Alpha 1 Year | 1.42 |
Alpha 10 Years | -0.18 |
Alpha 15 Years | -0.39 |
Alpha 20 Years | -0.51 |
Alpha 3 Years | 0.82 |
Alpha 5 Years | 0.70 |
Average Gain 1 Year | 1.60 |
Average Gain 10 Years | 1.42 |
Average Gain 15 Years | 1.53 |
Average Gain 20 Years | 1.59 |
Average Gain 3 Years | 1.52 |
Average Gain 5 Years | 1.56 |
Average Loss 1 Year | -1.09 |
Average Loss 10 Years | -1.68 |
Average Loss 15 Years | -1.71 |
Average Loss 20 Years | -2.01 |
Average Loss 3 Years | -1.85 |
Average Loss 5 Years | -2.13 |
Batting Average 1 Year | 58.33 |
Batting Average 10 Years | 45.83 |
Batting Average 15 Years | 42.78 |
Batting Average 20 Years | 44.17 |
Batting Average 3 Years | 55.56 |
Batting Average 5 Years | 55.00 |
Beta 1 Year | 0.99 |
Beta 10 Years | 0.97 |
Beta 15 Years | 0.98 |
Beta 20 Years | 0.94 |
Beta 3 Years | 0.94 |
Beta 5 Years | 0.96 |
Capture Ratio Down 1 Year | 85.49 |
Capture Ratio Down 10 Years | 98.01 |
Capture Ratio Down 15 Years | 98.99 |
Capture Ratio Down 20 Years | 98.71 |
Capture Ratio Down 3 Years | 86.12 |
Capture Ratio Down 5 Years | 90.06 |
Capture Ratio Up 1 Year | 104.65 |
Capture Ratio Up 10 Years | 96.04 |
Capture Ratio Up 15 Years | 95.06 |
Capture Ratio Up 20 Years | 93.27 |
Capture Ratio Up 3 Years | 94.81 |
Capture Ratio Up 5 Years | 98.24 |
Correlation 1 Year | 99.12 |
Correlation 10 Years | 98.70 |
Correlation 15 Years | 98.68 |
Correlation 20 Years | 98.41 |
Correlation 3 Years | 99.41 |
Correlation 5 Years | 98.82 |
High 1 Year | 9.61 |
Information Ratio 1 Year | 1.28 |
Information Ratio 10 Years | -0.26 |
Information Ratio 15 Years | -0.54 |
Information Ratio 20 Years | -0.54 |
Information Ratio 3 Years | 0.78 |
Information Ratio 5 Years | 0.48 |
Low 1 Year | 8.83 |
Maximum Loss 1 Year | -2.50 |
Maximum Loss 10 Years | -12.91 |
Maximum Loss 15 Years | -12.91 |
Maximum Loss 20 Years | -32.80 |
Maximum Loss 3 Years | -12.58 |
Maximum Loss 5 Years | -12.91 |
Performance Current Year | 5.89 |
Performance since Inception | 1,224.22 |
Risk adjusted Return 10 Years | 1.82 |
Risk adjusted Return 3 Years | -1.13 |
Risk adjusted Return 5 Years | 1.64 |
Risk adjusted Return Since Inception | 1.18 |
R-Squared (R²) 1 Year | 98.24 |
R-Squared (R²) 10 Years | 97.42 |
R-Squared (R²) 15 Years | 97.39 |
R-Squared (R²) 20 Years | 96.84 |
R-Squared (R²) 3 Years | 98.83 |
R-Squared (R²) 5 Years | 97.65 |
Sortino Ratio 1 Year | 2.48 |
Sortino Ratio 10 Years | 0.49 |
Sortino Ratio 15 Years | 1.23 |
Sortino Ratio 20 Years | 0.71 |
Sortino Ratio 3 Years | -0.04 |
Sortino Ratio 5 Years | 0.42 |
Tracking Error 1 Year | 0.95 |
Tracking Error 10 Years | 1.22 |
Tracking Error 15 Years | 1.18 |
Tracking Error 20 Years | 1.64 |
Tracking Error 3 Years | 1.02 |
Tracking Error 5 Years | 1.42 |
Trailing Performance 1 Month | 2.01 |
Trailing Performance 1 Week | 0.33 |
Trailing Performance 1 Year | 12.23 |
Trailing Performance 10 Years | 53.22 |
Trailing Performance 2 Years | 16.37 |
Trailing Performance 3 Months | 4.30 |
Trailing Performance 3 Years | 9.40 |
Trailing Performance 4 Years | 26.38 |
Trailing Performance 5 Years | 27.66 |
Trailing Performance 6 Months | 5.43 |
Trailing Return 1 Month | 0.53 |
Trailing Return 1 Year | 11.65 |
Trailing Return 10 Years | 3.99 |
Trailing Return 15 Years | 6.79 |
Trailing Return 2 Months | 2.25 |
Trailing Return 2 Years | 9.80 |
Trailing Return 20 Years | 5.76 |
Trailing Return 3 Months | 1.48 |
Trailing Return 3 Years | 2.43 |
Trailing Return 4 Years | 6.64 |
Trailing Return 5 Years | 4.59 |
Trailing Return 6 Months | 3.80 |
Trailing Return 6 Years | 4.92 |
Trailing Return 7 Years | 4.64 |
Trailing Return 8 Years | 5.50 |
Trailing Return 9 Months | 11.11 |
Trailing Return 9 Years | 4.72 |
Trailing Return Since Inception | 7.30 |
Trailing Return YTD - Year to Date | 3.80 |
Treynor Ratio 1 Year | 7.22 |
Treynor Ratio 10 Years | 2.53 |
Treynor Ratio 15 Years | 6.05 |
Treynor Ratio 20 Years | 4.51 |
Treynor Ratio 3 Years | -0.60 |
Treynor Ratio 5 Years | 2.68 |
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