Alpha 1 Year | -0.12 |
Alpha 10 Years | -0.16 |
Alpha 3 Years | -0.12 |
Alpha 5 Years | -0.14 |
Average Gain 1 Year | 6.44 |
Average Gain 10 Years | 3.78 |
Average Gain 3 Years | 5.88 |
Average Gain 5 Years | 4.98 |
Average Loss 1 Year | -3.26 |
Average Loss 10 Years | -4.24 |
Average Loss 3 Years | -4.24 |
Average Loss 5 Years | -4.62 |
Batting Average 1 Year | 8.33 |
Batting Average 10 Years | 4.17 |
Batting Average 3 Years | 8.33 |
Batting Average 5 Years | 5.00 |
Beta 1 Year | 1.00 |
Beta 10 Years | 1.00 |
Beta 3 Years | 1.00 |
Beta 5 Years | 1.00 |
Capture Ratio Down 1 Year | 100.40 |
Capture Ratio Down 10 Years | 100.28 |
Capture Ratio Down 3 Years | 100.27 |
Capture Ratio Down 5 Years | 100.26 |
Capture Ratio Up 1 Year | 99.90 |
Capture Ratio Up 10 Years | 99.64 |
Capture Ratio Up 3 Years | 99.85 |
Capture Ratio Up 5 Years | 99.76 |
Correlation 1 Year | 100.00 |
Correlation 10 Years | 100.00 |
Correlation 3 Years | 100.00 |
Correlation 5 Years | 100.00 |
High 1 Year | 116.21 |
Information Ratio 1 Year | -4.85 |
Information Ratio 10 Years | -6.10 |
Information Ratio 3 Years | -5.39 |
Information Ratio 5 Years | -5.27 |
Low 1 Year | 84.70 |
Maximum Loss 1 Year | -11.35 |
Maximum Loss 10 Years | -25.53 |
Maximum Loss 3 Years | -25.53 |
Maximum Loss 5 Years | -25.53 |
Performance Current Year | 15.35 |
Performance since Inception | 407.30 |
Risk adjusted Return 10 Years | 4.41 |
Risk adjusted Return 3 Years | -3.62 |
Risk adjusted Return 5 Years | 3.13 |
Risk adjusted Return Since Inception | 2.42 |
R-Squared (R²) 1 Year | 100.00 |
R-Squared (R²) 10 Years | 100.00 |
R-Squared (R²) 3 Years | 100.00 |
R-Squared (R²) 5 Years | 100.00 |
Sortino Ratio 1 Year | 2.28 |
Sortino Ratio 10 Years | 0.82 |
Sortino Ratio 3 Years | 0.26 |
Sortino Ratio 5 Years | 0.84 |
Tracking Error 1 Year | 0.03 |
Tracking Error 10 Years | 0.03 |
Tracking Error 3 Years | 0.02 |
Tracking Error 5 Years | 0.03 |
Trailing Performance 1 Month | 3.34 |
Trailing Performance 1 Week | -0.28 |
Trailing Performance 1 Year | 18.52 |
Trailing Performance 10 Years | 162.65 |
Trailing Performance 2 Years | 29.61 |
Trailing Performance 3 Months | 6.19 |
Trailing Performance 3 Years | 14.86 |
Trailing Performance 4 Years | 58.21 |
Trailing Performance 5 Years | 65.39 |
Trailing Performance 6 Months | 13.93 |
Trailing Return 1 Month | 4.21 |
Trailing Return 1 Year | 19.17 |
Trailing Return 10 Years | 10.47 |
Trailing Return 2 Months | 2.86 |
Trailing Return 2 Years | 14.32 |
Trailing Return 3 Months | 7.08 |
Trailing Return 3 Years | 5.02 |
Trailing Return 4 Years | 12.47 |
Trailing Return 5 Years | 10.97 |
Trailing Return 6 Months | 16.76 |
Trailing Return 6 Years | 9.36 |
Trailing Return 7 Years | 10.31 |
Trailing Return 8 Years | 10.71 |
Trailing Return 9 Months | 34.42 |
Trailing Return 9 Years | 9.84 |
Trailing Return Since Inception | 12.46 |
Trailing Return YTD - Year to Date | 16.32 |
Treynor Ratio 1 Year | 25.08 |
Treynor Ratio 10 Years | 8.54 |
Treynor Ratio 3 Years | 1.46 |
Treynor Ratio 5 Years | 9.88 |
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