Alpha 1 Year |
-0.92 |
Alpha 10 Years |
-0.31 |
Alpha 3 Years |
-0.52 |
Alpha 5 Years |
-0.60 |
Average Gain 1 Year |
9.05 |
Average Gain 10 Years |
9.65 |
Average Gain 3 Years |
7.75 |
Average Gain 5 Years |
10.04 |
Average Loss 1 Year |
-6.10 |
Average Loss 10 Years |
-6.99 |
Average Loss 3 Years |
-7.72 |
Average Loss 5 Years |
-7.58 |
Batting Average 1 Year |
50.00 |
Batting Average 10 Years |
44.17 |
Batting Average 3 Years |
47.22 |
Batting Average 5 Years |
41.67 |
Beta 1 Year |
1.01 |
Beta 10 Years |
1.00 |
Beta 3 Years |
1.00 |
Beta 5 Years |
1.00 |
Capture Ratio Down 1 Year |
100.93 |
Capture Ratio Down 10 Years |
100.40 |
Capture Ratio Down 3 Years |
100.58 |
Capture Ratio Down 5 Years |
100.54 |
Capture Ratio Up 1 Year |
99.48 |
Capture Ratio Up 10 Years |
99.75 |
Capture Ratio Up 3 Years |
99.45 |
Capture Ratio Up 5 Years |
99.38 |
Correlation 1 Year |
99.97 |
Correlation 10 Years |
99.97 |
Correlation 3 Years |
99.98 |
Correlation 5 Years |
99.97 |
High 1 Year |
55.35 |
Information Ratio 1 Year |
-1.08 |
Information Ratio 10 Years |
-0.35 |
Information Ratio 3 Years |
-0.80 |
Information Ratio 5 Years |
-0.71 |
Low 1 Year |
31.11 |
Maximum Loss 1 Year |
-16.89 |
Maximum Loss 10 Years |
-50.08 |
Maximum Loss 3 Years |
-37.67 |
Maximum Loss 5 Years |
-50.08 |
Performance Current Year |
30.37 |
Performance since Inception |
-32.23 |
Risk adjusted Return 10 Years |
-10.46 |
Risk adjusted Return 3 Years |
-5.58 |
Risk adjusted Return 5 Years |
-9.13 |
Risk adjusted Return Since Inception |
-9.09 |
R-Squared (R²) 1 Year |
99.94 |
R-Squared (R²) 10 Years |
99.94 |
R-Squared (R²) 3 Years |
99.96 |
R-Squared (R²) 5 Years |
99.95 |
Sortino Ratio 1 Year |
2.94 |
Sortino Ratio 10 Years |
0.64 |
Sortino Ratio 3 Years |
0.40 |
Sortino Ratio 5 Years |
0.50 |
Tracking Error 1 Year |
0.85 |
Tracking Error 10 Years |
0.98 |
Tracking Error 3 Years |
0.70 |
Tracking Error 5 Years |
0.91 |
Trailing Performance 1 Month |
1.66 |
Trailing Performance 1 Week |
-6.40 |
Trailing Performance 1 Year |
43.15 |
Trailing Performance 10 Years |
139.03 |
Trailing Performance 2 Years |
62.87 |
Trailing Performance 3 Months |
16.83 |
Trailing Performance 3 Years |
15.22 |
Trailing Performance 4 Years |
-12.83 |
Trailing Performance 5 Years |
37.15 |
Trailing Performance 6 Months |
19.18 |
Trailing Return 1 Month |
5.49 |
Trailing Return 1 Year |
55.49 |
Trailing Return 10 Years |
8.85 |
Trailing Return 2 Months |
12.32 |
Trailing Return 2 Years |
33.13 |
Trailing Return 3 Months |
12.47 |
Trailing Return 3 Years |
7.18 |
Trailing Return 4 Years |
0.46 |
Trailing Return 5 Years |
6.84 |
Trailing Return 6 Months |
26.79 |
Trailing Return 6 Years |
12.20 |
Trailing Return 7 Years |
7.96 |
Trailing Return 8 Years |
4.45 |
Trailing Return 9 Months |
51.91 |
Trailing Return 9 Years |
12.22 |
Trailing Return Since Inception |
-2.31 |
Trailing Return YTD - Year to Date |
35.54 |
Treynor Ratio 1 Year |
49.61 |
Treynor Ratio 10 Years |
7.07 |
Treynor Ratio 3 Years |
3.17 |
Treynor Ratio 5 Years |
4.32 |