Alpha 1 Year | -0.21 |
Alpha 10 Years | -0.20 |
Alpha 15 Years | -0.20 |
Alpha 20 Years | -0.20 |
Alpha 3 Years | -0.20 |
Alpha 5 Years | -0.19 |
Average Gain 1 Year | 5.30 |
Average Gain 10 Years | 4.74 |
Average Gain 15 Years | 4.60 |
Average Gain 20 Years | 4.57 |
Average Gain 3 Years | 5.55 |
Average Gain 5 Years | 5.55 |
Average Loss 1 Year | -2.94 |
Average Loss 10 Years | -4.08 |
Average Loss 15 Years | -3.74 |
Average Loss 20 Years | -4.01 |
Average Loss 3 Years | -5.56 |
Average Loss 5 Years | -4.96 |
Batting Average 1 Year | 0.00 |
Batting Average 10 Years | 3.33 |
Batting Average 15 Years | 4.44 |
Batting Average 20 Years | 5.42 |
Batting Average 3 Years | 2.78 |
Batting Average 5 Years | 3.33 |
Beta 1 Year | 1.00 |
Beta 10 Years | 1.00 |
Beta 15 Years | 1.00 |
Beta 20 Years | 1.00 |
Beta 3 Years | 1.00 |
Beta 5 Years | 1.00 |
Capture Ratio Down 1 Year | 100.50 |
Capture Ratio Down 10 Years | 100.26 |
Capture Ratio Down 15 Years | 100.33 |
Capture Ratio Down 20 Years | 100.29 |
Capture Ratio Down 3 Years | 100.20 |
Capture Ratio Down 5 Years | 100.20 |
Capture Ratio Up 1 Year | 99.59 |
Capture Ratio Up 10 Years | 99.53 |
Capture Ratio Up 15 Years | 99.54 |
Capture Ratio Up 20 Years | 99.53 |
Capture Ratio Up 3 Years | 99.61 |
Capture Ratio Up 5 Years | 99.61 |
Correlation 1 Year | 100.00 |
Correlation 10 Years | 100.00 |
Correlation 15 Years | 100.00 |
Correlation 20 Years | 100.00 |
Correlation 3 Years | 100.00 |
Correlation 5 Years | 100.00 |
High 1 Year | 503.14 |
Information Ratio 1 Year | -15.85 |
Information Ratio 10 Years | -7.89 |
Information Ratio 15 Years | -7.55 |
Information Ratio 20 Years | -5.55 |
Information Ratio 3 Years | -9.21 |
Information Ratio 5 Years | -8.62 |
Low 1 Year | 343.64 |
Maximum Loss 1 Year | -8.40 |
Maximum Loss 10 Years | -32.49 |
Maximum Loss 15 Years | -32.49 |
Maximum Loss 20 Years | -49.77 |
Maximum Loss 3 Years | -32.49 |
Maximum Loss 5 Years | -32.49 |
Performance Current Year | 15.46 |
Performance since Inception | 984.67 |
Risk adjusted Return 10 Years | 12.86 |
Risk adjusted Return 3 Years | 2.24 |
Risk adjusted Return 5 Years | 13.47 |
Risk adjusted Return Since Inception | 10.92 |
R-Squared (R²) 1 Year | 100.00 |
R-Squared (R²) 10 Years | 100.00 |
R-Squared (R²) 15 Years | 100.00 |
R-Squared (R²) 20 Years | 100.00 |
R-Squared (R²) 3 Years | 100.00 |
R-Squared (R²) 5 Years | 100.00 |
Sortino Ratio 1 Year | 2.86 |
Sortino Ratio 10 Years | 1.54 |
Sortino Ratio 15 Years | 1.82 |
Sortino Ratio 20 Years | 1.15 |
Sortino Ratio 3 Years | 0.66 |
Sortino Ratio 5 Years | 1.55 |
Tracking Error 1 Year | 0.02 |
Tracking Error 10 Years | 0.03 |
Tracking Error 15 Years | 0.03 |
Tracking Error 20 Years | 0.04 |
Tracking Error 3 Years | 0.02 |
Tracking Error 5 Years | 0.03 |
Trailing Performance 1 Month | -1.61 |
Trailing Performance 1 Week | 1.74 |
Trailing Performance 1 Year | 23.65 |
Trailing Performance 10 Years | 438.73 |
Trailing Performance 2 Years | 51.50 |
Trailing Performance 3 Months | 11.19 |
Trailing Performance 3 Years | 31.87 |
Trailing Performance 4 Years | 81.83 |
Trailing Performance 5 Years | 154.74 |
Trailing Performance 6 Months | 13.34 |
Trailing Return 1 Month | -1.61 |
Trailing Return 1 Year | 23.65 |
Trailing Return 10 Years | 18.34 |
Trailing Return 15 Years | 19.04 |
Trailing Return 2 Months | 4.53 |
Trailing Return 2 Years | 23.09 |
Trailing Return 20 Years | 14.82 |
Trailing Return 3 Months | 11.19 |
Trailing Return 3 Years | 9.66 |
Trailing Return 4 Years | 16.12 |
Trailing Return 5 Years | 20.56 |
Trailing Return 6 Months | 13.34 |
Trailing Return 6 Years | 18.65 |
Trailing Return 7 Years | 19.40 |
Trailing Return 8 Years | 20.15 |
Trailing Return 9 Months | 34.99 |
Trailing Return 9 Years | 18.27 |
Trailing Return Since Inception | 9.84 |
Trailing Return YTD - Year to Date | 15.46 |
Treynor Ratio 1 Year | 25.24 |
Treynor Ratio 10 Years | 16.76 |
Treynor Ratio 15 Years | 18.51 |
Treynor Ratio 20 Years | 12.73 |
Treynor Ratio 3 Years | 8.05 |
Treynor Ratio 5 Years | 19.60 |
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