Alpha 1 Year | 2.91 |
Alpha 10 Years | 1.13 |
Alpha 15 Years | -0.34 |
Alpha 3 Years | -0.02 |
Alpha 5 Years | 0.58 |
Average Gain 1 Year | 6.10 |
Average Gain 10 Years | 4.58 |
Average Gain 15 Years | 4.42 |
Average Gain 3 Years | 5.81 |
Average Gain 5 Years | 5.80 |
Average Loss 1 Year | -3.23 |
Average Loss 10 Years | -3.69 |
Average Loss 15 Years | -3.56 |
Average Loss 3 Years | -5.20 |
Average Loss 5 Years | -4.58 |
Batting Average 1 Year | 50.00 |
Batting Average 10 Years | 53.33 |
Batting Average 15 Years | 51.11 |
Batting Average 3 Years | 47.22 |
Batting Average 5 Years | 50.00 |
Beta 1 Year | 1.09 |
Beta 10 Years | 1.04 |
Beta 15 Years | 1.06 |
Beta 3 Years | 1.16 |
Beta 5 Years | 1.04 |
Capture Ratio Down 1 Year | 97.88 |
Capture Ratio Down 10 Years | 111.26 |
Capture Ratio Down 15 Years | 111.51 |
Capture Ratio Down 3 Years | 126.62 |
Capture Ratio Down 5 Years | 111.85 |
Capture Ratio Up 1 Year | 117.37 |
Capture Ratio Up 10 Years | 110.95 |
Capture Ratio Up 15 Years | 106.69 |
Capture Ratio Up 3 Years | 113.52 |
Capture Ratio Up 5 Years | 109.41 |
Correlation 1 Year | 94.20 |
Correlation 10 Years | 92.08 |
Correlation 15 Years | 93.00 |
Correlation 3 Years | 93.71 |
Correlation 5 Years | 92.55 |
High 1 Year | 6.19 |
Information Ratio 1 Year | 0.82 |
Information Ratio 10 Years | 0.18 |
Information Ratio 15 Years | 0.02 |
Information Ratio 3 Years | -0.28 |
Information Ratio 5 Years | 0.08 |
Low 1 Year | 4.70 |
Maximum Loss 1 Year | -7.89 |
Maximum Loss 10 Years | -36.92 |
Maximum Loss 15 Years | -36.92 |
Maximum Loss 3 Years | -36.92 |
Maximum Loss 5 Years | -36.92 |
Performance Current Year | 17.10 |
Performance since Inception | 1,248.86 |
Risk adjusted Return 10 Years | 8.70 |
Risk adjusted Return 3 Years | -0.32 |
Risk adjusted Return 5 Years | 8.41 |
Risk adjusted Return Since Inception | 6.81 |
R-Squared (R²) 1 Year | 88.74 |
R-Squared (R²) 10 Years | 84.80 |
R-Squared (R²) 15 Years | 86.50 |
R-Squared (R²) 3 Years | 87.82 |
R-Squared (R²) 5 Years | 85.65 |
Sortino Ratio 1 Year | 2.86 |
Sortino Ratio 10 Years | 1.14 |
Sortino Ratio 15 Years | 1.31 |
Sortino Ratio 3 Years | 0.45 |
Sortino Ratio 5 Years | 1.12 |
Tracking Error 1 Year | 8.96 |
Tracking Error 10 Years | 7.26 |
Tracking Error 15 Years | 6.58 |
Tracking Error 3 Years | 8.60 |
Tracking Error 5 Years | 8.50 |
Trailing Performance 1 Month | -2.68 |
Trailing Performance 1 Week | 1.22 |
Trailing Performance 1 Year | 28.46 |
Trailing Performance 10 Years | 266.90 |
Trailing Performance 2 Years | 49.81 |
Trailing Performance 3 Months | 9.60 |
Trailing Performance 3 Years | 18.15 |
Trailing Performance 4 Years | 58.72 |
Trailing Performance 5 Years | 100.60 |
Trailing Performance 6 Months | 12.36 |
Trailing Return 1 Month | -2.68 |
Trailing Return 1 Year | 28.46 |
Trailing Return 10 Years | 13.88 |
Trailing Return 15 Years | 14.17 |
Trailing Return 2 Months | 4.68 |
Trailing Return 2 Years | 22.40 |
Trailing Return 3 Months | 9.60 |
Trailing Return 3 Years | 5.72 |
Trailing Return 4 Years | 12.24 |
Trailing Return 5 Years | 14.94 |
Trailing Return 6 Months | 12.36 |
Trailing Return 6 Years | 14.09 |
Trailing Return 7 Years | 15.57 |
Trailing Return 8 Years | 15.86 |
Trailing Return 9 Months | 39.46 |
Trailing Return 9 Years | 13.54 |
Trailing Return Since Inception | 11.18 |
Trailing Return YTD - Year to Date | 17.10 |
Treynor Ratio 1 Year | 25.26 |
Treynor Ratio 10 Years | 11.44 |
Treynor Ratio 15 Years | 12.60 |
Treynor Ratio 3 Years | 3.99 |
Treynor Ratio 5 Years | 13.00 |
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