Alpha 1 Year | -6.07 |
Alpha 3 Years | -6.26 |
Average Gain 1 Year | 9.59 |
Average Gain 3 Years | 6.10 |
Average Loss 1 Year | -5.65 |
Average Loss 3 Years | -6.10 |
Batting Average 1 Year | 33.33 |
Batting Average 3 Years | 38.89 |
Beta 1 Year | 1.25 |
Beta 3 Years | 1.11 |
Capture Ratio Down 1 Year | 127.60 |
Capture Ratio Down 3 Years | 125.20 |
Capture Ratio Up 1 Year | 104.85 |
Capture Ratio Up 3 Years | 97.49 |
Correlation 1 Year | 97.82 |
Correlation 3 Years | 96.35 |
High 1 Year | 34.39 |
Information Ratio 1 Year | -0.79 |
Information Ratio 3 Years | -1.17 |
Low 1 Year | 23.34 |
Maximum Loss 1 Year | -24.28 |
Maximum Loss 3 Years | -49.57 |
Performance Current Year | 4.52 |
Performance since Inception | 2,557.93 |
Risk adjusted Return 3 Years | -20.34 |
Risk adjusted Return Since Inception | -20.34 |
R-Squared (R²) 1 Year | 95.69 |
R-Squared (R²) 3 Years | 92.83 |
Sortino Ratio 1 Year | 0.62 |
Sortino Ratio 3 Years | -0.55 |
Tracking Error 1 Year | 9.64 |
Tracking Error 3 Years | 7.54 |
Trailing Performance 1 Month | 5.05 |
Trailing Performance 1 Week | 2.90 |
Trailing Performance 1 Year | 5.18 |
Trailing Performance 10 Years | 228.15 |
Trailing Performance 2 Years | 10.31 |
Trailing Performance 3 Months | 8.33 |
Trailing Performance 3 Years | -26.86 |
Trailing Performance 4 Years | 3.71 |
Trailing Performance 5 Years | 52.18 |
Trailing Performance 6 Months | 7.66 |
Trailing Return 1 Month | 5.05 |
Trailing Return 1 Year | 5.18 |
Trailing Return 2 Months | 4.68 |
Trailing Return 2 Years | 5.03 |
Trailing Return 3 Months | 8.33 |
Trailing Return 3 Years | -9.90 |
Trailing Return 4 Years | 0.92 |
Trailing Return 6 Months | 7.66 |
Trailing Return 9 Months | 38.91 |
Trailing Return Since Inception | 6.39 |
Trailing Return YTD - Year to Date | 4.52 |
Treynor Ratio 1 Year | 6.33 |
Treynor Ratio 3 Years | -12.31 |
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