Alpha 1 Year | -7.09 |
Alpha 10 Years | -2.70 |
Alpha 15 Years | -2.18 |
Alpha 20 Years | -2.08 |
Alpha 3 Years | -6.61 |
Alpha 5 Years | -4.05 |
Average Gain 1 Year | 2.97 |
Average Gain 10 Years | 2.44 |
Average Gain 15 Years | 2.55 |
Average Gain 20 Years | 2.63 |
Average Gain 3 Years | 3.08 |
Average Gain 5 Years | 3.06 |
Average Loss 1 Year | -2.37 |
Average Loss 10 Years | -2.88 |
Average Loss 15 Years | -2.76 |
Average Loss 20 Years | -3.03 |
Average Loss 3 Years | -3.22 |
Average Loss 5 Years | -3.15 |
Batting Average 1 Year | 33.33 |
Batting Average 10 Years | 38.33 |
Batting Average 15 Years | 37.22 |
Batting Average 20 Years | 40.42 |
Batting Average 3 Years | 41.67 |
Batting Average 5 Years | 41.67 |
Beta 1 Year | 0.77 |
Beta 10 Years | 0.72 |
Beta 15 Years | 0.76 |
Beta 20 Years | 0.81 |
Beta 3 Years | 0.70 |
Beta 5 Years | 0.71 |
Capture Ratio Down 1 Year | 94.00 |
Capture Ratio Down 10 Years | 79.30 |
Capture Ratio Down 15 Years | 82.14 |
Capture Ratio Down 20 Years | 85.88 |
Capture Ratio Down 3 Years | 81.58 |
Capture Ratio Down 5 Years | 77.40 |
Capture Ratio Up 1 Year | 71.00 |
Capture Ratio Up 10 Years | 67.94 |
Capture Ratio Up 15 Years | 71.54 |
Capture Ratio Up 20 Years | 77.11 |
Capture Ratio Up 3 Years | 62.38 |
Capture Ratio Up 5 Years | 65.09 |
Correlation 1 Year | 96.18 |
Correlation 10 Years | 95.22 |
Correlation 15 Years | 95.64 |
Correlation 20 Years | 95.82 |
Correlation 3 Years | 94.61 |
Correlation 5 Years | 95.18 |
High 1 Year | 14.88 |
Information Ratio 1 Year | -2.13 |
Information Ratio 10 Years | -1.09 |
Information Ratio 15 Years | -1.16 |
Information Ratio 20 Years | -0.83 |
Information Ratio 3 Years | -1.15 |
Information Ratio 5 Years | -1.15 |
Low 1 Year | 12.20 |
Maximum Loss 1 Year | -8.30 |
Maximum Loss 10 Years | -22.74 |
Maximum Loss 15 Years | -22.74 |
Maximum Loss 20 Years | -50.20 |
Maximum Loss 3 Years | -22.74 |
Maximum Loss 5 Years | -22.74 |
Performance Current Year | 8.45 |
Performance since Inception | 307.51 |
Risk adjusted Return 10 Years | 3.53 |
Risk adjusted Return 3 Years | -3.86 |
Risk adjusted Return 5 Years | 2.47 |
Risk adjusted Return Since Inception | 1.74 |
R-Squared (R²) 1 Year | 92.51 |
R-Squared (R²) 10 Years | 90.67 |
R-Squared (R²) 15 Years | 91.48 |
R-Squared (R²) 20 Years | 91.82 |
R-Squared (R²) 3 Years | 89.50 |
R-Squared (R²) 5 Years | 90.59 |
Sortino Ratio 1 Year | 1.27 |
Sortino Ratio 10 Years | 0.72 |
Sortino Ratio 15 Years | 1.10 |
Sortino Ratio 20 Years | 0.61 |
Sortino Ratio 3 Years | -0.14 |
Sortino Ratio 5 Years | 0.65 |
Tracking Error 1 Year | 4.73 |
Tracking Error 10 Years | 5.62 |
Tracking Error 15 Years | 4.96 |
Tracking Error 20 Years | 4.64 |
Tracking Error 3 Years | 6.85 |
Tracking Error 5 Years | 6.81 |
Trailing Performance 1 Month | 2.08 |
Trailing Performance 1 Week | 1.80 |
Trailing Performance 1 Year | 12.09 |
Trailing Performance 10 Years | 97.62 |
Trailing Performance 2 Years | 18.80 |
Trailing Performance 3 Months | 6.72 |
Trailing Performance 3 Years | 5.20 |
Trailing Performance 4 Years | 30.74 |
Trailing Performance 5 Years | 41.45 |
Trailing Performance 6 Months | 8.45 |
Trailing Return 1 Month | 2.08 |
Trailing Return 1 Year | 12.09 |
Trailing Return 10 Years | 7.05 |
Trailing Return 15 Years | 8.57 |
Trailing Return 2 Months | 3.23 |
Trailing Return 2 Years | 9.00 |
Trailing Return 20 Years | 6.69 |
Trailing Return 3 Months | 6.72 |
Trailing Return 3 Years | 1.71 |
Trailing Return 4 Years | 6.93 |
Trailing Return 5 Years | 7.18 |
Trailing Return 6 Months | 8.45 |
Trailing Return 6 Years | 6.71 |
Trailing Return 7 Years | 7.02 |
Trailing Return 8 Years | 7.96 |
Trailing Return 9 Months | 22.23 |
Trailing Return 9 Years | 7.15 |
Trailing Return Since Inception | 6.91 |
Trailing Return YTD - Year to Date | 8.45 |
Treynor Ratio 1 Year | 11.55 |
Treynor Ratio 10 Years | 7.20 |
Treynor Ratio 15 Years | 10.35 |
Treynor Ratio 20 Years | 5.94 |
Treynor Ratio 3 Years | -3.20 |
Treynor Ratio 5 Years | 7.48 |
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