Alpha 1 Year | 3.88 |
Alpha 3 Years | 0.91 |
Average Gain 1 Year | 4.92 |
Average Gain 3 Years | 4.02 |
Average Loss 1 Year | -4.30 |
Average Loss 3 Years | -4.11 |
Batting Average 1 Year | 75.00 |
Batting Average 3 Years | 61.11 |
Beta 1 Year | 1.19 |
Beta 3 Years | 1.18 |
Capture Ratio Down 1 Year | 113.97 |
Capture Ratio Down 3 Years | 121.95 |
Capture Ratio Up 1 Year | 126.20 |
Capture Ratio Up 3 Years | 123.27 |
Correlation 1 Year | 99.66 |
Correlation 3 Years | 99.33 |
High 1 Year | 12.53 |
Information Ratio 1 Year | 1.35 |
Information Ratio 3 Years | 0.42 |
Low 1 Year | 9.73 |
Maximum Loss 1 Year | -9.72 |
Maximum Loss 3 Years | -25.64 |
Performance since Inception | 25.70 |
R-Squared (R²) 1 Year | 99.31 |
R-Squared (R²) 3 Years | 98.66 |
Sortino Ratio 1 Year | 0.71 |
Sortino Ratio 3 Years | 0.56 |
Tracking Error 1 Year | 3.35 |
Tracking Error 3 Years | 3.22 |
Trailing Performance 1 Month | -0.24 |
Trailing Performance 1 Week | -0.75 |
Trailing Performance 1 Year | 9.74 |
Trailing Performance 2 Years | -5.52 |
Trailing Performance 3 Months | 2.39 |
Trailing Performance 3 Years | 25.20 |
Trailing Performance 6 Months | 11.07 |
Trailing Return 1 Month | -2.80 |
Trailing Return 1 Year | 12.39 |
Trailing Return 2 Months | 0.59 |
Trailing Return 2 Years | -2.85 |
Trailing Return 3 Months | 6.23 |
Trailing Return 3 Years | 6.88 |
Trailing Return 6 Months | 9.08 |
Trailing Return 9 Months | 8.51 |
Trailing Return Since Inception | 6.77 |
Trailing Return YTD - Year to Date | 13.42 |
Treynor Ratio 1 Year | 6.33 |
Treynor Ratio 3 Years | 4.24 |
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