Alpha 1 Year | 0.02 |
Alpha 10 Years | 0.00 |
Alpha 3 Years | 0.00 |
Alpha 5 Years | 0.02 |
Average Gain 1 Year | 6.29 |
Average Gain 10 Years | 4.06 |
Average Gain 3 Years | 5.87 |
Average Gain 5 Years | 5.36 |
Average Loss 1 Year | -4.00 |
Average Loss 10 Years | -4.83 |
Average Loss 3 Years | -4.40 |
Average Loss 5 Years | -5.40 |
Batting Average 1 Year | 50.00 |
Batting Average 10 Years | 55.00 |
Batting Average 3 Years | 47.22 |
Batting Average 5 Years | 58.33 |
Beta 1 Year | 1.00 |
Beta 10 Years | 1.00 |
Beta 3 Years | 1.00 |
Beta 5 Years | 1.00 |
Capture Ratio Down 1 Year | 99.88 |
Capture Ratio Down 10 Years | 99.99 |
Capture Ratio Down 3 Years | 99.98 |
Capture Ratio Down 5 Years | 99.97 |
Capture Ratio Up 1 Year | 99.94 |
Capture Ratio Up 10 Years | 100.00 |
Capture Ratio Up 3 Years | 99.97 |
Capture Ratio Up 5 Years | 100.02 |
Correlation 1 Year | 100.00 |
Correlation 10 Years | 100.00 |
Correlation 3 Years | 100.00 |
Correlation 5 Years | 100.00 |
High 1 Year | 82.44 |
Information Ratio 1 Year | 0.38 |
Information Ratio 10 Years | 0.05 |
Information Ratio 3 Years | -0.15 |
Information Ratio 5 Years | 0.59 |
Low 1 Year | 64.09 |
Maximum Loss 1 Year | -12.54 |
Maximum Loss 10 Years | -35.18 |
Maximum Loss 3 Years | -18.74 |
Maximum Loss 5 Years | -34.87 |
Performance Current Year | 11.21 |
Performance since Inception | 826.01 |
Risk adjusted Return 10 Years | 2.55 |
Risk adjusted Return 3 Years | -2.88 |
Risk adjusted Return 5 Years | 2.25 |
Risk adjusted Return Since Inception | 1.37 |
R-Squared (R²) 1 Year | 100.00 |
R-Squared (R²) 10 Years | 100.00 |
R-Squared (R²) 3 Years | 100.00 |
R-Squared (R²) 5 Years | 100.00 |
Sortino Ratio 1 Year | 1.84 |
Sortino Ratio 10 Years | 0.64 |
Sortino Ratio 3 Years | 0.24 |
Sortino Ratio 5 Years | 0.69 |
Tracking Error 1 Year | 0.03 |
Tracking Error 10 Years | 0.03 |
Tracking Error 3 Years | 0.03 |
Tracking Error 5 Years | 0.03 |
Trailing Performance 1 Month | 8.53 |
Trailing Performance 1 Week | 3.52 |
Trailing Performance 1 Year | 16.15 |
Trailing Performance 10 Years | 143.32 |
Trailing Performance 2 Years | 26.06 |
Trailing Performance 3 Months | 10.48 |
Trailing Performance 3 Years | 23.75 |
Trailing Performance 4 Years | 95.17 |
Trailing Performance 5 Years | 67.09 |
Trailing Performance 6 Months | 14.02 |
Trailing Return 1 Month | -2.37 |
Trailing Return 1 Year | 12.86 |
Trailing Return 10 Years | 7.89 |
Trailing Return 2 Months | 1.79 |
Trailing Return 2 Years | 12.93 |
Trailing Return 3 Months | -4.34 |
Trailing Return 3 Years | 3.89 |
Trailing Return 4 Years | 16.75 |
Trailing Return 5 Years | 9.18 |
Trailing Return 6 Months | 2.47 |
Trailing Return 6 Years | 7.31 |
Trailing Return 7 Years | 8.04 |
Trailing Return 8 Years | 9.37 |
Trailing Return 9 Months | 16.43 |
Trailing Return 9 Years | 8.31 |
Trailing Return Since Inception | 11.77 |
Trailing Return YTD - Year to Date | 2.47 |
Treynor Ratio 1 Year | 21.00 |
Treynor Ratio 10 Years | 7.03 |
Treynor Ratio 3 Years | 1.12 |
Treynor Ratio 5 Years | 8.90 |
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