Alpha 1 Year |
-0.97 |
Alpha 10 Years |
-1.06 |
Alpha 15 Years |
-1.07 |
Alpha 3 Years |
-1.21 |
Alpha 5 Years |
-1.04 |
Average Gain 1 Year |
3.36 |
Average Gain 10 Years |
4.52 |
Average Gain 15 Years |
4.07 |
Average Gain 3 Years |
5.12 |
Average Gain 5 Years |
5.55 |
Average Loss 1 Year |
-3.32 |
Average Loss 10 Years |
-5.38 |
Average Loss 15 Years |
-5.05 |
Average Loss 3 Years |
-3.62 |
Average Loss 5 Years |
-5.19 |
Batting Average 1 Year |
0.00 |
Batting Average 10 Years |
20.00 |
Batting Average 15 Years |
24.44 |
Batting Average 3 Years |
2.78 |
Batting Average 5 Years |
6.67 |
Beta 1 Year |
0.99 |
Beta 10 Years |
1.00 |
Beta 15 Years |
1.00 |
Beta 3 Years |
1.00 |
Beta 5 Years |
1.00 |
Capture Ratio Down 1 Year |
101.69 |
Capture Ratio Down 10 Years |
100.95 |
Capture Ratio Down 15 Years |
101.38 |
Capture Ratio Down 3 Years |
102.59 |
Capture Ratio Down 5 Years |
101.34 |
Capture Ratio Up 1 Year |
97.02 |
Capture Ratio Up 10 Years |
97.38 |
Capture Ratio Up 15 Years |
97.38 |
Capture Ratio Up 3 Years |
97.88 |
Capture Ratio Up 5 Years |
98.11 |
Correlation 1 Year |
100.00 |
Correlation 10 Years |
99.96 |
Correlation 15 Years |
99.87 |
Correlation 3 Years |
100.00 |
Correlation 5 Years |
100.00 |
High 1 Year |
22.87 |
Information Ratio 1 Year |
-9.48 |
Information Ratio 10 Years |
-1.51 |
Information Ratio 15 Years |
-1.03 |
Information Ratio 3 Years |
-7.06 |
Information Ratio 5 Years |
-5.34 |
Low 1 Year |
19.36 |
Maximum Loss 1 Year |
-10.91 |
Maximum Loss 10 Years |
-74.96 |
Maximum Loss 15 Years |
-78.34 |
Maximum Loss 3 Years |
-25.22 |
Maximum Loss 5 Years |
-47.84 |
Performance Current Year |
6.06 |
Performance since Inception |
-56.58 |
Risk adjusted Return 10 Years |
-10.79 |
Risk adjusted Return 3 Years |
5.05 |
Risk adjusted Return 5 Years |
-2.04 |
Risk adjusted Return Since Inception |
-4.99 |
R-Squared (R²) 1 Year |
100.00 |
R-Squared (R²) 10 Years |
99.92 |
R-Squared (R²) 15 Years |
99.75 |
R-Squared (R²) 3 Years |
99.99 |
R-Squared (R²) 5 Years |
99.99 |
Sortino Ratio 1 Year |
1.49 |
Sortino Ratio 10 Years |
-0.18 |
Sortino Ratio 15 Years |
-0.05 |
Sortino Ratio 3 Years |
0.88 |
Sortino Ratio 5 Years |
0.47 |
Tracking Error 1 Year |
0.12 |
Tracking Error 10 Years |
0.66 |
Tracking Error 15 Years |
1.04 |
Tracking Error 3 Years |
0.19 |
Tracking Error 5 Years |
0.21 |
Trailing Performance 1 Month |
-4.01 |
Trailing Performance 1 Week |
-1.09 |
Trailing Performance 1 Year |
-0.78 |
Trailing Performance 10 Years |
-34.47 |
Trailing Performance 2 Years |
-6.23 |
Trailing Performance 3 Months |
-6.17 |
Trailing Performance 3 Years |
31.82 |
Trailing Performance 4 Years |
97.98 |
Trailing Performance 5 Years |
37.79 |
Trailing Performance 6 Months |
0.53 |
Trailing Return 1 Month |
1.32 |
Trailing Return 1 Year |
13.83 |
Trailing Return 10 Years |
-4.13 |
Trailing Return 15 Years |
-1.97 |
Trailing Return 2 Months |
-0.64 |
Trailing Return 2 Years |
-1.88 |
Trailing Return 3 Months |
0.40 |
Trailing Return 3 Years |
11.34 |
Trailing Return 4 Years |
21.07 |
Trailing Return 5 Years |
7.14 |
Trailing Return 6 Months |
10.50 |
Trailing Return 6 Years |
3.62 |
Trailing Return 7 Years |
6.85 |
Trailing Return 8 Years |
4.57 |
Trailing Return 9 Months |
-1.56 |
Trailing Return 9 Years |
0.52 |
Trailing Return Since Inception |
-4.32 |
Trailing Return YTD - Year to Date |
10.50 |
Treynor Ratio 1 Year |
11.63 |
Treynor Ratio 10 Years |
-5.66 |
Treynor Ratio 15 Years |
-3.09 |
Treynor Ratio 3 Years |
9.11 |
Treynor Ratio 5 Years |
5.54 |