Alpha 1 Year | -16.95 |
Alpha 10 Years | 2.43 |
Alpha 15 Years | 2.15 |
Alpha 3 Years | -12.21 |
Alpha 5 Years | -7.34 |
Average Gain 1 Year | 4.36 |
Average Gain 10 Years | 4.38 |
Average Gain 15 Years | 4.18 |
Average Gain 3 Years | 5.32 |
Average Gain 5 Years | 5.06 |
Average Loss 1 Year | -5.31 |
Average Loss 10 Years | -4.28 |
Average Loss 15 Years | -4.04 |
Average Loss 3 Years | -4.50 |
Average Loss 5 Years | -4.63 |
Batting Average 1 Year | 33.33 |
Batting Average 10 Years | 53.33 |
Batting Average 15 Years | 51.67 |
Batting Average 3 Years | 33.33 |
Batting Average 5 Years | 43.33 |
Beta 1 Year | 1.15 |
Beta 10 Years | 0.95 |
Beta 15 Years | 0.93 |
Beta 3 Years | 1.00 |
Beta 5 Years | 0.95 |
Capture Ratio Down 1 Year | 167.67 |
Capture Ratio Down 10 Years | 88.29 |
Capture Ratio Down 15 Years | 87.74 |
Capture Ratio Down 3 Years | 119.14 |
Capture Ratio Down 5 Years | 99.56 |
Capture Ratio Up 1 Year | 75.32 |
Capture Ratio Up 10 Years | 96.05 |
Capture Ratio Up 15 Years | 95.09 |
Capture Ratio Up 3 Years | 67.57 |
Capture Ratio Up 5 Years | 74.16 |
Correlation 1 Year | 86.10 |
Correlation 10 Years | 81.04 |
Correlation 15 Years | 81.80 |
Correlation 3 Years | 84.39 |
Correlation 5 Years | 83.20 |
High 1 Year | 35.19 |
Information Ratio 1 Year | -1.85 |
Information Ratio 10 Years | 0.08 |
Information Ratio 15 Years | 0.05 |
Information Ratio 3 Years | -1.28 |
Information Ratio 5 Years | -0.78 |
Low 1 Year | 29.82 |
Maximum Loss 1 Year | -13.67 |
Maximum Loss 10 Years | -33.48 |
Maximum Loss 15 Years | -33.48 |
Maximum Loss 3 Years | -33.48 |
Maximum Loss 5 Years | -33.48 |
Performance Current Year | 5.54 |
Performance since Inception | 586.27 |
Risk adjusted Return 10 Years | 8.34 |
Risk adjusted Return 3 Years | -11.85 |
Risk adjusted Return 5 Years | -1.07 |
Risk adjusted Return Since Inception | 1.48 |
R-Squared (R²) 1 Year | 74.13 |
R-Squared (R²) 10 Years | 65.68 |
R-Squared (R²) 15 Years | 66.91 |
R-Squared (R²) 3 Years | 71.22 |
R-Squared (R²) 5 Years | 69.23 |
Sortino Ratio 1 Year | 0.45 |
Sortino Ratio 10 Years | 1.13 |
Sortino Ratio 15 Years | 1.38 |
Sortino Ratio 3 Years | -0.39 |
Sortino Ratio 5 Years | 0.40 |
Tracking Error 1 Year | 11.10 |
Tracking Error 10 Years | 10.86 |
Tracking Error 15 Years | 9.95 |
Tracking Error 3 Years | 11.36 |
Tracking Error 5 Years | 11.87 |
Trailing Performance 1 Month | 9.40 |
Trailing Performance 1 Week | 2.64 |
Trailing Performance 1 Year | 5.76 |
Trailing Performance 10 Years | 284.71 |
Trailing Performance 2 Years | 11.67 |
Trailing Performance 3 Months | 11.27 |
Trailing Performance 3 Years | -11.86 |
Trailing Performance 4 Years | 12.89 |
Trailing Performance 5 Years | 38.40 |
Trailing Performance 6 Months | 6.34 |
Trailing Return 1 Month | 0.16 |
Trailing Return 1 Year | 2.64 |
Trailing Return 10 Years | 13.28 |
Trailing Return 15 Years | 15.10 |
Trailing Return 2 Months | 1.71 |
Trailing Return 2 Years | 5.26 |
Trailing Return 3 Months | -7.11 |
Trailing Return 3 Years | -6.13 |
Trailing Return 4 Years | 2.16 |
Trailing Return 5 Years | 5.16 |
Trailing Return 6 Months | -3.52 |
Trailing Return 6 Years | 7.41 |
Trailing Return 7 Years | 11.80 |
Trailing Return 8 Years | 14.17 |
Trailing Return 9 Months | 2.20 |
Trailing Return 9 Years | 13.07 |
Trailing Return Since Inception | 10.74 |
Trailing Return YTD - Year to Date | -3.52 |
Treynor Ratio 1 Year | 4.01 |
Treynor Ratio 10 Years | 12.92 |
Treynor Ratio 15 Years | 15.34 |
Treynor Ratio 3 Years | -8.14 |
Treynor Ratio 5 Years | 3.79 |
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