Alpha 1 Year | 2.15 |
Alpha 10 Years | 0.73 |
Alpha 15 Years | 1.76 |
Alpha 20 Years | 0.94 |
Alpha 3 Years | 0.64 |
Alpha 5 Years | 1.42 |
Average Gain 1 Year | 1.82 |
Average Gain 10 Years | 1.12 |
Average Gain 15 Years | 1.15 |
Average Gain 20 Years | 1.16 |
Average Gain 3 Years | 1.65 |
Average Gain 5 Years | 1.57 |
Average Loss 1 Year | -1.32 |
Average Loss 10 Years | -1.04 |
Average Loss 15 Years | -1.03 |
Average Loss 20 Years | -1.09 |
Average Loss 3 Years | -1.44 |
Average Loss 5 Years | -1.42 |
Batting Average 1 Year | 83.33 |
Batting Average 10 Years | 64.17 |
Batting Average 15 Years | 65.56 |
Batting Average 20 Years | 63.33 |
Batting Average 3 Years | 75.00 |
Batting Average 5 Years | 76.67 |
Beta 1 Year | 0.97 |
Beta 10 Years | 0.99 |
Beta 15 Years | 0.98 |
Beta 20 Years | 0.96 |
Beta 3 Years | 0.99 |
Beta 5 Years | 1.06 |
Capture Ratio Down 1 Year | 81.04 |
Capture Ratio Down 10 Years | 101.96 |
Capture Ratio Down 15 Years | 94.42 |
Capture Ratio Down 20 Years | 100.86 |
Capture Ratio Down 3 Years | 92.27 |
Capture Ratio Down 5 Years | 107.88 |
Capture Ratio Up 1 Year | 102.63 |
Capture Ratio Up 10 Years | 111.18 |
Capture Ratio Up 15 Years | 119.94 |
Capture Ratio Up 20 Years | 111.88 |
Capture Ratio Up 3 Years | 96.62 |
Capture Ratio Up 5 Years | 121.86 |
Correlation 1 Year | 99.53 |
Correlation 10 Years | 81.77 |
Correlation 15 Years | 76.82 |
Correlation 20 Years | 69.29 |
Correlation 3 Years | 98.62 |
Correlation 5 Years | 84.69 |
High 1 Year | 8.41 |
Information Ratio 1 Year | 2.81 |
Information Ratio 10 Years | 0.19 |
Information Ratio 15 Years | 0.46 |
Information Ratio 20 Years | 0.20 |
Information Ratio 3 Years | 0.51 |
Information Ratio 5 Years | 0.26 |
Low 1 Year | 7.59 |
Maximum Loss 1 Year | -4.61 |
Maximum Loss 10 Years | -17.35 |
Maximum Loss 15 Years | -17.35 |
Maximum Loss 20 Years | -17.35 |
Maximum Loss 3 Years | -17.35 |
Maximum Loss 5 Years | -17.35 |
Performance Current Year | 2.52 |
Performance since Inception | 195.60 |
Risk adjusted Return 10 Years | 0.01 |
Risk adjusted Return 3 Years | -5.98 |
Risk adjusted Return 5 Years | -1.81 |
Risk adjusted Return Since Inception | -1.73 |
R-Squared (R²) 1 Year | 99.06 |
R-Squared (R²) 10 Years | 66.86 |
R-Squared (R²) 15 Years | 59.02 |
R-Squared (R²) 20 Years | 48.01 |
R-Squared (R²) 3 Years | 97.26 |
R-Squared (R²) 5 Years | 71.73 |
Sortino Ratio 1 Year | -0.34 |
Sortino Ratio 10 Years | 0.12 |
Sortino Ratio 15 Years | 0.85 |
Sortino Ratio 20 Years | 0.59 |
Sortino Ratio 3 Years | -0.93 |
Sortino Ratio 5 Years | -0.16 |
Tracking Error 1 Year | 0.76 |
Tracking Error 10 Years | 3.39 |
Tracking Error 15 Years | 3.53 |
Tracking Error 20 Years | 4.19 |
Tracking Error 3 Years | 1.19 |
Tracking Error 5 Years | 4.12 |
Trailing Performance 1 Month | 2.16 |
Trailing Performance 1 Week | 1.31 |
Trailing Performance 1 Year | 6.37 |
Trailing Performance 10 Years | 25.48 |
Trailing Performance 2 Years | 4.87 |
Trailing Performance 3 Months | 4.92 |
Trailing Performance 3 Years | -5.98 |
Trailing Performance 4 Years | -2.53 |
Trailing Performance 5 Years | 6.15 |
Trailing Performance 6 Months | 2.52 |
Trailing Return 1 Month | 1.09 |
Trailing Return 1 Year | 4.75 |
Trailing Return 10 Years | 2.00 |
Trailing Return 15 Years | 4.13 |
Trailing Return 2 Months | 2.71 |
Trailing Return 2 Years | 2.55 |
Trailing Return 20 Years | 3.94 |
Trailing Return 3 Months | 0.48 |
Trailing Return 3 Years | -2.42 |
Trailing Return 4 Years | -0.42 |
Trailing Return 5 Years | 0.85 |
Trailing Return 6 Months | 0.36 |
Trailing Return 6 Years | 2.11 |
Trailing Return 7 Years | 1.69 |
Trailing Return 8 Years | 2.11 |
Trailing Return 9 Months | 7.46 |
Trailing Return 9 Years | 2.32 |
Trailing Return Since Inception | 4.35 |
Trailing Return YTD - Year to Date | 0.36 |
Treynor Ratio 1 Year | -2.03 |
Treynor Ratio 10 Years | 0.37 |
Treynor Ratio 15 Years | 3.19 |
Treynor Ratio 20 Years | 2.43 |
Treynor Ratio 3 Years | -5.75 |
Treynor Ratio 5 Years | -1.18 |
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