Alpha 1 Year | 2.74 |
Alpha 10 Years | -0.68 |
Alpha 15 Years | -0.72 |
Alpha 20 Years | -0.09 |
Alpha 3 Years | 0.92 |
Alpha 5 Years | 0.12 |
Average Gain 1 Year | 4.45 |
Average Gain 10 Years | 3.30 |
Average Gain 15 Years | 3.33 |
Average Gain 20 Years | 3.06 |
Average Gain 3 Years | 4.23 |
Average Gain 5 Years | 4.11 |
Average Loss 1 Year | -2.66 |
Average Loss 10 Years | -3.59 |
Average Loss 15 Years | -3.42 |
Average Loss 20 Years | -3.54 |
Average Loss 3 Years | -4.21 |
Average Loss 5 Years | -4.22 |
Batting Average 1 Year | 66.67 |
Batting Average 10 Years | 43.33 |
Batting Average 15 Years | 41.11 |
Batting Average 20 Years | 45.00 |
Batting Average 3 Years | 58.33 |
Batting Average 5 Years | 50.00 |
Beta 1 Year | 0.94 |
Beta 10 Years | 0.92 |
Beta 15 Years | 0.93 |
Beta 20 Years | 0.92 |
Beta 3 Years | 0.91 |
Beta 5 Years | 0.92 |
Capture Ratio Down 1 Year | 84.63 |
Capture Ratio Down 10 Years | 96.76 |
Capture Ratio Down 15 Years | 96.75 |
Capture Ratio Down 20 Years | 93.06 |
Capture Ratio Down 3 Years | 90.66 |
Capture Ratio Down 5 Years | 92.92 |
Capture Ratio Up 1 Year | 100.15 |
Capture Ratio Up 10 Years | 92.80 |
Capture Ratio Up 15 Years | 92.71 |
Capture Ratio Up 20 Years | 92.70 |
Capture Ratio Up 3 Years | 95.68 |
Capture Ratio Up 5 Years | 93.63 |
Correlation 1 Year | 99.02 |
Correlation 10 Years | 98.16 |
Correlation 15 Years | 98.34 |
Correlation 20 Years | 98.44 |
Correlation 3 Years | 98.34 |
Correlation 5 Years | 98.78 |
High 1 Year | 57.34 |
Information Ratio 1 Year | 1.25 |
Information Ratio 10 Years | -0.54 |
Information Ratio 15 Years | -0.65 |
Information Ratio 20 Years | -0.29 |
Information Ratio 3 Years | 0.26 |
Information Ratio 5 Years | -0.26 |
Low 1 Year | 44.65 |
Maximum Loss 1 Year | -7.10 |
Maximum Loss 10 Years | -24.04 |
Maximum Loss 15 Years | -24.04 |
Maximum Loss 20 Years | -47.16 |
Maximum Loss 3 Years | -24.04 |
Maximum Loss 5 Years | -24.04 |
Performance Current Year | 15.37 |
Performance since Inception | 28,983.33 |
Risk adjusted Return 10 Years | 7.12 |
Risk adjusted Return 3 Years | 3.77 |
Risk adjusted Return 5 Years | 9.14 |
Risk adjusted Return Since Inception | 7.05 |
R-Squared (R²) 1 Year | 98.06 |
R-Squared (R²) 10 Years | 96.36 |
R-Squared (R²) 15 Years | 96.70 |
R-Squared (R²) 20 Years | 96.91 |
R-Squared (R²) 3 Years | 96.72 |
R-Squared (R²) 5 Years | 97.57 |
Sortino Ratio 1 Year | 3.30 |
Sortino Ratio 10 Years | 1.08 |
Sortino Ratio 15 Years | 1.38 |
Sortino Ratio 20 Years | 0.90 |
Sortino Ratio 3 Years | 0.71 |
Sortino Ratio 5 Years | 1.22 |
Tracking Error 1 Year | 2.06 |
Tracking Error 10 Years | 3.00 |
Tracking Error 15 Years | 2.72 |
Tracking Error 20 Years | 2.76 |
Tracking Error 3 Years | 3.29 |
Tracking Error 5 Years | 3.02 |
Trailing Performance 1 Month | 0.72 |
Trailing Performance 1 Week | -0.88 |
Trailing Performance 1 Year | 23.61 |
Trailing Performance 10 Years | 191.78 |
Trailing Performance 2 Years | 46.30 |
Trailing Performance 3 Months | 6.20 |
Trailing Performance 3 Years | 34.38 |
Trailing Performance 4 Years | 78.21 |
Trailing Performance 5 Years | 91.92 |
Trailing Performance 6 Months | 12.23 |
Trailing Return 1 Month | 3.43 |
Trailing Return 1 Year | 27.13 |
Trailing Return 10 Years | 11.24 |
Trailing Return 15 Years | 13.06 |
Trailing Return 2 Months | 7.35 |
Trailing Return 2 Years | 24.22 |
Trailing Return 20 Years | 9.50 |
Trailing Return 3 Months | 3.73 |
Trailing Return 3 Years | 10.87 |
Trailing Return 4 Years | 16.55 |
Trailing Return 5 Years | 14.27 |
Trailing Return 6 Months | 14.55 |
Trailing Return 6 Years | 12.54 |
Trailing Return 7 Years | 12.59 |
Trailing Return 8 Years | 12.98 |
Trailing Return 9 Months | 30.23 |
Trailing Return 9 Years | 12.03 |
Trailing Return Since Inception | 12.15 |
Trailing Return YTD - Year to Date | 14.55 |
Treynor Ratio 1 Year | 26.20 |
Treynor Ratio 10 Years | 10.32 |
Treynor Ratio 15 Years | 12.62 |
Treynor Ratio 20 Years | 8.55 |
Treynor Ratio 3 Years | 7.45 |
Treynor Ratio 5 Years | 13.73 |
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