Alpha 1 Year | 1.98 |
Alpha 10 Years | 0.41 |
Alpha 15 Years | 0.42 |
Alpha 3 Years | 0.93 |
Alpha 5 Years | 0.73 |
Average Gain 1 Year | 3.38 |
Average Gain 10 Years | 2.78 |
Average Gain 15 Years | 2.95 |
Average Gain 3 Years | 3.55 |
Average Gain 5 Years | 3.53 |
Average Loss 1 Year | -3.24 |
Average Loss 10 Years | -3.42 |
Average Loss 15 Years | -3.18 |
Average Loss 3 Years | -4.13 |
Average Loss 5 Years | -4.03 |
Batting Average 1 Year | 58.33 |
Batting Average 10 Years | 55.83 |
Batting Average 15 Years | 52.78 |
Batting Average 3 Years | 61.11 |
Batting Average 5 Years | 61.67 |
Beta 1 Year | 0.95 |
Beta 10 Years | 0.98 |
Beta 15 Years | 0.97 |
Beta 3 Years | 0.99 |
Beta 5 Years | 0.97 |
Capture Ratio Down 1 Year | 89.77 |
Capture Ratio Down 10 Years | 97.33 |
Capture Ratio Down 15 Years | 97.26 |
Capture Ratio Down 3 Years | 98.02 |
Capture Ratio Down 5 Years | 96.71 |
Capture Ratio Up 1 Year | 99.22 |
Capture Ratio Up 10 Years | 99.52 |
Capture Ratio Up 15 Years | 99.19 |
Capture Ratio Up 3 Years | 100.73 |
Capture Ratio Up 5 Years | 99.86 |
Correlation 1 Year | 99.56 |
Correlation 10 Years | 99.20 |
Correlation 15 Years | 99.28 |
Correlation 3 Years | 99.40 |
Correlation 5 Years | 99.44 |
High 1 Year | 18.72 |
Information Ratio 1 Year | 0.94 |
Information Ratio 10 Years | 0.18 |
Information Ratio 15 Years | 0.14 |
Information Ratio 3 Years | 0.37 |
Information Ratio 5 Years | 0.37 |
Low 1 Year | 15.06 |
Maximum Loss 1 Year | -8.95 |
Maximum Loss 10 Years | -25.10 |
Maximum Loss 15 Years | -25.10 |
Maximum Loss 3 Years | -25.10 |
Maximum Loss 5 Years | -25.10 |
Performance Current Year | 10.47 |
Performance since Inception | 309.42 |
Risk adjusted Return 10 Years | 3.68 |
Risk adjusted Return 3 Years | -2.69 |
Risk adjusted Return 5 Years | 3.20 |
Risk adjusted Return Since Inception | 2.26 |
R-Squared (R²) 1 Year | 99.12 |
R-Squared (R²) 10 Years | 98.40 |
R-Squared (R²) 15 Years | 98.56 |
R-Squared (R²) 3 Years | 98.81 |
R-Squared (R²) 5 Years | 98.89 |
Sortino Ratio 1 Year | 1.74 |
Sortino Ratio 10 Years | 0.71 |
Sortino Ratio 15 Years | 1.10 |
Sortino Ratio 3 Years | 0.08 |
Sortino Ratio 5 Years | 0.73 |
Tracking Error 1 Year | 1.57 |
Tracking Error 10 Years | 1.70 |
Tracking Error 15 Years | 1.62 |
Tracking Error 3 Years | 1.68 |
Tracking Error 5 Years | 1.74 |
Trailing Performance 1 Month | 2.16 |
Trailing Performance 1 Week | 1.76 |
Trailing Performance 1 Year | 14.35 |
Trailing Performance 10 Years | 109.97 |
Trailing Performance 2 Years | 25.01 |
Trailing Performance 3 Months | 7.76 |
Trailing Performance 3 Years | 10.42 |
Trailing Performance 4 Years | 41.74 |
Trailing Performance 5 Years | 51.45 |
Trailing Performance 6 Months | 10.34 |
Trailing Return 1 Month | 2.16 |
Trailing Return 1 Year | 14.35 |
Trailing Return 10 Years | 7.70 |
Trailing Return 15 Years | 9.73 |
Trailing Return 2 Months | 3.53 |
Trailing Return 2 Years | 11.81 |
Trailing Return 3 Months | 7.76 |
Trailing Return 3 Years | 3.36 |
Trailing Return 4 Years | 9.11 |
Trailing Return 5 Years | 8.66 |
Trailing Return 6 Months | 10.34 |
Trailing Return 6 Years | 7.46 |
Trailing Return 7 Years | 7.81 |
Trailing Return 8 Years | 8.68 |
Trailing Return 9 Months | 25.59 |
Trailing Return 9 Years | 7.67 |
Trailing Return Since Inception | 7.67 |
Trailing Return YTD - Year to Date | 10.47 |
Treynor Ratio 1 Year | 14.30 |
Treynor Ratio 10 Years | 5.88 |
Treynor Ratio 15 Years | 9.18 |
Treynor Ratio 3 Years | -0.34 |
Treynor Ratio 5 Years | 7.06 |
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