ratio 5 Years | 1.22 |
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