Alpha 1 Year | -39.87 |
Alpha 3 Years | -18.93 |
Alpha 5 Years | -8.61 |
Average Gain 1 Year | 3.18 |
Average Gain 3 Years | 5.20 |
Average Gain 5 Years | 6.92 |
Average Loss 1 Year | -9.81 |
Average Loss 3 Years | -7.56 |
Average Loss 5 Years | -7.68 |
Batting Average 1 Year | 25.00 |
Batting Average 3 Years | 33.33 |
Batting Average 5 Years | 48.33 |
Beta 1 Year | 1.76 |
Beta 3 Years | 0.81 |
Beta 5 Years | 1.05 |
Capture Ratio Down 1 Year | 270.43 |
Capture Ratio Down 3 Years | 156.09 |
Capture Ratio Down 5 Years | 122.13 |
Capture Ratio Up 1 Year | 63.10 |
Capture Ratio Up 3 Years | 54.69 |
Capture Ratio Up 5 Years | 86.10 |
Correlation 1 Year | 88.86 |
Correlation 3 Years | 55.62 |
Correlation 5 Years | 70.88 |
High 1 Year | 13.61 |
Information Ratio 1 Year | -2.06 |
Information Ratio 3 Years | -1.18 |
Information Ratio 5 Years | -0.48 |
Low 1 Year | 8.65 |
Maximum Loss 1 Year | -35.35 |
Maximum Loss 3 Years | -51.05 |
Maximum Loss 5 Years | -51.05 |
Performance Current Year | -18.47 |
Performance since Inception | -50.30 |
Risk adjusted Return 3 Years | -27.18 |
Risk adjusted Return 5 Years | -14.74 |
Risk adjusted Return Since Inception | -19.71 |
R-Squared (R²) 1 Year | 78.97 |
R-Squared (R²) 3 Years | 30.94 |
R-Squared (R²) 5 Years | 50.24 |
Sortino Ratio 1 Year | -0.86 |
Sortino Ratio 3 Years | -0.64 |
Sortino Ratio 5 Years | 0.12 |
Tracking Error 1 Year | 16.83 |
Tracking Error 3 Years | 22.32 |
Tracking Error 5 Years | 22.89 |
Trailing Performance 1 Month | -1.68 |
Trailing Performance 1 Week | -3.45 |
Trailing Performance 1 Year | -35.47 |
Trailing Performance 2 Years | -38.07 |
Trailing Performance 3 Months | -6.37 |
Trailing Performance 3 Years | -47.97 |
Trailing Performance 4 Years | -6.47 |
Trailing Performance 5 Years | -11.71 |
Trailing Performance 6 Months | -3.28 |
Trailing Return 1 Month | 0.43 |
Trailing Return 1 Year | -35.07 |
Trailing Return 2 Months | -6.03 |
Trailing Return 2 Years | -20.47 |
Trailing Return 3 Months | -4.36 |
Trailing Return 3 Years | -19.00 |
Trailing Return 4 Years | -0.62 |
Trailing Return 5 Years | -1.86 |
Trailing Return 6 Months | -0.65 |
Trailing Return 6 Years | -8.14 |
Trailing Return 9 Months | -7.33 |
Trailing Return Since Inception | -10.43 |
Trailing Return YTD - Year to Date | -16.72 |
Treynor Ratio 1 Year | -14.42 |
Treynor Ratio 3 Years | -21.52 |
Treynor Ratio 5 Years | -2.45 |
ncG1vNJzZmilkae4psDSZ5muq5mjsrS%2FyKeqopyVp3uku8xonK2eo2SurrzLop2yZZyewam11KZkm5mkqbKzxYytnJygnqS5sLPYZpytnl2qwHF%2FkWpncXBgaoU%3D