Alpha 1 Year |
0.18 |
Alpha 3 Years |
-0.09 |
Alpha 5 Years |
-0.13 |
Average Gain 1 Year |
3.99 |
Average Gain 3 Years |
3.78 |
Average Gain 5 Years |
4.18 |
Average Loss 1 Year |
-1.33 |
Average Loss 3 Years |
-2.13 |
Average Loss 5 Years |
-2.54 |
Batting Average 1 Year |
8.33 |
Batting Average 3 Years |
8.33 |
Batting Average 5 Years |
8.33 |
Beta 1 Year |
0.98 |
Beta 3 Years |
1.00 |
Beta 5 Years |
1.00 |
Capture Ratio Down 1 Year |
90.23 |
Capture Ratio Down 3 Years |
100.48 |
Capture Ratio Down 5 Years |
100.72 |
Capture Ratio Up 1 Year |
97.01 |
Capture Ratio Up 3 Years |
99.76 |
Capture Ratio Up 5 Years |
99.87 |
Correlation 1 Year |
99.56 |
Correlation 3 Years |
99.74 |
Correlation 5 Years |
99.84 |
High 1 Year |
49.16 |
Information Ratio 1 Year |
-0.11 |
Information Ratio 3 Years |
-0.14 |
Information Ratio 5 Years |
-0.19 |
Low 1 Year |
36.08 |
Maximum Loss 1 Year |
-5.10 |
Maximum Loss 3 Years |
-15.66 |
Maximum Loss 5 Years |
-16.88 |
Performance Current Year |
16.32 |
Performance since Inception |
87.51 |
R-Squared (R²) 1 Year |
99.12 |
R-Squared (R²) 3 Years |
99.47 |
R-Squared (R²) 5 Years |
99.69 |
Sortino Ratio 1 Year |
3.30 |
Sortino Ratio 3 Years |
0.98 |
Sortino Ratio 5 Years |
1.15 |
Tracking Error 1 Year |
1.15 |
Tracking Error 3 Years |
0.92 |
Tracking Error 5 Years |
0.80 |
Trailing Performance 1 Month |
0.89 |
Trailing Performance 1 Week |
-1.07 |
Trailing Performance 1 Year |
24.14 |
Trailing Performance 2 Years |
35.10 |
Trailing Performance 3 Months |
3.46 |
Trailing Performance 3 Years |
35.70 |
Trailing Performance 4 Years |
17.57 |
Trailing Performance 5 Years |
58.28 |
Trailing Performance 6 Months |
17.52 |
Trailing Return 1 Month |
4.08 |
Trailing Return 1 Year |
23.00 |
Trailing Return 2 Months |
3.31 |
Trailing Return 2 Years |
17.52 |
Trailing Return 3 Months |
5.15 |
Trailing Return 3 Years |
9.82 |
Trailing Return 4 Years |
5.28 |
Trailing Return 5 Years |
11.04 |
Trailing Return 6 Months |
18.11 |
Trailing Return 6 Years |
11.96 |
Trailing Return 9 Months |
21.41 |
Trailing Return Since Inception |
11.05 |
Trailing Return YTD - Year to Date |
17.58 |
Treynor Ratio 1 Year |
17.73 |
Treynor Ratio 3 Years |
6.26 |
Treynor Ratio 5 Years |
8.67 |