Alpha 1 Year | -0.16 |
Alpha 10 Years | 0.11 |
Alpha 15 Years | 0.83 |
Alpha 3 Years | 0.05 |
Alpha 5 Years | 0.35 |
Average Gain 1 Year | 2.01 |
Average Gain 10 Years | 1.09 |
Average Gain 15 Years | 1.07 |
Average Gain 3 Years | 1.92 |
Average Gain 5 Years | 1.49 |
Average Loss 1 Year | -1.60 |
Average Loss 10 Years | -1.07 |
Average Loss 15 Years | -0.98 |
Average Loss 3 Years | -1.68 |
Average Loss 5 Years | -1.50 |
Batting Average 1 Year | 41.67 |
Batting Average 10 Years | 52.50 |
Batting Average 15 Years | 58.89 |
Batting Average 3 Years | 41.67 |
Batting Average 5 Years | 51.67 |
Beta 1 Year | 1.04 |
Beta 10 Years | 1.05 |
Beta 15 Years | 1.06 |
Beta 3 Years | 1.06 |
Beta 5 Years | 1.07 |
Capture Ratio Down 1 Year | 105.57 |
Capture Ratio Down 10 Years | 106.49 |
Capture Ratio Down 15 Years | 102.36 |
Capture Ratio Down 3 Years | 105.86 |
Capture Ratio Down 5 Years | 109.33 |
Capture Ratio Up 1 Year | 101.74 |
Capture Ratio Up 10 Years | 105.98 |
Capture Ratio Up 15 Years | 114.38 |
Capture Ratio Up 3 Years | 102.50 |
Capture Ratio Up 5 Years | 110.44 |
Correlation 1 Year | 99.66 |
Correlation 10 Years | 96.49 |
Correlation 15 Years | 94.69 |
Correlation 3 Years | 99.37 |
Correlation 5 Years | 96.41 |
High 1 Year | 10.08 |
Information Ratio 1 Year | -0.43 |
Information Ratio 10 Years | 0.04 |
Information Ratio 15 Years | 0.56 |
Information Ratio 3 Years | -0.48 |
Information Ratio 5 Years | 0.03 |
Low 1 Year | 9.24 |
Maximum Loss 1 Year | -5.56 |
Maximum Loss 10 Years | -18.07 |
Maximum Loss 15 Years | -18.07 |
Maximum Loss 3 Years | -17.89 |
Maximum Loss 5 Years | -18.07 |
Performance Current Year | 1.56 |
Performance since Inception | 112.10 |
Risk adjusted Return 10 Years | -0.51 |
Risk adjusted Return 3 Years | -7.06 |
Risk adjusted Return 5 Years | -2.70 |
Risk adjusted Return Since Inception | -2.48 |
R-Squared (R²) 1 Year | 99.33 |
R-Squared (R²) 10 Years | 93.10 |
R-Squared (R²) 15 Years | 89.66 |
R-Squared (R²) 3 Years | 98.75 |
R-Squared (R²) 5 Years | 92.96 |
Sortino Ratio 1 Year | -0.75 |
Sortino Ratio 10 Years | -0.02 |
Sortino Ratio 15 Years | 0.72 |
Sortino Ratio 3 Years | -1.02 |
Sortino Ratio 5 Years | -0.39 |
Tracking Error 1 Year | 0.74 |
Tracking Error 10 Years | 1.41 |
Tracking Error 15 Years | 1.58 |
Tracking Error 3 Years | 0.96 |
Tracking Error 5 Years | 1.88 |
Trailing Performance 1 Month | 1.89 |
Trailing Performance 1 Week | 0.58 |
Trailing Performance 1 Year | 4.49 |
Trailing Performance 10 Years | 17.12 |
Trailing Performance 2 Years | 1.16 |
Trailing Performance 3 Months | 4.61 |
Trailing Performance 3 Years | -9.03 |
Trailing Performance 4 Years | -7.84 |
Trailing Performance 5 Years | 0.94 |
Trailing Performance 6 Months | 2.05 |
Trailing Return 1 Month | 0.87 |
Trailing Return 1 Year | 2.31 |
Trailing Return 10 Years | 1.40 |
Trailing Return 15 Years | 3.39 |
Trailing Return 2 Months | 2.64 |
Trailing Return 2 Years | 1.04 |
Trailing Return 3 Months | 0.02 |
Trailing Return 3 Years | -3.48 |
Trailing Return 4 Years | -2.02 |
Trailing Return 5 Years | -0.18 |
Trailing Return 6 Months | -0.35 |
Trailing Return 6 Years | 1.08 |
Trailing Return 7 Years | 0.84 |
Trailing Return 8 Years | 0.83 |
Trailing Return 9 Months | 6.19 |
Trailing Return 9 Years | 1.28 |
Trailing Return Since Inception | 2.82 |
Trailing Return YTD - Year to Date | -0.35 |
Treynor Ratio 1 Year | -4.46 |
Treynor Ratio 10 Years | -0.22 |
Treynor Ratio 15 Years | 2.19 |
Treynor Ratio 3 Years | -6.34 |
Treynor Ratio 5 Years | -2.13 |
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