Alpha 1 Year | 2.09 |
Alpha 10 Years | -0.08 |
Alpha 3 Years | -1.79 |
Alpha 5 Years | -1.76 |
Average Gain 1 Year | 5.31 |
Average Gain 10 Years | 4.32 |
Average Gain 3 Years | 5.41 |
Average Gain 5 Years | 5.41 |
Average Loss 1 Year | -3.82 |
Average Loss 10 Years | -4.42 |
Average Loss 3 Years | -6.21 |
Average Loss 5 Years | -5.31 |
Batting Average 1 Year | 66.67 |
Batting Average 10 Years | 54.17 |
Batting Average 3 Years | 38.89 |
Batting Average 5 Years | 48.33 |
Beta 1 Year | 1.06 |
Beta 10 Years | 1.04 |
Beta 3 Years | 1.07 |
Beta 5 Years | 1.03 |
Capture Ratio Down 1 Year | 105.64 |
Capture Ratio Down 10 Years | 108.29 |
Capture Ratio Down 3 Years | 112.23 |
Capture Ratio Down 5 Years | 109.49 |
Capture Ratio Up 1 Year | 109.56 |
Capture Ratio Up 10 Years | 105.52 |
Capture Ratio Up 3 Years | 104.85 |
Capture Ratio Up 5 Years | 102.46 |
Correlation 1 Year | 99.17 |
Correlation 10 Years | 98.13 |
Correlation 3 Years | 99.01 |
Correlation 5 Years | 98.75 |
High 1 Year | 57.72 |
Information Ratio 1 Year | 1.19 |
Information Ratio 10 Years | 0.07 |
Information Ratio 3 Years | -0.56 |
Information Ratio 5 Years | -0.44 |
Low 1 Year | 37.69 |
Maximum Loss 1 Year | -7.65 |
Maximum Loss 10 Years | -38.27 |
Maximum Loss 3 Years | -38.27 |
Maximum Loss 5 Years | -38.27 |
Performance Current Year | 18.89 |
Performance since Inception | 439.76 |
Risk adjusted Return 10 Years | 9.56 |
Risk adjusted Return 3 Years | -2.08 |
Risk adjusted Return 5 Years | 7.71 |
Risk adjusted Return Since Inception | 6.67 |
R-Squared (R²) 1 Year | 98.35 |
R-Squared (R²) 10 Years | 96.30 |
R-Squared (R²) 3 Years | 98.02 |
R-Squared (R²) 5 Years | 97.52 |
Sortino Ratio 1 Year | 3.18 |
Sortino Ratio 10 Years | 1.19 |
Sortino Ratio 3 Years | 0.38 |
Sortino Ratio 5 Years | 1.05 |
Tracking Error 1 Year | 2.87 |
Tracking Error 10 Years | 3.58 |
Tracking Error 3 Years | 3.66 |
Tracking Error 5 Years | 3.49 |
Trailing Performance 1 Month | -2.60 |
Trailing Performance 1 Week | 1.67 |
Trailing Performance 1 Year | 29.45 |
Trailing Performance 10 Years | 305.43 |
Trailing Performance 2 Years | 49.12 |
Trailing Performance 3 Months | 9.94 |
Trailing Performance 3 Years | 15.42 |
Trailing Performance 4 Years | 55.41 |
Trailing Performance 5 Years | 100.01 |
Trailing Performance 6 Months | 14.37 |
Trailing Return 1 Month | -2.60 |
Trailing Return 1 Year | 29.45 |
Trailing Return 10 Years | 15.02 |
Trailing Return 2 Months | 3.92 |
Trailing Return 2 Years | 22.11 |
Trailing Return 3 Months | 9.94 |
Trailing Return 3 Years | 4.90 |
Trailing Return 4 Years | 11.65 |
Trailing Return 5 Years | 14.87 |
Trailing Return 6 Months | 14.37 |
Trailing Return 6 Years | 14.07 |
Trailing Return 7 Years | 15.82 |
Trailing Return 8 Years | 16.64 |
Trailing Return 9 Months | 39.93 |
Trailing Return 9 Years | 14.37 |
Trailing Return Since Inception | 14.62 |
Trailing Return YTD - Year to Date | 18.89 |
Treynor Ratio 1 Year | 29.92 |
Treynor Ratio 10 Years | 12.61 |
Treynor Ratio 3 Years | 3.42 |
Treynor Ratio 5 Years | 12.95 |
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