Alpha 1 Year | 5.26 |
Alpha 3 Years | -10.39 |
Alpha 5 Years | -12.33 |
Average Gain 1 Year | 7.56 |
Average Gain 10 Years | 4.75 |
Average Gain 3 Years | 6.92 |
Average Gain 5 Years | 6.28 |
Average Loss 1 Year | -3.70 |
Average Loss 10 Years | -4.75 |
Average Loss 3 Years | -7.17 |
Average Loss 5 Years | -6.52 |
Batting Average 1 Year | 50.00 |
Batting Average 10 Years | 40.00 |
Batting Average 3 Years | 38.89 |
Batting Average 5 Years | 40.00 |
Beta 1 Year | 1.62 |
Beta 3 Years | 1.31 |
Beta 5 Years | 1.15 |
Capture Ratio Down 1 Year | 140.28 |
Capture Ratio Down 10 Years | 129.02 |
Capture Ratio Down 3 Years | 142.61 |
Capture Ratio Down 5 Years | 131.66 |
Capture Ratio Up 1 Year | 154.79 |
Capture Ratio Up 10 Years | 83.84 |
Capture Ratio Up 3 Years | 87.57 |
Capture Ratio Up 5 Years | 80.62 |
Correlation 1 Year | 84.48 |
Correlation 3 Years | 74.55 |
Correlation 5 Years | 75.24 |
High 1 Year | 22.52 |
Information Ratio 1 Year | 0.86 |
Information Ratio 10 Years | -0.70 |
Information Ratio 3 Years | -0.67 |
Information Ratio 5 Years | -0.74 |
Low 1 Year | 13.65 |
Maximum Loss 1 Year | -9.94 |
Maximum Loss 10 Years | -52.82 |
Maximum Loss 3 Years | -52.56 |
Maximum Loss 5 Years | -52.82 |
Performance Current Year | 22.85 |
Performance since Inception | 146.97 |
Risk adjusted Return 10 Years | -3.10 |
Risk adjusted Return 3 Years | -15.54 |
Risk adjusted Return 5 Years | -7.98 |
Risk adjusted Return Since Inception | -7.05 |
R-Squared (R²) 1 Year | 71.36 |
R-Squared (R²) 3 Years | 55.58 |
R-Squared (R²) 5 Years | 56.61 |
Sortino Ratio 1 Year | 3.60 |
Sortino Ratio 3 Years | -0.03 |
Sortino Ratio 5 Years | 0.21 |
Tracking Error 1 Year | 18.25 |
Tracking Error 10 Years | 13.79 |
Tracking Error 3 Years | 20.83 |
Tracking Error 5 Years | 18.52 |
Trailing Performance 1 Month | -0.79 |
Trailing Performance 1 Week | 3.36 |
Trailing Performance 1 Year | 37.92 |
Trailing Performance 10 Years | 40.56 |
Trailing Performance 2 Years | 57.33 |
Trailing Performance 3 Months | 4.02 |
Trailing Performance 3 Years | -12.48 |
Trailing Performance 4 Years | 3.46 |
Trailing Performance 5 Years | 6.31 |
Trailing Performance 6 Months | 20.34 |
Trailing Return 1 Month | -0.79 |
Trailing Return 1 Year | 37.92 |
Trailing Return 10 Years | 3.46 |
Trailing Return 2 Months | 1.24 |
Trailing Return 2 Years | 25.43 |
Trailing Return 3 Months | 4.02 |
Trailing Return 3 Years | -4.35 |
Trailing Return 4 Years | 0.85 |
Trailing Return 5 Years | 1.23 |
Trailing Return 6 Months | 20.34 |
Trailing Return 6 Years | 1.81 |
Trailing Return 7 Years | 4.34 |
Trailing Return 8 Years | 5.49 |
Trailing Return 9 Months | 53.14 |
Trailing Return 9 Years | 3.64 |
Trailing Return Since Inception | 3.38 |
Trailing Return YTD - Year to Date | 22.85 |
Treynor Ratio 1 Year | 26.80 |
Treynor Ratio 3 Years | -4.09 |
Treynor Ratio 5 Years | 0.06 |
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