Alpha 1 Year |
0.11 |
Alpha 3 Years |
-0.11 |
Alpha 5 Years |
-0.14 |
Average Gain 1 Year |
3.84 |
Average Gain 3 Years |
3.75 |
Average Gain 5 Years |
4.09 |
Average Loss 1 Year |
-1.33 |
Average Loss 3 Years |
-2.13 |
Average Loss 5 Years |
-2.54 |
Batting Average 1 Year |
8.33 |
Batting Average 3 Years |
8.33 |
Batting Average 5 Years |
8.33 |
Beta 1 Year |
0.98 |
Beta 3 Years |
1.00 |
Beta 5 Years |
1.00 |
Capture Ratio Down 1 Year |
90.23 |
Capture Ratio Down 3 Years |
100.48 |
Capture Ratio Down 5 Years |
100.72 |
Capture Ratio Up 1 Year |
96.90 |
Capture Ratio Up 3 Years |
99.75 |
Capture Ratio Up 5 Years |
99.86 |
Correlation 1 Year |
99.59 |
Correlation 3 Years |
99.76 |
Correlation 5 Years |
99.85 |
High 1 Year |
48.12 |
Information Ratio 1 Year |
-0.10 |
Information Ratio 3 Years |
-0.14 |
Information Ratio 5 Years |
-0.20 |
Low 1 Year |
36.08 |
Maximum Loss 1 Year |
-5.10 |
Maximum Loss 3 Years |
-15.66 |
Maximum Loss 5 Years |
-16.88 |
Performance Current Year |
15.87 |
Performance since Inception |
86.79 |
R-Squared (R²) 1 Year |
99.18 |
R-Squared (R²) 3 Years |
99.53 |
R-Squared (R²) 5 Years |
99.70 |
Sortino Ratio 1 Year |
2.32 |
Sortino Ratio 3 Years |
0.58 |
Sortino Ratio 5 Years |
1.34 |
Tracking Error 1 Year |
1.15 |
Tracking Error 3 Years |
0.92 |
Tracking Error 5 Years |
0.80 |
Trailing Performance 1 Month |
2.58 |
Trailing Performance 1 Week |
-0.07 |
Trailing Performance 1 Year |
22.23 |
Trailing Performance 2 Years |
36.10 |
Trailing Performance 3 Months |
2.44 |
Trailing Performance 3 Years |
30.26 |
Trailing Performance 4 Years |
21.92 |
Trailing Performance 5 Years |
67.32 |
Trailing Performance 6 Months |
18.17 |
Trailing Return 1 Month |
-0.75 |
Trailing Return 1 Year |
21.77 |
Trailing Return 2 Months |
1.02 |
Trailing Return 2 Years |
13.15 |
Trailing Return 3 Months |
5.24 |
Trailing Return 3 Years |
9.62 |
Trailing Return 4 Years |
7.01 |
Trailing Return 5 Years |
10.44 |
Trailing Return 6 Months |
12.96 |
Trailing Return 6 Years |
10.77 |
Trailing Return 9 Months |
24.52 |
Trailing Return Since Inception |
10.48 |
Trailing Return YTD - Year to Date |
12.96 |
Treynor Ratio 1 Year |
14.07 |
Treynor Ratio 3 Years |
3.92 |
Treynor Ratio 5 Years |
10.22 |