Alpha 1 Year | -0.08 |
Alpha 10 Years | -0.09 |
Alpha 3 Years | -0.09 |
Alpha 5 Years | -0.09 |
Average Gain 1 Year | 3.41 |
Average Gain 10 Years | 3.17 |
Average Gain 3 Years | 3.81 |
Average Gain 5 Years | 3.77 |
Average Loss 1 Year | -2.02 |
Average Loss 10 Years | -2.89 |
Average Loss 3 Years | -3.34 |
Average Loss 5 Years | -3.86 |
Batting Average 1 Year | 16.67 |
Batting Average 10 Years | 18.33 |
Batting Average 3 Years | 16.67 |
Batting Average 5 Years | 21.67 |
Beta 1 Year | 1.00 |
Beta 10 Years | 1.00 |
Beta 3 Years | 1.00 |
Beta 5 Years | 1.00 |
Capture Ratio Down 1 Year | 99.88 |
Capture Ratio Down 10 Years | 100.19 |
Capture Ratio Down 3 Years | 100.14 |
Capture Ratio Down 5 Years | 100.16 |
Capture Ratio Up 1 Year | 99.42 |
Capture Ratio Up 10 Years | 99.72 |
Capture Ratio Up 3 Years | 99.70 |
Capture Ratio Up 5 Years | 99.76 |
Correlation 1 Year | 100.00 |
Correlation 10 Years | 100.00 |
Correlation 3 Years | 100.00 |
Correlation 5 Years | 100.00 |
High 1 Year | 114.88 |
Information Ratio 1 Year | -1.78 |
Information Ratio 10 Years | -2.17 |
Information Ratio 3 Years | -2.34 |
Information Ratio 5 Years | -1.88 |
Low 1 Year | 93.78 |
Maximum Loss 1 Year | -7.46 |
Maximum Loss 10 Years | -26.13 |
Maximum Loss 3 Years | -14.54 |
Maximum Loss 5 Years | -26.13 |
Performance Current Year | 14.40 |
Performance since Inception | 264.19 |
Risk adjusted Return 10 Years | 3.79 |
Risk adjusted Return 3 Years | 2.18 |
Risk adjusted Return 5 Years | 1.41 |
Risk adjusted Return Since Inception | 2.75 |
R-Squared (R²) 1 Year | 100.00 |
R-Squared (R²) 10 Years | 100.00 |
R-Squared (R²) 3 Years | 100.00 |
R-Squared (R²) 5 Years | 100.00 |
Sortino Ratio 1 Year | 1.74 |
Sortino Ratio 10 Years | 0.76 |
Sortino Ratio 3 Years | 0.58 |
Sortino Ratio 5 Years | 0.64 |
Tracking Error 1 Year | 0.08 |
Tracking Error 10 Years | 0.04 |
Tracking Error 3 Years | 0.05 |
Tracking Error 5 Years | 0.05 |
Trailing Performance 1 Month | 5.56 |
Trailing Performance 1 Week | 2.60 |
Trailing Performance 1 Year | 14.17 |
Trailing Performance 10 Years | 124.69 |
Trailing Performance 2 Years | 19.65 |
Trailing Performance 3 Months | 7.36 |
Trailing Performance 3 Years | 31.87 |
Trailing Performance 4 Years | 60.14 |
Trailing Performance 5 Years | 47.28 |
Trailing Performance 6 Months | 12.64 |
Trailing Return 1 Month | 5.56 |
Trailing Return 1 Year | 14.17 |
Trailing Return 10 Years | 8.43 |
Trailing Return 2 Months | 5.18 |
Trailing Return 2 Years | 9.39 |
Trailing Return 3 Months | 7.36 |
Trailing Return 3 Years | 9.66 |
Trailing Return 4 Years | 12.49 |
Trailing Return 5 Years | 8.05 |
Trailing Return 6 Months | 12.64 |
Trailing Return 6 Years | 8.44 |
Trailing Return 7 Years | 8.43 |
Trailing Return 8 Years | 8.07 |
Trailing Return 9 Months | 23.38 |
Trailing Return 9 Years | 8.83 |
Trailing Return Since Inception | 10.17 |
Trailing Return YTD - Year to Date | 14.40 |
Treynor Ratio 1 Year | 11.02 |
Treynor Ratio 10 Years | 6.33 |
Treynor Ratio 3 Years | 4.55 |
Treynor Ratio 5 Years | 6.00 |
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