Alpha 1 Year |
-68.02 |
Alpha 10 Years |
-17.74 |
Alpha 15 Years |
-22.36 |
Alpha 3 Years |
-18.28 |
Alpha 5 Years |
-19.12 |
Average Gain 1 Year |
7.87 |
Average Gain 10 Years |
9.81 |
Average Gain 15 Years |
11.30 |
Average Gain 3 Years |
10.76 |
Average Gain 5 Years |
12.07 |
Average Loss 1 Year |
-13.92 |
Average Loss 10 Years |
-12.60 |
Average Loss 15 Years |
-15.05 |
Average Loss 3 Years |
-13.96 |
Average Loss 5 Years |
-15.60 |
Batting Average 1 Year |
50.00 |
Batting Average 10 Years |
51.67 |
Batting Average 15 Years |
50.56 |
Batting Average 3 Years |
47.22 |
Batting Average 5 Years |
46.67 |
Beta 1 Year |
-3.09 |
Beta 10 Years |
-1.38 |
Beta 15 Years |
-1.94 |
Beta 3 Years |
-0.77 |
Beta 5 Years |
-1.56 |
Capture Ratio Down 1 Year |
-142.64 |
Capture Ratio Down 10 Years |
-79.70 |
Capture Ratio Down 15 Years |
-142.56 |
Capture Ratio Down 3 Years |
-5.93 |
Capture Ratio Down 5 Years |
-99.84 |
Capture Ratio Up 1 Year |
-703.31 |
Capture Ratio Up 10 Years |
-217.65 |
Capture Ratio Up 15 Years |
-316.24 |
Capture Ratio Up 3 Years |
-130.29 |
Capture Ratio Up 5 Years |
-233.24 |
Correlation 1 Year |
-49.73 |
Correlation 10 Years |
-39.68 |
Correlation 15 Years |
-49.76 |
Correlation 3 Years |
-23.15 |
Correlation 5 Years |
-42.49 |
High 1 Year |
24.31 |
Information Ratio 1 Year |
-0.61 |
Information Ratio 10 Years |
-0.40 |
Information Ratio 15 Years |
-0.47 |
Information Ratio 3 Years |
-0.50 |
Information Ratio 5 Years |
-0.64 |
Low 1 Year |
9.61 |
Maximum Loss 1 Year |
-49.60 |
Maximum Loss 10 Years |
-95.82 |
Maximum Loss 15 Years |
-99.64 |
Maximum Loss 3 Years |
-72.74 |
Maximum Loss 5 Years |
-92.60 |
Performance Current Year |
-37.47 |
Performance since Inception |
-99.89 |
R-Squared (R²) 1 Year |
24.73 |
R-Squared (R²) 10 Years |
15.74 |
R-Squared (R²) 15 Years |
24.76 |
R-Squared (R²) 3 Years |
5.36 |
R-Squared (R²) 5 Years |
18.05 |
Sortino Ratio 1 Year |
-0.96 |
Sortino Ratio 10 Years |
-0.40 |
Sortino Ratio 15 Years |
-0.48 |
Sortino Ratio 3 Years |
-0.49 |
Sortino Ratio 5 Years |
-0.60 |
Tracking Error 1 Year |
51.76 |
Tracking Error 10 Years |
56.70 |
Tracking Error 15 Years |
65.03 |
Tracking Error 3 Years |
57.17 |
Tracking Error 5 Years |
67.19 |
Trailing Performance 1 Month |
-11.76 |
Trailing Performance 1 Week |
5.64 |
Trailing Performance 1 Year |
-40.53 |
Trailing Performance 10 Years |
-93.44 |
Trailing Performance 2 Years |
-71.37 |
Trailing Performance 3 Months |
2.94 |
Trailing Performance 3 Years |
-55.01 |
Trailing Performance 4 Years |
-64.12 |
Trailing Performance 5 Years |
-88.65 |
Trailing Performance 6 Months |
-37.82 |
Trailing Return 1 Month |
-0.70 |
Trailing Return 1 Year |
-35.90 |
Trailing Return 10 Years |
-23.59 |
Trailing Return 15 Years |
-31.05 |
Trailing Return 2 Months |
1.11 |
Trailing Return 2 Years |
-46.51 |
Trailing Return 3 Months |
4.97 |
Trailing Return 3 Years |
-25.14 |
Trailing Return 4 Years |
-20.06 |
Trailing Return 5 Years |
-36.09 |
Trailing Return 6 Months |
-43.57 |
Trailing Return 6 Years |
-36.07 |
Trailing Return 7 Years |
-28.76 |
Trailing Return 8 Years |
-25.65 |
Trailing Return 9 Months |
-30.56 |
Trailing Return 9 Years |
-29.08 |
Trailing Return Since Inception |
-34.99 |
Trailing Return YTD - Year to Date |
-37.46 |
Treynor Ratio 1 Year |
13.42 |
Treynor Ratio 10 Years |
18.26 |
Treynor Ratio 15 Years |
16.56 |
Treynor Ratio 3 Years |
37.54 |
Treynor Ratio 5 Years |
24.72 |