Alpha 1 Year | -2.90 |
Alpha 10 Years | -1.86 |
Alpha 3 Years | -4.20 |
Alpha 5 Years | -3.09 |
Average Gain 1 Year | 2.36 |
Average Gain 10 Years | 1.80 |
Average Gain 15 Years | 1.82 |
Average Gain 3 Years | 2.07 |
Average Gain 5 Years | 2.02 |
Average Loss 1 Year | -2.56 |
Average Loss 10 Years | -2.15 |
Average Loss 15 Years | -1.95 |
Average Loss 3 Years | -3.26 |
Average Loss 5 Years | -3.08 |
Batting Average 1 Year | 58.33 |
Batting Average 10 Years | 41.67 |
Batting Average 15 Years | 40.00 |
Batting Average 3 Years | 44.44 |
Batting Average 5 Years | 41.67 |
Beta 1 Year | 0.67 |
Beta 10 Years | 0.62 |
Beta 3 Years | 0.72 |
Beta 5 Years | 0.67 |
Capture Ratio Down 1 Year | 72.10 |
Capture Ratio Down 10 Years | 68.77 |
Capture Ratio Down 15 Years | 54.51 |
Capture Ratio Down 3 Years | 81.17 |
Capture Ratio Down 5 Years | 74.72 |
Capture Ratio Up 1 Year | 69.64 |
Capture Ratio Up 10 Years | 60.38 |
Capture Ratio Up 15 Years | 55.92 |
Capture Ratio Up 3 Years | 64.96 |
Capture Ratio Up 5 Years | 63.46 |
Correlation 1 Year | 94.76 |
Correlation 10 Years | 89.23 |
Correlation 3 Years | 94.74 |
Correlation 5 Years | 94.51 |
High 1 Year | 8.86 |
Information Ratio 1 Year | -0.85 |
Information Ratio 10 Years | -0.62 |
Information Ratio 15 Years | -0.54 |
Information Ratio 3 Years | -0.73 |
Information Ratio 5 Years | -0.78 |
Low 1 Year | 7.82 |
Maximum Loss 1 Year | -7.23 |
Maximum Loss 10 Years | -17.96 |
Maximum Loss 15 Years | -17.96 |
Maximum Loss 3 Years | -17.96 |
Maximum Loss 5 Years | -17.96 |
Performance Current Year | 5.66 |
Performance since Inception | 121.65 |
Risk adjusted Return 10 Years | 0.73 |
Risk adjusted Return 3 Years | -5.76 |
Risk adjusted Return 5 Years | -0.04 |
Risk adjusted Return Since Inception | -0.80 |
R-Squared (R²) 1 Year | 89.78 |
R-Squared (R²) 10 Years | 79.62 |
R-Squared (R²) 3 Years | 89.77 |
R-Squared (R²) 5 Years | 89.33 |
Sortino Ratio 1 Year | 0.76 |
Sortino Ratio 10 Years | 0.29 |
Sortino Ratio 3 Years | -0.47 |
Sortino Ratio 5 Years | 0.21 |
Tracking Error 1 Year | 5.05 |
Tracking Error 10 Years | 6.12 |
Tracking Error 15 Years | 7.22 |
Tracking Error 3 Years | 5.36 |
Tracking Error 5 Years | 6.05 |
Trailing Performance 1 Month | 0.92 |
Trailing Performance 1 Week | 1.62 |
Trailing Performance 1 Year | 6.11 |
Trailing Performance 10 Years | 36.88 |
Trailing Performance 2 Years | 1.54 |
Trailing Performance 3 Months | 2.93 |
Trailing Performance 3 Years | -4.53 |
Trailing Performance 4 Years | 15.57 |
Trailing Performance 5 Years | 16.14 |
Trailing Performance 6 Months | 4.77 |
Trailing Return 1 Month | 0.69 |
Trailing Return 1 Year | 8.62 |
Trailing Return 10 Years | 3.04 |
Trailing Return 15 Years | 5.43 |
Trailing Return 2 Months | 1.99 |
Trailing Return 2 Years | 2.78 |
Trailing Return 3 Months | -0.91 |
Trailing Return 3 Years | -1.55 |
Trailing Return 4 Years | 4.00 |
Trailing Return 5 Years | 2.91 |
Trailing Return 6 Months | 4.69 |
Trailing Return 6 Years | 2.94 |
Trailing Return 7 Years | 3.48 |
Trailing Return 8 Years | 3.39 |
Trailing Return 9 Months | 9.97 |
Trailing Return 9 Years | 3.47 |
Trailing Return Since Inception | 5.36 |
Trailing Return YTD - Year to Date | 4.69 |
Treynor Ratio 1 Year | 6.80 |
Treynor Ratio 10 Years | 2.44 |
Treynor Ratio 3 Years | -6.66 |
Treynor Ratio 5 Years | 1.72 |
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