Alpha 1 Year | -0.27 |
Alpha 10 Years | -0.26 |
Alpha 15 Years | -0.24 |
Alpha 20 Years | -0.27 |
Alpha 3 Years | -0.15 |
Alpha 5 Years | -0.19 |
Average Gain 1 Year | 0.43 |
Average Gain 10 Years | 0.11 |
Average Gain 15 Years | 0.08 |
Average Gain 20 Years | 0.12 |
Average Gain 3 Years | 0.26 |
Average Gain 5 Years | 0.18 |
Average Loss 10 Years | 0.00 |
Average Loss 15 Years | 0.00 |
Average Loss 20 Years | 0.00 |
Average Loss 3 Years | 0.00 |
Average Loss 5 Years | 0.00 |
Batting Average 1 Year | 16.67 |
Batting Average 10 Years | 1.67 |
Batting Average 15 Years | 1.11 |
Batting Average 20 Years | 2.92 |
Batting Average 3 Years | 5.56 |
Batting Average 5 Years | 3.33 |
Beta 1 Year | 0.46 |
Beta 10 Years | 1.04 |
Beta 15 Years | 1.08 |
Beta 20 Years | 0.92 |
Beta 3 Years | 1.32 |
Beta 5 Years | 1.09 |
Capture Ratio Down 1 Year | 0.00 |
Capture Ratio Down 10 Years | 0.00 |
Capture Ratio Down 15 Years | 0.00 |
Capture Ratio Down 20 Years | 0.00 |
Capture Ratio Down 3 Years | 0.00 |
Capture Ratio Down 5 Years | 0.00 |
Capture Ratio Up 1 Year | 97.05 |
Capture Ratio Up 10 Years | 83.26 |
Capture Ratio Up 15 Years | 78.94 |
Capture Ratio Up 20 Years | 83.68 |
Capture Ratio Up 3 Years | 92.76 |
Capture Ratio Up 5 Years | 91.08 |
Correlation 1 Year | 66.67 |
Correlation 10 Years | 77.55 |
Correlation 15 Years | 79.04 |
Correlation 20 Years | 88.51 |
Correlation 3 Years | 83.36 |
Correlation 5 Years | 87.07 |
High 1 Year | 29.11 |
Information Ratio 1 Year | -3.15 |
Information Ratio 10 Years | -4.33 |
Information Ratio 15 Years | -4.52 |
Information Ratio 20 Years | -4.54 |
Information Ratio 3 Years | -3.23 |
Information Ratio 5 Years | -3.31 |
Low 1 Year | 27.66 |
Maximum Loss 10 Years | -0.02 |
Maximum Loss 15 Years | -0.02 |
Maximum Loss 20 Years | -0.04 |
Maximum Loss 3 Years | -0.02 |
Maximum Loss 5 Years | -0.02 |
Performance Current Year | 3.03 |
Performance since Inception | 192.29 |
R-Squared (R²) 1 Year | 44.46 |
R-Squared (R²) 10 Years | 60.14 |
R-Squared (R²) 15 Years | 62.48 |
R-Squared (R²) 20 Years | 78.35 |
R-Squared (R²) 3 Years | 69.48 |
R-Squared (R²) 5 Years | 75.81 |
Sortino Ratio 1 Year | -3.22 |
Sortino Ratio 10 Years | -2.31 |
Sortino Ratio 15 Years | -2.14 |
Sortino Ratio 20 Years | -1.58 |
Sortino Ratio 3 Years | -2.65 |
Sortino Ratio 5 Years | -2.09 |
Tracking Error 1 Year | 0.05 |
Tracking Error 10 Years | 0.06 |
Tracking Error 15 Years | 0.05 |
Tracking Error 20 Years | 0.06 |
Tracking Error 3 Years | 0.07 |
Tracking Error 5 Years | 0.06 |
Trailing Performance 1 Month | 0.42 |
Trailing Performance 1 Week | 0.10 |
Trailing Performance 1 Year | 5.32 |
Trailing Performance 10 Years | 14.49 |
Trailing Performance 2 Years | 9.31 |
Trailing Performance 3 Months | 1.29 |
Trailing Performance 3 Years | 9.50 |
Trailing Performance 4 Years | 9.50 |
Trailing Performance 5 Years | 10.73 |
Trailing Performance 6 Months | 2.60 |
Trailing Return 1 Month | 0.42 |
Trailing Return 1 Year | 5.27 |
Trailing Return 10 Years | 1.32 |
Trailing Return 15 Years | 0.88 |
Trailing Return 2 Months | 0.86 |
Trailing Return 2 Years | 4.38 |
Trailing Return 20 Years | 1.44 |
Trailing Return 3 Months | 1.29 |
Trailing Return 3 Years | 2.93 |
Trailing Return 4 Years | 2.19 |
Trailing Return 5 Years | 2.01 |
Trailing Return 6 Months | 2.60 |
Trailing Return 6 Years | 2.02 |
Trailing Return 7 Years | 1.85 |
Trailing Return 8 Years | 1.65 |
Trailing Return 9 Months | 3.95 |
Trailing Return 9 Years | 1.47 |
Trailing Return Since Inception | 2.99 |
Trailing Return YTD - Year to Date | 2.60 |
Treynor Ratio 1 Year | -0.76 |
Treynor Ratio 10 Years | -0.28 |
Treynor Ratio 15 Years | -0.21 |
Treynor Ratio 20 Years | -0.18 |
Treynor Ratio 3 Years | -0.38 |
Treynor Ratio 5 Years | -0.28 |
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