Alpha 1 Year |
-0.62 |
Alpha 10 Years |
-0.32 |
Alpha 3 Years |
-0.22 |
Alpha 5 Years |
-0.53 |
Average Gain 1 Year |
10.28 |
Average Gain 10 Years |
9.82 |
Average Gain 3 Years |
8.70 |
Average Gain 5 Years |
10.54 |
Average Loss 1 Year |
-6.50 |
Average Loss 10 Years |
-7.44 |
Average Loss 3 Years |
-7.50 |
Average Loss 5 Years |
-7.70 |
Batting Average 1 Year |
41.67 |
Batting Average 10 Years |
44.17 |
Batting Average 3 Years |
47.22 |
Batting Average 5 Years |
43.33 |
Beta 1 Year |
1.01 |
Beta 10 Years |
1.00 |
Beta 3 Years |
1.00 |
Beta 5 Years |
1.00 |
Capture Ratio Down 1 Year |
101.76 |
Capture Ratio Down 10 Years |
100.60 |
Capture Ratio Down 3 Years |
100.61 |
Capture Ratio Down 5 Years |
100.58 |
Capture Ratio Up 1 Year |
99.95 |
Capture Ratio Up 10 Years |
99.92 |
Capture Ratio Up 3 Years |
99.70 |
Capture Ratio Up 5 Years |
99.59 |
Correlation 1 Year |
99.97 |
Correlation 10 Years |
99.97 |
Correlation 3 Years |
99.98 |
Correlation 5 Years |
99.97 |
High 1 Year |
46.91 |
Information Ratio 1 Year |
-1.07 |
Information Ratio 10 Years |
-0.36 |
Information Ratio 3 Years |
-0.64 |
Information Ratio 5 Years |
-0.59 |
Low 1 Year |
30.75 |
Maximum Loss 1 Year |
-16.89 |
Maximum Loss 10 Years |
-54.82 |
Maximum Loss 3 Years |
-37.67 |
Maximum Loss 5 Years |
-50.08 |
Performance Current Year |
16.21 |
Performance since Inception |
-39.60 |
Risk adjusted Return 10 Years |
-11.71 |
Risk adjusted Return 3 Years |
-18.35 |
Risk adjusted Return 5 Years |
-7.17 |
Risk adjusted Return Since Inception |
-11.67 |
R-Squared (R²) 1 Year |
99.95 |
R-Squared (R²) 10 Years |
99.94 |
R-Squared (R²) 3 Years |
99.96 |
R-Squared (R²) 5 Years |
99.95 |
Sortino Ratio 1 Year |
1.16 |
Sortino Ratio 10 Years |
0.44 |
Sortino Ratio 3 Years |
-0.09 |
Sortino Ratio 5 Years |
0.66 |
Tracking Error 1 Year |
0.84 |
Tracking Error 10 Years |
1.00 |
Tracking Error 3 Years |
0.69 |
Tracking Error 5 Years |
0.94 |
Trailing Performance 1 Month |
4.58 |
Trailing Performance 1 Week |
-3.82 |
Trailing Performance 1 Year |
21.85 |
Trailing Performance 10 Years |
15.63 |
Trailing Performance 2 Years |
35.82 |
Trailing Performance 3 Months |
4.68 |
Trailing Performance 3 Years |
2.15 |
Trailing Performance 4 Years |
-24.77 |
Trailing Performance 5 Years |
20.95 |
Trailing Performance 6 Months |
29.75 |
Trailing Return 1 Month |
-6.47 |
Trailing Return 1 Year |
20.16 |
Trailing Return 10 Years |
1.29 |
Trailing Return 2 Months |
3.95 |
Trailing Return 2 Years |
15.55 |
Trailing Return 3 Months |
9.94 |
Trailing Return 3 Years |
-2.11 |
Trailing Return 4 Years |
-2.69 |
Trailing Return 5 Years |
4.93 |
Trailing Return 6 Months |
11.12 |
Trailing Return 6 Years |
5.41 |
Trailing Return 7 Years |
4.27 |
Trailing Return 8 Years |
1.28 |
Trailing Return 9 Months |
32.26 |
Trailing Return 9 Years |
7.85 |
Trailing Return Since Inception |
-3.68 |
Trailing Return YTD - Year to Date |
11.12 |
Treynor Ratio 1 Year |
17.78 |
Treynor Ratio 10 Years |
2.74 |
Treynor Ratio 3 Years |
-8.24 |
Treynor Ratio 5 Years |
7.87 |