Alpha 1 Year | -0.28 |
Alpha 10 Years | -0.40 |
Alpha 15 Years | -1.07 |
Alpha 20 Years | 1.02 |
Alpha 3 Years | -0.68 |
Alpha 5 Years | 0.04 |
Average Gain 1 Year | 4.89 |
Average Gain 10 Years | 3.87 |
Average Gain 15 Years | 4.00 |
Average Gain 20 Years | 4.12 |
Average Gain 3 Years | 4.96 |
Average Gain 5 Years | 5.22 |
Average Loss 1 Year | -4.15 |
Average Loss 10 Years | -4.19 |
Average Loss 15 Years | -4.13 |
Average Loss 20 Years | -4.32 |
Average Loss 3 Years | -5.00 |
Average Loss 5 Years | -4.79 |
Batting Average 1 Year | 58.33 |
Batting Average 10 Years | 54.17 |
Batting Average 15 Years | 51.11 |
Batting Average 20 Years | 52.92 |
Batting Average 3 Years | 44.44 |
Batting Average 5 Years | 51.67 |
Beta 1 Year | 1.00 |
Beta 10 Years | 1.02 |
Beta 15 Years | 1.03 |
Beta 20 Years | 1.02 |
Beta 3 Years | 1.03 |
Beta 5 Years | 1.04 |
Capture Ratio Down 1 Year | 102.80 |
Capture Ratio Down 10 Years | 100.53 |
Capture Ratio Down 15 Years | 104.52 |
Capture Ratio Down 20 Years | 101.09 |
Capture Ratio Down 3 Years | 103.09 |
Capture Ratio Down 5 Years | 105.40 |
Capture Ratio Up 1 Year | 103.60 |
Capture Ratio Up 10 Years | 99.16 |
Capture Ratio Up 15 Years | 100.04 |
Capture Ratio Up 20 Years | 104.12 |
Capture Ratio Up 3 Years | 97.99 |
Capture Ratio Up 5 Years | 103.95 |
Correlation 1 Year | 98.74 |
Correlation 10 Years | 98.65 |
Correlation 15 Years | 98.22 |
Correlation 20 Years | 97.00 |
Correlation 3 Years | 98.72 |
Correlation 5 Years | 98.86 |
High 1 Year | 28.30 |
Information Ratio 1 Year | 0.18 |
Information Ratio 10 Years | -0.12 |
Information Ratio 15 Years | -0.25 |
Information Ratio 20 Years | 0.23 |
Information Ratio 3 Years | -0.44 |
Information Ratio 5 Years | -0.02 |
Low 1 Year | 20.61 |
Maximum Loss 1 Year | -14.44 |
Maximum Loss 10 Years | -36.06 |
Maximum Loss 15 Years | -36.06 |
Maximum Loss 20 Years | -52.14 |
Maximum Loss 3 Years | -36.06 |
Maximum Loss 5 Years | -36.06 |
Performance Current Year | 10.41 |
Performance since Inception | 5,281.66 |
Risk adjusted Return 10 Years | 4.71 |
Risk adjusted Return 3 Years | -8.44 |
Risk adjusted Return 5 Years | 2.20 |
Risk adjusted Return Since Inception | 1.32 |
R-Squared (R²) 1 Year | 97.49 |
R-Squared (R²) 10 Years | 97.33 |
R-Squared (R²) 15 Years | 96.48 |
R-Squared (R²) 20 Years | 94.09 |
R-Squared (R²) 3 Years | 97.46 |
R-Squared (R²) 5 Years | 97.73 |
Sortino Ratio 1 Year | 1.42 |
Sortino Ratio 10 Years | 0.84 |
Sortino Ratio 15 Years | 1.13 |
Sortino Ratio 20 Years | 0.87 |
Sortino Ratio 3 Years | 0.00 |
Sortino Ratio 5 Years | 0.76 |
Tracking Error 1 Year | 3.36 |
Tracking Error 10 Years | 3.10 |
Tracking Error 15 Years | 3.48 |
Tracking Error 20 Years | 4.60 |
Tracking Error 3 Years | 3.44 |
Tracking Error 5 Years | 3.62 |
Trailing Performance 1 Month | -0.33 |
Trailing Performance 1 Week | 1.45 |
Trailing Performance 1 Year | 12.96 |
Trailing Performance 10 Years | 172.54 |
Trailing Performance 2 Years | 26.56 |
Trailing Performance 3 Months | 3.41 |
Trailing Performance 3 Years | -5.08 |
Trailing Performance 4 Years | 34.04 |
Trailing Performance 5 Years | 57.40 |
Trailing Performance 6 Months | 10.19 |
Trailing Return 1 Month | -0.33 |
Trailing Return 1 Year | 12.96 |
Trailing Return 10 Years | 10.55 |
Trailing Return 15 Years | 12.55 |
Trailing Return 2 Months | 2.14 |
Trailing Return 2 Years | 12.50 |
Trailing Return 20 Years | 11.65 |
Trailing Return 3 Months | 3.41 |
Trailing Return 3 Years | -1.72 |
Trailing Return 4 Years | 7.60 |
Trailing Return 5 Years | 9.50 |
Trailing Return 6 Months | 10.19 |
Trailing Return 6 Years | 10.72 |
Trailing Return 7 Years | 11.43 |
Trailing Return 8 Years | 11.34 |
Trailing Return 9 Months | 32.03 |
Trailing Return 9 Years | 9.82 |
Trailing Return Since Inception | 9.76 |
Trailing Return YTD - Year to Date | 10.41 |
Treynor Ratio 1 Year | 15.90 |
Treynor Ratio 10 Years | 8.60 |
Treynor Ratio 15 Years | 11.52 |
Treynor Ratio 20 Years | 9.54 |
Treynor Ratio 3 Years | -2.51 |
Treynor Ratio 5 Years | 8.67 |
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