Alpha 1 Year | 2.08 |
Alpha 10 Years | -0.06 |
Alpha 15 Years | -0.12 |
Alpha 20 Years | -0.43 |
Alpha 3 Years | 0.28 |
Alpha 5 Years | 0.11 |
Average Gain 1 Year | 4.17 |
Average Gain 10 Years | 3.31 |
Average Gain 15 Years | 3.32 |
Average Gain 20 Years | 3.24 |
Average Gain 3 Years | 4.30 |
Average Gain 5 Years | 4.35 |
Average Loss 1 Year | -3.01 |
Average Loss 10 Years | -4.13 |
Average Loss 15 Years | -3.86 |
Average Loss 20 Years | -3.89 |
Average Loss 3 Years | -4.52 |
Average Loss 5 Years | -4.50 |
Batting Average 1 Year | 50.00 |
Batting Average 10 Years | 42.50 |
Batting Average 15 Years | 45.00 |
Batting Average 20 Years | 45.83 |
Batting Average 3 Years | 50.00 |
Batting Average 5 Years | 43.33 |
Beta 1 Year | 0.99 |
Beta 10 Years | 1.00 |
Beta 15 Years | 1.00 |
Beta 20 Years | 1.01 |
Beta 3 Years | 0.99 |
Beta 5 Years | 1.00 |
Capture Ratio Down 1 Year | 95.77 |
Capture Ratio Down 10 Years | 99.36 |
Capture Ratio Down 15 Years | 99.92 |
Capture Ratio Down 20 Years | 101.66 |
Capture Ratio Down 3 Years | 97.44 |
Capture Ratio Down 5 Years | 99.22 |
Capture Ratio Up 1 Year | 99.67 |
Capture Ratio Up 10 Years | 98.86 |
Capture Ratio Up 15 Years | 99.50 |
Capture Ratio Up 20 Years | 99.39 |
Capture Ratio Up 3 Years | 98.49 |
Capture Ratio Up 5 Years | 99.27 |
Correlation 1 Year | 99.58 |
Correlation 10 Years | 99.73 |
Correlation 15 Years | 99.70 |
Correlation 20 Years | 99.55 |
Correlation 3 Years | 99.69 |
Correlation 5 Years | 99.77 |
High 1 Year | 66.61 |
Information Ratio 1 Year | 0.31 |
Information Ratio 10 Years | -0.20 |
Information Ratio 15 Years | -0.12 |
Information Ratio 20 Years | -0.32 |
Information Ratio 3 Years | 0.08 |
Information Ratio 5 Years | -0.07 |
Low 1 Year | 51.73 |
Maximum Loss 1 Year | -7.73 |
Maximum Loss 10 Years | -22.74 |
Maximum Loss 15 Years | -22.74 |
Maximum Loss 20 Years | -52.12 |
Maximum Loss 3 Years | -22.74 |
Maximum Loss 5 Years | -22.74 |
Performance Current Year | 17.20 |
Performance since Inception | 4,647.13 |
Risk adjusted Return 10 Years | 8.39 |
Risk adjusted Return 3 Years | 3.51 |
Risk adjusted Return 5 Years | 8.94 |
Risk adjusted Return Since Inception | 7.58 |
R-Squared (R²) 1 Year | 99.16 |
R-Squared (R²) 10 Years | 99.47 |
R-Squared (R²) 15 Years | 99.40 |
R-Squared (R²) 20 Years | 99.11 |
R-Squared (R²) 3 Years | 99.38 |
R-Squared (R²) 5 Years | 99.55 |
Sortino Ratio 1 Year | 3.06 |
Sortino Ratio 10 Years | 1.17 |
Sortino Ratio 15 Years | 1.48 |
Sortino Ratio 20 Years | 0.86 |
Sortino Ratio 3 Years | 0.66 |
Sortino Ratio 5 Years | 1.23 |
Tracking Error 1 Year | 1.77 |
Tracking Error 10 Years | 1.16 |
Tracking Error 15 Years | 1.15 |
Tracking Error 20 Years | 1.46 |
Tracking Error 3 Years | 1.50 |
Tracking Error 5 Years | 1.32 |
Trailing Performance 1 Month | 0.17 |
Trailing Performance 1 Week | 1.51 |
Trailing Performance 1 Year | 22.69 |
Trailing Performance 10 Years | 236.90 |
Trailing Performance 2 Years | 37.09 |
Trailing Performance 3 Months | 8.73 |
Trailing Performance 3 Years | 32.10 |
Trailing Performance 4 Years | 80.27 |
Trailing Performance 5 Years | 100.25 |
Trailing Performance 6 Months | 14.35 |
Trailing Return 1 Month | 0.17 |
Trailing Return 1 Year | 22.69 |
Trailing Return 10 Years | 12.91 |
Trailing Return 15 Years | 14.21 |
Trailing Return 2 Months | 3.82 |
Trailing Return 2 Years | 17.08 |
Trailing Return 20 Years | 10.09 |
Trailing Return 3 Months | 8.73 |
Trailing Return 3 Years | 9.72 |
Trailing Return 4 Years | 15.87 |
Trailing Return 5 Years | 14.90 |
Trailing Return 6 Months | 14.35 |
Trailing Return 6 Years | 13.46 |
Trailing Return 7 Years | 13.94 |
Trailing Return 8 Years | 14.04 |
Trailing Return 9 Months | 32.97 |
Trailing Return 9 Years | 13.07 |
Trailing Return Since Inception | 10.80 |
Trailing Return YTD - Year to Date | 17.20 |
Treynor Ratio 1 Year | 25.22 |
Treynor Ratio 10 Years | 11.05 |
Treynor Ratio 15 Years | 13.35 |
Treynor Ratio 20 Years | 8.13 |
Treynor Ratio 3 Years | 6.61 |
Treynor Ratio 5 Years | 13.66 |
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