Alpha 1 Year | -3.60 |
Alpha 3 Years | -5.55 |
Alpha 5 Years | -0.82 |
Average Gain 1 Year | 4.46 |
Average Gain 3 Years | 4.63 |
Average Gain 5 Years | 5.16 |
Average Loss 1 Year | -4.07 |
Average Loss 3 Years | -5.34 |
Average Loss 5 Years | -4.90 |
Batting Average 1 Year | 41.67 |
Batting Average 3 Years | 41.67 |
Batting Average 5 Years | 45.00 |
Beta 1 Year | 0.92 |
Beta 3 Years | 0.98 |
Beta 5 Years | 0.97 |
Capture Ratio Down 1 Year | 99.83 |
Capture Ratio Down 3 Years | 108.64 |
Capture Ratio Down 5 Years | 104.65 |
Capture Ratio Up 1 Year | 87.13 |
Capture Ratio Up 3 Years | 89.47 |
Capture Ratio Up 5 Years | 99.16 |
Correlation 1 Year | 96.75 |
Correlation 3 Years | 96.45 |
Correlation 5 Years | 95.85 |
High 1 Year | 26.03 |
Information Ratio 1 Year | -0.92 |
Information Ratio 3 Years | -0.95 |
Information Ratio 5 Years | -0.24 |
Low 1 Year | 19.91 |
Maximum Loss 1 Year | -13.02 |
Maximum Loss 3 Years | -40.77 |
Maximum Loss 5 Years | -40.77 |
Performance Current Year | 1.78 |
Performance since Inception | 139.70 |
Risk adjusted Return 3 Years | -11.61 |
Risk adjusted Return 5 Years | 2.21 |
Risk adjusted Return Since Inception | -3.32 |
R-Squared (R²) 1 Year | 93.61 |
R-Squared (R²) 3 Years | 93.03 |
R-Squared (R²) 5 Years | 91.87 |
Sortino Ratio 1 Year | 0.96 |
Sortino Ratio 3 Years | -0.29 |
Sortino Ratio 5 Years | 0.66 |
Tracking Error 1 Year | 5.19 |
Tracking Error 3 Years | 5.84 |
Tracking Error 5 Years | 6.35 |
Trailing Performance 1 Month | -2.28 |
Trailing Performance 1 Week | -2.72 |
Trailing Performance 1 Year | 4.63 |
Trailing Performance 2 Years | 9.50 |
Trailing Performance 3 Months | -3.50 |
Trailing Performance 3 Years | -20.13 |
Trailing Performance 4 Years | 8.81 |
Trailing Performance 5 Years | 40.92 |
Trailing Performance 6 Months | -0.54 |
Trailing Return 1 Month | 0.95 |
Trailing Return 1 Year | 10.25 |
Trailing Return 2 Months | 0.62 |
Trailing Return 2 Years | 11.96 |
Trailing Return 3 Months | -5.73 |
Trailing Return 3 Years | -5.60 |
Trailing Return 4 Years | 4.49 |
Trailing Return 5 Years | 8.37 |
Trailing Return 6 Months | 4.16 |
Trailing Return 6 Years | 10.21 |
Trailing Return 7 Years | 10.60 |
Trailing Return 8 Years | 11.40 |
Trailing Return 9 Months | 13.51 |
Trailing Return Since Inception | 11.86 |
Trailing Return YTD - Year to Date | 4.16 |
Treynor Ratio 1 Year | 11.66 |
Treynor Ratio 3 Years | -7.47 |
Treynor Ratio 5 Years | 7.72 |
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