Alpha 1 Year | -2.58 |
Alpha 3 Years | -1.18 |
Alpha 5 Years | -0.06 |
Average Gain 1 Year | 0.24 |
Average Gain 3 Years | 0.18 |
Average Gain 5 Years | 0.18 |
Batting Average 1 Year | 0.00 |
Batting Average 3 Years | 36.11 |
Batting Average 5 Years | 60.00 |
Beta 1 Year | 0.12 |
Beta 3 Years | 0.12 |
Beta 5 Years | 0.98 |
Capture Ratio Down 1 Year | 0.00 |
Capture Ratio Down 3 Years | -2,750.19 |
Capture Ratio Down 5 Years | -2,462.69 |
Capture Ratio Up 1 Year | 53.86 |
Capture Ratio Up 3 Years | 68.25 |
Capture Ratio Up 5 Years | 94.27 |
Correlation 1 Year | 29.30 |
Correlation 3 Years | 3.64 |
Correlation 5 Years | 32.70 |
Information Ratio 1 Year | -36.68 |
Information Ratio 3 Years | -1.90 |
Information Ratio 5 Years | -0.12 |
Performance Current Year | 1.45 |
Performance since Inception | 27.50 |
R-Squared (R²) 1 Year | 8.59 |
R-Squared (R²) 3 Years | 0.13 |
R-Squared (R²) 5 Years | 10.70 |
Sortino Ratio 1 Year | -3.46 |
Sortino Ratio 3 Years | -2.20 |
Sortino Ratio 5 Years | -0.40 |
Tracking Error 1 Year | 0.07 |
Tracking Error 3 Years | 0.48 |
Tracking Error 5 Years | 0.50 |
Trailing Performance 1 Month | 0.48 |
Trailing Performance 1 Week | 0.24 |
Trailing Performance 1 Year | 2.91 |
Trailing Performance 10 Years | 21.85 |
Trailing Performance 2 Years | 5.29 |
Trailing Performance 3 Months | 0.97 |
Trailing Performance 3 Years | 6.68 |
Trailing Performance 4 Years | 8.51 |
Trailing Performance 5 Years | 11.42 |
Trailing Performance 6 Months | 1.70 |
Trailing Return 1 Month | 0.24 |
Trailing Return 1 Year | 2.91 |
Trailing Return 2 Months | 0.48 |
Trailing Return 2 Years | 2.61 |
Trailing Return 3 Months | 0.72 |
Trailing Return 3 Years | 2.18 |
Trailing Return 4 Years | 2.06 |
Trailing Return 5 Years | 2.14 |
Trailing Return 6 Months | 1.45 |
Trailing Return 6 Years | 2.20 |
Trailing Return 7 Years | 2.19 |
Trailing Return 8 Years | 2.13 |
Trailing Return 9 Months | 2.18 |
Trailing Return 9 Years | 2.06 |
Trailing Return Since Inception | 2.00 |
Trailing Return YTD - Year to Date | 1.45 |
Treynor Ratio 1 Year | -22.85 |
Treynor Ratio 3 Years | -10.32 |
Treynor Ratio 5 Years | -0.18 |
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