Alpha 1 Year | 0.54 |
Alpha 10 Years | 0.64 |
Alpha 3 Years | 0.72 |
Alpha 5 Years | 0.01 |
Average Gain 1 Year | 1.16 |
Average Gain 10 Years | 0.52 |
Average Gain 3 Years | 0.94 |
Average Gain 5 Years | 0.66 |
Average Loss 1 Year | -0.62 |
Average Loss 10 Years | -0.48 |
Average Loss 3 Years | -0.73 |
Average Loss 5 Years | -0.63 |
Batting Average 1 Year | 75.00 |
Batting Average 10 Years | 55.83 |
Batting Average 3 Years | 63.89 |
Batting Average 5 Years | 60.00 |
Beta 1 Year | 0.52 |
Beta 10 Years | 0.32 |
Beta 3 Years | 0.42 |
Beta 5 Years | 0.39 |
Capture Ratio Down 1 Year | 27.70 |
Capture Ratio Down 10 Years | 18.98 |
Capture Ratio Down 3 Years | 32.31 |
Capture Ratio Down 5 Years | 32.29 |
Capture Ratio Up 1 Year | 69.41 |
Capture Ratio Up 10 Years | 38.72 |
Capture Ratio Up 3 Years | 57.17 |
Capture Ratio Up 5 Years | 48.28 |
Correlation 1 Year | 94.68 |
Correlation 10 Years | 77.56 |
Correlation 3 Years | 92.47 |
Correlation 5 Years | 84.93 |
High 1 Year | 10.15 |
Information Ratio 1 Year | 1.21 |
Information Ratio 10 Years | 0.54 |
Information Ratio 3 Years | 1.26 |
Information Ratio 5 Years | 0.70 |
Low 1 Year | 9.62 |
Maximum Loss 1 Year | -1.59 |
Maximum Loss 10 Years | -7.41 |
Maximum Loss 3 Years | -7.26 |
Maximum Loss 5 Years | -7.41 |
Performance Current Year | 1.83 |
Performance since Inception | 35.53 |
Risk adjusted Return 10 Years | -0.27 |
Risk adjusted Return 3 Years | -3.74 |
Risk adjusted Return 5 Years | -1.97 |
Risk adjusted Return Since Inception | -1.48 |
R-Squared (R²) 1 Year | 89.65 |
R-Squared (R²) 10 Years | 60.15 |
R-Squared (R²) 3 Years | 85.50 |
R-Squared (R²) 5 Years | 72.13 |
Sortino Ratio 1 Year | -0.78 |
Sortino Ratio 10 Years | -0.08 |
Sortino Ratio 3 Years | -1.15 |
Sortino Ratio 5 Years | -0.67 |
Tracking Error 1 Year | 4.20 |
Tracking Error 10 Years | 4.83 |
Tracking Error 3 Years | 5.37 |
Tracking Error 5 Years | 5.06 |
Trailing Performance 1 Month | 1.41 |
Trailing Performance 1 Week | 0.60 |
Trailing Performance 1 Year | 5.79 |
Trailing Performance 10 Years | 16.71 |
Trailing Performance 2 Years | 5.38 |
Trailing Performance 3 Months | 3.25 |
Trailing Performance 3 Years | 0.85 |
Trailing Performance 4 Years | 1.90 |
Trailing Performance 5 Years | 3.17 |
Trailing Performance 6 Months | 2.04 |
Trailing Return 1 Month | 0.59 |
Trailing Return 1 Year | 4.43 |
Trailing Return 10 Years | 1.41 |
Trailing Return 2 Months | 1.82 |
Trailing Return 2 Years | 2.66 |
Trailing Return 3 Months | 0.49 |
Trailing Return 3 Years | -0.12 |
Trailing Return 4 Years | 0.33 |
Trailing Return 5 Years | 0.34 |
Trailing Return 6 Months | 0.42 |
Trailing Return 6 Years | 1.28 |
Trailing Return 7 Years | 1.49 |
Trailing Return 8 Years | 1.34 |
Trailing Return 9 Months | 5.46 |
Trailing Return 9 Years | 1.54 |
Trailing Return Since Inception | 2.24 |
Trailing Return YTD - Year to Date | 0.42 |
Treynor Ratio 1 Year | -5.09 |
Treynor Ratio 10 Years | -0.62 |
Treynor Ratio 3 Years | -8.90 |
Treynor Ratio 5 Years | -4.92 |
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