Alpha 1 Year | -0.10 |
Alpha 10 Years | 0.02 |
Alpha 15 Years | 0.03 |
Alpha 20 Years | 0.00 |
Alpha 3 Years | -0.05 |
Alpha 5 Years | -0.06 |
Average Gain 1 Year | 6.95 |
Average Gain 10 Years | 4.32 |
Average Gain 15 Years | 4.58 |
Average Gain 20 Years | 4.49 |
Average Gain 3 Years | 5.23 |
Average Gain 5 Years | 5.44 |
Average Loss 1 Year | -5.14 |
Average Loss 10 Years | -5.12 |
Average Loss 15 Years | -4.70 |
Average Loss 20 Years | -4.92 |
Average Loss 3 Years | -5.22 |
Average Loss 5 Years | -5.23 |
Batting Average 1 Year | 16.67 |
Batting Average 10 Years | 50.00 |
Batting Average 15 Years | 53.89 |
Batting Average 20 Years | 45.00 |
Batting Average 3 Years | 38.89 |
Batting Average 5 Years | 35.00 |
Beta 1 Year | 1.00 |
Beta 10 Years | 1.00 |
Beta 15 Years | 1.00 |
Beta 20 Years | 1.00 |
Beta 3 Years | 1.00 |
Beta 5 Years | 1.00 |
Capture Ratio Down 1 Year | 100.08 |
Capture Ratio Down 10 Years | 99.95 |
Capture Ratio Down 15 Years | 99.90 |
Capture Ratio Down 20 Years | 99.94 |
Capture Ratio Down 3 Years | 100.01 |
Capture Ratio Down 5 Years | 100.04 |
Capture Ratio Up 1 Year | 99.82 |
Capture Ratio Up 10 Years | 100.01 |
Capture Ratio Up 15 Years | 100.01 |
Capture Ratio Up 20 Years | 99.95 |
Capture Ratio Up 3 Years | 99.84 |
Capture Ratio Up 5 Years | 99.87 |
Correlation 1 Year | 100.00 |
Correlation 10 Years | 100.00 |
Correlation 15 Years | 100.00 |
Correlation 20 Years | 100.00 |
Correlation 3 Years | 100.00 |
Correlation 5 Years | 100.00 |
High 1 Year | 271.07 |
Information Ratio 1 Year | -2.67 |
Information Ratio 10 Years | 0.35 |
Information Ratio 15 Years | 0.63 |
Information Ratio 20 Years | 0.02 |
Information Ratio 3 Years | -0.99 |
Information Ratio 5 Years | -1.38 |
Low 1 Year | 204.02 |
Maximum Loss 1 Year | -18.29 |
Maximum Loss 10 Years | -33.47 |
Maximum Loss 15 Years | -33.47 |
Maximum Loss 20 Years | -52.22 |
Maximum Loss 3 Years | -33.47 |
Maximum Loss 5 Years | -33.47 |
Performance Current Year | 12.91 |
Performance since Inception | 308.13 |
Risk adjusted Return 10 Years | 1.72 |
Risk adjusted Return 3 Years | -11.12 |
Risk adjusted Return 5 Years | -0.69 |
Risk adjusted Return Since Inception | -1.57 |
R-Squared (R²) 1 Year | 100.00 |
R-Squared (R²) 10 Years | 100.00 |
R-Squared (R²) 15 Years | 100.00 |
R-Squared (R²) 20 Years | 100.00 |
R-Squared (R²) 3 Years | 100.00 |
R-Squared (R²) 5 Years | 100.00 |
Sortino Ratio 1 Year | 0.39 |
Sortino Ratio 10 Years | 0.55 |
Sortino Ratio 15 Years | 0.92 |
Sortino Ratio 20 Years | 0.60 |
Sortino Ratio 3 Years | -0.36 |
Sortino Ratio 5 Years | 0.41 |
Tracking Error 1 Year | 0.04 |
Tracking Error 10 Years | 0.05 |
Tracking Error 15 Years | 0.05 |
Tracking Error 20 Years | 0.06 |
Tracking Error 3 Years | 0.04 |
Tracking Error 5 Years | 0.04 |
Trailing Performance 1 Month | 8.17 |
Trailing Performance 1 Week | 2.37 |
Trailing Performance 1 Year | 12.71 |
Trailing Performance 10 Years | 135.23 |
Trailing Performance 2 Years | 25.72 |
Trailing Performance 3 Months | 13.74 |
Trailing Performance 3 Years | -3.47 |
Trailing Performance 4 Years | 35.96 |
Trailing Performance 5 Years | 44.06 |
Trailing Performance 6 Months | 16.65 |
Trailing Return 1 Month | -0.17 |
Trailing Return 1 Year | 9.03 |
Trailing Return 10 Years | 7.41 |
Trailing Return 15 Years | 11.62 |
Trailing Return 2 Months | 5.15 |
Trailing Return 2 Years | 13.69 |
Trailing Return 20 Years | 8.21 |
Trailing Return 3 Months | -2.95 |
Trailing Return 3 Years | -4.91 |
Trailing Return 4 Years | 6.78 |
Trailing Return 5 Years | 6.10 |
Trailing Return 6 Months | 4.38 |
Trailing Return 6 Years | 4.97 |
Trailing Return 7 Years | 7.23 |
Trailing Return 8 Years | 9.26 |
Trailing Return 9 Months | 17.69 |
Trailing Return 9 Years | 6.85 |
Trailing Return Since Inception | 5.70 |
Trailing Return YTD - Year to Date | 4.38 |
Treynor Ratio 1 Year | 3.43 |
Treynor Ratio 10 Years | 5.79 |
Treynor Ratio 15 Years | 10.52 |
Treynor Ratio 20 Years | 6.61 |
Treynor Ratio 3 Years | -8.34 |
Treynor Ratio 5 Years | 3.79 |
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