Alpha 1 Year |
3.77 |
Alpha 3 Years |
1.51 |
Alpha 5 Years |
0.76 |
Average Gain 1 Year |
10.07 |
Average Gain 10 Years |
11.09 |
Average Gain 15 Years |
10.10 |
Average Gain 3 Years |
17.37 |
Average Gain 5 Years |
14.52 |
Average Loss 1 Year |
-8.79 |
Average Loss 10 Years |
-10.46 |
Average Loss 15 Years |
-9.97 |
Average Loss 3 Years |
-15.27 |
Average Loss 5 Years |
-13.08 |
Batting Average 1 Year |
100.00 |
Batting Average 3 Years |
66.67 |
Batting Average 5 Years |
58.33 |
Beta 1 Year |
1.00 |
Beta 3 Years |
1.00 |
Beta 5 Years |
1.00 |
Capture Ratio Down 1 Year |
97.12 |
Capture Ratio Down 3 Years |
99.04 |
Capture Ratio Down 5 Years |
99.38 |
Capture Ratio Up 1 Year |
102.77 |
Capture Ratio Up 3 Years |
100.50 |
Capture Ratio Up 5 Years |
100.25 |
Correlation 1 Year |
100.00 |
Correlation 3 Years |
99.98 |
Correlation 5 Years |
99.98 |
High 1 Year |
31.82 |
Information Ratio 1 Year |
9.94 |
Information Ratio 3 Years |
0.83 |
Information Ratio 5 Years |
0.52 |
Low 1 Year |
14.04 |
Maximum Loss 1 Year |
-51.28 |
Maximum Loss 10 Years |
-96.30 |
Maximum Loss 15 Years |
-99.18 |
Maximum Loss 3 Years |
-88.48 |
Maximum Loss 5 Years |
-88.48 |
Performance Current Year |
-33.88 |
Performance since Inception |
-99.79 |
R-Squared (R²) 1 Year |
100.00 |
R-Squared (R²) 3 Years |
99.96 |
R-Squared (R²) 5 Years |
99.97 |
Sortino Ratio 1 Year |
-0.83 |
Sortino Ratio 10 Years |
-0.52 |
Sortino Ratio 15 Years |
-0.59 |
Sortino Ratio 3 Years |
-0.13 |
Sortino Ratio 5 Years |
-0.34 |
Tracking Error 1 Year |
0.26 |
Tracking Error 3 Years |
1.44 |
Tracking Error 5 Years |
1.16 |
Trailing Performance 1 Month |
-22.57 |
Trailing Performance 1 Week |
-10.86 |
Trailing Performance 1 Year |
-52.48 |
Trailing Performance 10 Years |
-96.00 |
Trailing Performance 2 Years |
-88.14 |
Trailing Performance 3 Months |
-9.20 |
Trailing Performance 3 Years |
-76.35 |
Trailing Performance 4 Years |
-69.40 |
Trailing Performance 5 Years |
-81.68 |
Trailing Performance 6 Months |
-29.17 |
Trailing Return 1 Month |
-1.82 |
Trailing Return 1 Year |
-41.75 |
Trailing Return 10 Years |
-26.79 |
Trailing Return 15 Years |
-26.51 |
Trailing Return 2 Months |
19.55 |
Trailing Return 2 Years |
-51.45 |
Trailing Return 3 Months |
17.99 |
Trailing Return 3 Years |
-30.14 |
Trailing Return 4 Years |
-19.31 |
Trailing Return 5 Years |
-26.18 |
Trailing Return 6 Months |
-14.60 |
Trailing Return 6 Years |
-24.63 |
Trailing Return 7 Years |
-23.02 |
Trailing Return 8 Years |
-22.84 |
Trailing Return 9 Months |
-36.16 |
Trailing Return 9 Years |
-24.47 |
Trailing Return Since Inception |
-29.12 |
Trailing Return YTD - Year to Date |
-14.60 |
Treynor Ratio 1 Year |
-34.27 |
Treynor Ratio 3 Years |
-28.33 |
Treynor Ratio 5 Years |
-29.05 |