Alpha 1 Year | -5.37 |
Alpha 10 Years | -0.84 |
Alpha 15 Years | -0.71 |
Alpha 20 Years | 0.39 |
Alpha 3 Years | -1.41 |
Alpha 5 Years | 0.80 |
Average Gain 1 Year | 3.56 |
Average Gain 10 Years | 3.57 |
Average Gain 15 Years | 3.71 |
Average Gain 20 Years | 3.53 |
Average Gain 3 Years | 4.22 |
Average Gain 5 Years | 4.52 |
Average Loss 1 Year | -3.49 |
Average Loss 10 Years | -3.70 |
Average Loss 15 Years | -3.45 |
Average Loss 20 Years | -3.62 |
Average Loss 3 Years | -4.36 |
Average Loss 5 Years | -4.42 |
Batting Average 1 Year | 25.00 |
Batting Average 10 Years | 42.50 |
Batting Average 15 Years | 45.00 |
Batting Average 20 Years | 46.67 |
Batting Average 3 Years | 41.67 |
Batting Average 5 Years | 50.00 |
Beta 1 Year | 0.88 |
Beta 10 Years | 0.97 |
Beta 15 Years | 0.99 |
Beta 20 Years | 0.97 |
Beta 3 Years | 0.90 |
Beta 5 Years | 0.95 |
Capture Ratio Down 1 Year | 101.28 |
Capture Ratio Down 10 Years | 100.73 |
Capture Ratio Down 15 Years | 100.76 |
Capture Ratio Down 20 Years | 95.58 |
Capture Ratio Down 3 Years | 97.08 |
Capture Ratio Down 5 Years | 98.78 |
Capture Ratio Up 1 Year | 84.28 |
Capture Ratio Up 10 Years | 96.44 |
Capture Ratio Up 15 Years | 97.03 |
Capture Ratio Up 20 Years | 97.87 |
Capture Ratio Up 3 Years | 93.87 |
Capture Ratio Up 5 Years | 100.35 |
Correlation 1 Year | 98.97 |
Correlation 10 Years | 97.63 |
Correlation 15 Years | 96.94 |
Correlation 20 Years | 96.46 |
Correlation 3 Years | 98.04 |
Correlation 5 Years | 97.79 |
High 1 Year | 71.51 |
Information Ratio 1 Year | -2.11 |
Information Ratio 10 Years | -0.36 |
Information Ratio 15 Years | -0.28 |
Information Ratio 20 Years | 0.05 |
Information Ratio 3 Years | -0.34 |
Information Ratio 5 Years | 0.11 |
Low 1 Year | 55.77 |
Maximum Loss 1 Year | -9.10 |
Maximum Loss 10 Years | -23.64 |
Maximum Loss 15 Years | -23.64 |
Maximum Loss 20 Years | -45.97 |
Maximum Loss 3 Years | -23.64 |
Maximum Loss 5 Years | -23.64 |
Performance Current Year | 12.55 |
Performance since Inception | 1,236.46 |
Risk adjusted Return 10 Years | 6.43 |
Risk adjusted Return 3 Years | 0.38 |
Risk adjusted Return 5 Years | 8.30 |
Risk adjusted Return Since Inception | 5.78 |
R-Squared (R²) 1 Year | 97.94 |
R-Squared (R²) 10 Years | 95.32 |
R-Squared (R²) 15 Years | 93.98 |
R-Squared (R²) 20 Years | 93.05 |
R-Squared (R²) 3 Years | 96.13 |
R-Squared (R²) 5 Years | 95.64 |
Sortino Ratio 1 Year | 1.51 |
Sortino Ratio 10 Years | 1.00 |
Sortino Ratio 15 Years | 1.33 |
Sortino Ratio 20 Years | 0.91 |
Sortino Ratio 3 Years | 0.35 |
Sortino Ratio 5 Years | 1.22 |
Tracking Error 1 Year | 2.96 |
Tracking Error 10 Years | 3.42 |
Tracking Error 15 Years | 3.77 |
Tracking Error 20 Years | 4.13 |
Tracking Error 3 Years | 3.64 |
Tracking Error 5 Years | 3.93 |
Trailing Performance 1 Month | 2.41 |
Trailing Performance 1 Week | 2.56 |
Trailing Performance 1 Year | 14.82 |
Trailing Performance 10 Years | 193.40 |
Trailing Performance 2 Years | 33.06 |
Trailing Performance 3 Months | 9.82 |
Trailing Performance 3 Years | 22.03 |
Trailing Performance 4 Years | 76.37 |
Trailing Performance 5 Years | 98.04 |
Trailing Performance 6 Months | 10.95 |
Trailing Return 1 Month | 2.41 |
Trailing Return 1 Year | 14.82 |
Trailing Return 10 Years | 11.36 |
Trailing Return 15 Years | 13.01 |
Trailing Return 2 Months | 5.24 |
Trailing Return 2 Years | 15.35 |
Trailing Return 20 Years | 10.68 |
Trailing Return 3 Months | 9.82 |
Trailing Return 3 Years | 6.86 |
Trailing Return 4 Years | 15.24 |
Trailing Return 5 Years | 14.64 |
Trailing Return 6 Months | 10.95 |
Trailing Return 6 Years | 12.55 |
Trailing Return 7 Years | 12.43 |
Trailing Return 8 Years | 12.43 |
Trailing Return 9 Months | 26.31 |
Trailing Return 9 Years | 11.43 |
Trailing Return Since Inception | 10.72 |
Trailing Return YTD - Year to Date | 12.55 |
Treynor Ratio 1 Year | 14.58 |
Treynor Ratio 10 Years | 9.53 |
Treynor Ratio 15 Years | 12.34 |
Treynor Ratio 20 Years | 8.90 |
Treynor Ratio 3 Years | 2.99 |
Treynor Ratio 5 Years | 13.69 |
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