Alpha 1 Year | 2.34 |
Alpha 3 Years | 1.45 |
Alpha 5 Years | 1.42 |
Average Gain 1 Year | 2.97 |
Average Gain 3 Years | 2.85 |
Average Gain 5 Years | 2.64 |
Average Loss 1 Year | -1.97 |
Average Loss 3 Years | -2.82 |
Average Loss 5 Years | -2.72 |
Batting Average 1 Year | 66.67 |
Batting Average 3 Years | 58.33 |
Batting Average 5 Years | 56.67 |
Beta 1 Year | 0.88 |
Beta 3 Years | 0.92 |
Beta 5 Years | 0.95 |
Capture Ratio Down 1 Year | 80.45 |
Capture Ratio Down 3 Years | 88.38 |
Capture Ratio Down 5 Years | 91.84 |
Capture Ratio Up 1 Year | 97.30 |
Capture Ratio Up 3 Years | 98.27 |
Capture Ratio Up 5 Years | 100.26 |
Correlation 1 Year | 99.81 |
Correlation 3 Years | 99.44 |
Correlation 5 Years | 99.32 |
High 1 Year | 52.38 |
Information Ratio 1 Year | 1.34 |
Information Ratio 3 Years | 1.16 |
Information Ratio 5 Years | 0.87 |
Low 1 Year | 44.30 |
Maximum Loss 1 Year | -6.81 |
Maximum Loss 3 Years | -20.25 |
Maximum Loss 5 Years | -20.25 |
Performance Current Year | 6.33 |
Performance since Inception | 160.17 |
Risk adjusted Return 3 Years | -2.94 |
Risk adjusted Return 5 Years | 3.10 |
Risk adjusted Return Since Inception | 0.68 |
R-Squared (R²) 1 Year | 99.62 |
R-Squared (R²) 3 Years | 98.88 |
R-Squared (R²) 5 Years | 98.65 |
Sortino Ratio 1 Year | 1.26 |
Sortino Ratio 3 Years | -0.12 |
Sortino Ratio 5 Years | 0.64 |
Tracking Error 1 Year | 1.55 |
Tracking Error 3 Years | 1.59 |
Tracking Error 5 Years | 1.50 |
Trailing Performance 1 Month | 1.09 |
Trailing Performance 1 Week | -0.53 |
Trailing Performance 1 Year | 10.30 |
Trailing Performance 10 Years | 83.52 |
Trailing Performance 2 Years | 16.08 |
Trailing Performance 3 Months | 5.25 |
Trailing Performance 3 Years | 5.19 |
Trailing Performance 4 Years | 25.71 |
Trailing Performance 5 Years | 35.61 |
Trailing Performance 6 Months | 5.95 |
Trailing Return 1 Month | 1.18 |
Trailing Return 1 Year | 11.10 |
Trailing Return 2 Months | 4.09 |
Trailing Return 2 Years | 9.84 |
Trailing Return 3 Months | 1.26 |
Trailing Return 3 Years | 1.62 |
Trailing Return 4 Years | 6.55 |
Trailing Return 5 Years | 6.23 |
Trailing Return 6 Months | 5.16 |
Trailing Return 6 Years | 6.31 |
Trailing Return 7 Years | 6.51 |
Trailing Return 8 Years | 7.18 |
Trailing Return 9 Months | 14.52 |
Trailing Return 9 Years | 6.47 |
Trailing Return Since Inception | 6.47 |
Trailing Return YTD - Year to Date | 5.16 |
Treynor Ratio 1 Year | 8.52 |
Treynor Ratio 3 Years | -1.85 |
Treynor Ratio 5 Years | 4.89 |
ncG1vNJzZmilkae4psDSZ5muq5mjsrS%2FyKeqopyVp3uku8xona6mlKh8t63NoKyaqpRiwaK%2Bxp6rZqqVqbazsYxrZ2ttXam%2Ftr%2FTZqqepJWYwW7B0nJpa2hkmoJxgpg%3D