Alpha 1 Year | -0.39 |
Alpha 10 Years | -0.12 |
Alpha 15 Years | -0.09 |
Alpha 20 Years | 0.37 |
Alpha 3 Years | -0.13 |
Alpha 5 Years | -0.12 |
Average Gain 1 Year | 0.80 |
Average Gain 10 Years | 0.46 |
Average Gain 15 Years | 0.52 |
Average Gain 20 Years | 0.56 |
Average Gain 3 Years | 0.70 |
Average Gain 5 Years | 0.63 |
Average Loss 1 Year | -0.19 |
Average Loss 10 Years | -0.55 |
Average Loss 15 Years | -0.51 |
Average Loss 20 Years | -0.57 |
Average Loss 3 Years | -0.51 |
Average Loss 5 Years | -0.74 |
Batting Average 1 Year | 50.00 |
Batting Average 10 Years | 57.50 |
Batting Average 15 Years | 64.44 |
Batting Average 20 Years | 58.75 |
Batting Average 3 Years | 52.78 |
Batting Average 5 Years | 56.67 |
Beta 1 Year | 1.13 |
Beta 10 Years | 1.34 |
Beta 15 Years | 1.29 |
Beta 20 Years | 1.00 |
Beta 3 Years | 1.02 |
Beta 5 Years | 1.37 |
Capture Ratio Down 1 Year | 168.09 |
Capture Ratio Down 10 Years | 129.82 |
Capture Ratio Down 15 Years | 129.28 |
Capture Ratio Down 20 Years | 99.47 |
Capture Ratio Down 3 Years | 100.64 |
Capture Ratio Down 5 Years | 130.96 |
Capture Ratio Up 1 Year | 99.88 |
Capture Ratio Up 10 Years | 112.34 |
Capture Ratio Up 15 Years | 118.47 |
Capture Ratio Up 20 Years | 108.20 |
Capture Ratio Up 3 Years | 96.09 |
Capture Ratio Up 5 Years | 110.93 |
Correlation 1 Year | 97.45 |
Correlation 10 Years | 91.75 |
Correlation 15 Years | 91.65 |
Correlation 20 Years | 84.13 |
Correlation 3 Years | 96.18 |
Correlation 5 Years | 92.39 |
High 1 Year | 3.87 |
Information Ratio 1 Year | -0.77 |
Information Ratio 10 Years | -0.01 |
Information Ratio 15 Years | 0.31 |
Information Ratio 20 Years | 0.23 |
Information Ratio 3 Years | -0.25 |
Information Ratio 5 Years | -0.16 |
Low 1 Year | 3.78 |
Maximum Loss 1 Year | -0.37 |
Maximum Loss 10 Years | -6.36 |
Maximum Loss 15 Years | -6.36 |
Maximum Loss 20 Years | -7.14 |
Maximum Loss 3 Years | -6.33 |
Maximum Loss 5 Years | -6.36 |
Performance Current Year | 3.18 |
Performance since Inception | 210.19 |
Risk adjusted Return 10 Years | 0.24 |
Risk adjusted Return 3 Years | -2.64 |
Risk adjusted Return 5 Years | -0.79 |
Risk adjusted Return Since Inception | -0.64 |
R-Squared (R²) 1 Year | 94.96 |
R-Squared (R²) 10 Years | 84.18 |
R-Squared (R²) 15 Years | 84.00 |
R-Squared (R²) 20 Years | 70.77 |
R-Squared (R²) 3 Years | 92.51 |
R-Squared (R²) 5 Years | 85.35 |
Sortino Ratio 1 Year | -0.41 |
Sortino Ratio 10 Years | 0.16 |
Sortino Ratio 15 Years | 0.99 |
Sortino Ratio 20 Years | 0.82 |
Sortino Ratio 3 Years | -1.18 |
Sortino Ratio 5 Years | -0.17 |
Tracking Error 1 Year | 0.57 |
Tracking Error 10 Years | 1.33 |
Tracking Error 15 Years | 1.21 |
Tracking Error 20 Years | 1.61 |
Tracking Error 3 Years | 0.67 |
Tracking Error 5 Years | 1.78 |
Trailing Performance 1 Month | 1.19 |
Trailing Performance 1 Week | 0.34 |
Trailing Performance 1 Year | 6.34 |
Trailing Performance 10 Years | 22.74 |
Trailing Performance 2 Years | 7.16 |
Trailing Performance 3 Months | 2.57 |
Trailing Performance 3 Years | 3.32 |
Trailing Performance 4 Years | 6.69 |
Trailing Performance 5 Years | 9.15 |
Trailing Performance 6 Months | 2.75 |
Trailing Return 1 Month | 0.39 |
Trailing Return 1 Year | 5.73 |
Trailing Return 10 Years | 1.91 |
Trailing Return 15 Years | 3.02 |
Trailing Return 2 Months | 1.34 |
Trailing Return 2 Years | 3.42 |
Trailing Return 20 Years | 3.29 |
Trailing Return 3 Months | 0.97 |
Trailing Return 3 Years | 0.67 |
Trailing Return 4 Years | 1.51 |
Trailing Return 5 Years | 1.53 |
Trailing Return 6 Months | 1.94 |
Trailing Return 6 Years | 2.09 |
Trailing Return 7 Years | 1.95 |
Trailing Return 8 Years | 2.01 |
Trailing Return 9 Months | 4.78 |
Trailing Return 9 Years | 2.00 |
Trailing Return Since Inception | 3.72 |
Trailing Return YTD - Year to Date | 1.94 |
Treynor Ratio 1 Year | -0.62 |
Treynor Ratio 10 Years | 0.25 |
Treynor Ratio 15 Years | 1.53 |
Treynor Ratio 20 Years | 1.69 |
Treynor Ratio 3 Years | -2.63 |
Treynor Ratio 5 Years | -0.47 |
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