Alpha 1 Year | -4.54 |
Alpha 10 Years | 0.54 |
Alpha 3 Years | -3.82 |
Alpha 5 Years | 0.49 |
Average Gain 1 Year | 2.87 |
Average Gain 10 Years | 3.26 |
Average Gain 3 Years | 3.14 |
Average Gain 5 Years | 3.94 |
Average Loss 1 Year | -2.07 |
Average Loss 10 Years | -3.64 |
Average Loss 3 Years | -3.52 |
Average Loss 5 Years | -4.21 |
Batting Average 1 Year | 41.67 |
Batting Average 10 Years | 48.33 |
Batting Average 3 Years | 44.44 |
Batting Average 5 Years | 48.33 |
Beta 1 Year | 0.64 |
Beta 10 Years | 0.98 |
Beta 3 Years | 0.81 |
Beta 5 Years | 0.98 |
Capture Ratio Down 1 Year | 80.63 |
Capture Ratio Down 10 Years | 88.35 |
Capture Ratio Down 3 Years | 82.56 |
Capture Ratio Down 5 Years | 86.72 |
Capture Ratio Up 1 Year | 60.26 |
Capture Ratio Up 10 Years | 92.34 |
Capture Ratio Up 3 Years | 71.25 |
Capture Ratio Up 5 Years | 90.99 |
Correlation 1 Year | 93.21 |
Correlation 10 Years | 92.59 |
Correlation 3 Years | 92.89 |
Correlation 5 Years | 93.50 |
High 1 Year | 45.23 |
Information Ratio 1 Year | -1.34 |
Information Ratio 10 Years | 0.02 |
Information Ratio 3 Years | -0.64 |
Information Ratio 5 Years | 0.04 |
Low 1 Year | 39.21 |
Maximum Loss 1 Year | -8.59 |
Maximum Loss 10 Years | -26.99 |
Maximum Loss 3 Years | -18.07 |
Maximum Loss 5 Years | -26.99 |
Performance Current Year | 10.20 |
Performance since Inception | 19,562.76 |
Risk adjusted Return 10 Years | 4.42 |
Risk adjusted Return 3 Years | -4.00 |
Risk adjusted Return 5 Years | 4.50 |
Risk adjusted Return Since Inception | 2.76 |
R-Squared (R²) 1 Year | 86.87 |
R-Squared (R²) 10 Years | 85.73 |
R-Squared (R²) 3 Years | 86.28 |
R-Squared (R²) 5 Years | 87.42 |
Sortino Ratio 1 Year | 0.82 |
Sortino Ratio 10 Years | 0.81 |
Sortino Ratio 3 Years | -0.10 |
Sortino Ratio 5 Years | 0.82 |
Tracking Error 1 Year | 6.41 |
Tracking Error 10 Years | 6.17 |
Tracking Error 3 Years | 6.16 |
Tracking Error 5 Years | 6.93 |
Trailing Performance 1 Month | 4.27 |
Trailing Performance 1 Week | 0.82 |
Trailing Performance 1 Year | 6.91 |
Trailing Performance 10 Years | 134.74 |
Trailing Performance 2 Years | 11.97 |
Trailing Performance 3 Months | 4.72 |
Trailing Performance 3 Years | 9.33 |
Trailing Performance 4 Years | 62.63 |
Trailing Performance 5 Years | 60.56 |
Trailing Performance 6 Months | 10.18 |
Trailing Return 1 Month | -1.62 |
Trailing Return 1 Year | 4.49 |
Trailing Return 10 Years | 8.36 |
Trailing Return 2 Months | 1.60 |
Trailing Return 2 Years | 5.09 |
Trailing Return 3 Months | -0.32 |
Trailing Return 3 Years | 1.56 |
Trailing Return 4 Years | 13.39 |
Trailing Return 5 Years | 9.26 |
Trailing Return 6 Months | 5.69 |
Trailing Return 6 Years | 9.97 |
Trailing Return 7 Years | 9.47 |
Trailing Return 8 Years | 10.92 |
Trailing Return 9 Months | 9.40 |
Trailing Return 9 Years | 9.24 |
Trailing Return Since Inception | 9.59 |
Trailing Return YTD - Year to Date | 5.69 |
Treynor Ratio 1 Year | 8.07 |
Treynor Ratio 10 Years | 7.49 |
Treynor Ratio 3 Years | -2.60 |
Treynor Ratio 5 Years | 8.85 |
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