Alpha 1 Year | 3.98 |
Alpha 10 Years | 1.74 |
Alpha 3 Years | 3.85 |
Alpha 5 Years | 1.79 |
Average Gain 1 Year | 0.70 |
Average Gain 10 Years | 0.63 |
Average Gain 3 Years | 0.87 |
Average Gain 5 Years | 0.76 |
Average Loss 1 Year | -0.23 |
Average Loss 10 Years | -0.75 |
Average Loss 3 Years | -0.91 |
Average Loss 5 Years | -1.02 |
Batting Average 1 Year | 66.67 |
Batting Average 10 Years | 65.00 |
Batting Average 3 Years | 58.33 |
Batting Average 5 Years | 65.00 |
Beta 1 Year | 1.30 |
Beta 10 Years | 0.44 |
Beta 3 Years | 1.65 |
Beta 5 Years | 0.58 |
Capture Ratio Down 1 Year | -93.24 |
Capture Ratio Down 10 Years | 33.11 |
Capture Ratio Down 3 Years | 109.79 |
Capture Ratio Down 5 Years | 75.52 |
Capture Ratio Up 1 Year | 145.59 |
Capture Ratio Up 10 Years | 169.96 |
Capture Ratio Up 3 Years | 180.47 |
Capture Ratio Up 5 Years | 169.95 |
Correlation 1 Year | 64.38 |
Correlation 10 Years | 13.39 |
Correlation 3 Years | 53.09 |
Correlation 5 Years | 17.67 |
High 1 Year | 9.81 |
Information Ratio 1 Year | 1.64 |
Information Ratio 10 Years | 0.56 |
Information Ratio 3 Years | 0.57 |
Information Ratio 5 Years | 0.47 |
Low 1 Year | 9.49 |
Maximum Loss 1 Year | -0.23 |
Maximum Loss 10 Years | -6.29 |
Maximum Loss 3 Years | -6.29 |
Maximum Loss 5 Years | -6.29 |
Performance Current Year | 3.59 |
Performance since Inception | 49.38 |
Risk adjusted Return 10 Years | 1.42 |
Risk adjusted Return 3 Years | -0.21 |
Risk adjusted Return 5 Years | 1.01 |
Risk adjusted Return Since Inception | 0.97 |
R-Squared (R²) 1 Year | 41.44 |
R-Squared (R²) 10 Years | 1.79 |
R-Squared (R²) 3 Years | 28.18 |
R-Squared (R²) 5 Years | 3.12 |
Sortino Ratio 1 Year | 2.09 |
Sortino Ratio 10 Years | 0.66 |
Sortino Ratio 3 Years | 0.02 |
Sortino Ratio 5 Years | 0.40 |
Tracking Error 1 Year | 1.78 |
Tracking Error 10 Years | 3.44 |
Tracking Error 3 Years | 3.83 |
Tracking Error 5 Years | 4.34 |
Trailing Performance 1 Month | 0.82 |
Trailing Performance 1 Week | 0.00 |
Trailing Performance 1 Year | 7.81 |
Trailing Performance 10 Years | 38.33 |
Trailing Performance 2 Years | 13.01 |
Trailing Performance 3 Months | 2.19 |
Trailing Performance 3 Years | 11.21 |
Trailing Performance 4 Years | 15.86 |
Trailing Performance 5 Years | 18.94 |
Trailing Performance 6 Months | 3.38 |
Trailing Return 1 Month | 0.75 |
Trailing Return 1 Year | 7.71 |
Trailing Return 10 Years | 3.18 |
Trailing Return 2 Months | 1.46 |
Trailing Return 2 Years | 7.97 |
Trailing Return 3 Months | 1.47 |
Trailing Return 3 Years | 3.32 |
Trailing Return 4 Years | 4.06 |
Trailing Return 5 Years | 3.44 |
Trailing Return 6 Months | 2.75 |
Trailing Return 6 Years | 3.72 |
Trailing Return 7 Years | 3.48 |
Trailing Return 8 Years | 3.65 |
Trailing Return 9 Months | 6.50 |
Trailing Return 9 Years | 3.32 |
Trailing Return Since Inception | 3.30 |
Trailing Return YTD - Year to Date | 2.75 |
Treynor Ratio 1 Year | 1.70 |
Treynor Ratio 10 Years | 3.56 |
Treynor Ratio 3 Years | -0.02 |
Treynor Ratio 5 Years | 2.14 |
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