Alpha 1 Year-6.09 Alpha 3 Years-1.86 Average Gain 1 Year4.16 Average Gain 3 Years3.44 Average Loss 1 Year-7.69 Average Loss 3 Years-4.92 Batting Average 1 Year50.00 Batting Average 3 Years52.78 Beta 1 Year0.81 Beta 3 Years0.92 Capture Ratio Down 1 Year100.76 Capture Ratio Down 3 Years104.79 Capture Ratio Up 1 Year86.75 Capture Ratio Up 3 Years95.33 Correlation 1 Year87.96 Correlation 3 Years89.39 High 1 Year11.99 Information Ratio 1 Year-0.34 Information Ratio 3 Years-0.27 Low 1 Year8.03 Maximum Loss 1 Year-19.52 Maximum Loss 3 Years-19.98 Performance since Inception5.02 Risk adjusted Return 3 Years-3.93 Risk adjusted Return Since Inception-3.93 R-Squared (R²) 1 Year77.37 R-Squared (R²) 3 Years79.91 Sortino Ratio 1 Year-0.54 Sortino Ratio 3 Years0.09 Tracking Error 1 Year12.42 Tracking Error 3 Years8.39 Trailing Performance 1 Month1.71 Trailing Performance 1 Week0.02 Trailing Performance 1 Year-10.83 Trailing Performance 2 Years-11.73 Trailing Performance 3 Months-15.34 Trailing Performance 3 Years3.85 Trailing Performance 6 Months-13.95 Trailing Return 1 Month3.02 Trailing Return 1 Year-10.83 Trailing Return 2 Months-8.26 Trailing Return 2 Years-6.05 Trailing Return 3 Months-13.13 Trailing Return 3 Years1.27 Trailing Return 6 Months-13.11 Trailing Return 9 Months-8.60 Trailing Return Since Inception1.59 Trailing Return YTD - Year to Date-17.09 Treynor Ratio 1 Year-15.45 Treynor Ratio 3 Years-0.52

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