Alpha 1 Year | 10.32 |
Alpha 10 Years | -0.02 |
Alpha 3 Years | 5.64 |
Alpha 5 Years | 6.53 |
Average Gain 1 Year | 6.84 |
Average Gain 10 Years | 5.44 |
Average Gain 3 Years | 6.88 |
Average Gain 5 Years | 6.76 |
Average Loss 1 Year | -3.61 |
Average Loss 10 Years | -5.39 |
Average Loss 3 Years | -4.28 |
Average Loss 5 Years | -5.89 |
Batting Average 1 Year | 58.33 |
Batting Average 10 Years | 56.67 |
Batting Average 3 Years | 63.89 |
Batting Average 5 Years | 65.00 |
Beta 1 Year | 0.90 |
Beta 10 Years | 1.14 |
Beta 3 Years | 0.98 |
Beta 5 Years | 1.12 |
Capture Ratio Down 1 Year | 75.59 |
Capture Ratio Down 10 Years | 109.91 |
Capture Ratio Down 3 Years | 84.18 |
Capture Ratio Down 5 Years | 99.54 |
Capture Ratio Up 1 Year | 100.04 |
Capture Ratio Up 10 Years | 108.67 |
Capture Ratio Up 3 Years | 104.88 |
Capture Ratio Up 5 Years | 116.35 |
Correlation 1 Year | 96.10 |
Correlation 10 Years | 95.13 |
Correlation 3 Years | 94.20 |
Correlation 5 Years | 96.12 |
High 1 Year | 61.30 |
Information Ratio 1 Year | 1.32 |
Information Ratio 10 Years | 0.01 |
Information Ratio 3 Years | 0.96 |
Information Ratio 5 Years | 0.79 |
Low 1 Year | 45.86 |
Maximum Loss 1 Year | -13.67 |
Maximum Loss 10 Years | -47.16 |
Maximum Loss 3 Years | -19.77 |
Maximum Loss 5 Years | -39.67 |
Performance Current Year | 15.27 |
Performance since Inception | 295.73 |
Risk adjusted Return 10 Years | -1.50 |
Risk adjusted Return 3 Years | -2.82 |
Risk adjusted Return 5 Years | 3.64 |
Risk adjusted Return Since Inception | -0.22 |
R-Squared (R²) 1 Year | 92.35 |
R-Squared (R²) 10 Years | 90.50 |
R-Squared (R²) 3 Years | 88.74 |
R-Squared (R²) 5 Years | 92.38 |
Sortino Ratio 1 Year | 2.37 |
Sortino Ratio 10 Years | 0.50 |
Sortino Ratio 3 Years | 0.32 |
Sortino Ratio 5 Years | 0.91 |
Tracking Error 1 Year | 6.39 |
Tracking Error 10 Years | 8.20 |
Tracking Error 3 Years | 7.27 |
Tracking Error 5 Years | 8.48 |
Trailing Performance 1 Month | 6.81 |
Trailing Performance 1 Week | 1.31 |
Trailing Performance 1 Year | 18.65 |
Trailing Performance 10 Years | 102.56 |
Trailing Performance 2 Years | 41.29 |
Trailing Performance 3 Months | 9.72 |
Trailing Performance 3 Years | 34.11 |
Trailing Performance 4 Years | 146.84 |
Trailing Performance 5 Years | 102.89 |
Trailing Performance 6 Months | 14.01 |
Trailing Return 1 Month | -1.21 |
Trailing Return 1 Year | 19.31 |
Trailing Return 10 Years | 6.31 |
Trailing Return 2 Months | 2.72 |
Trailing Return 2 Years | 21.30 |
Trailing Return 3 Months | -2.58 |
Trailing Return 3 Years | 6.48 |
Trailing Return 4 Years | 25.01 |
Trailing Return 5 Years | 13.79 |
Trailing Return 6 Months | 7.91 |
Trailing Return 6 Years | 9.04 |
Trailing Return 7 Years | 10.33 |
Trailing Return 8 Years | 10.77 |
Trailing Return 9 Months | 21.47 |
Trailing Return 9 Years | 7.49 |
Trailing Return Since Inception | 10.12 |
Trailing Return YTD - Year to Date | 7.91 |
Treynor Ratio 1 Year | 30.34 |
Treynor Ratio 10 Years | 4.69 |
Treynor Ratio 3 Years | 2.17 |
Treynor Ratio 5 Years | 12.30 |
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