Alpha 1 Year | -2.30 |
Alpha 10 Years | -1.61 |
Alpha 15 Years | -1.78 |
Alpha 20 Years | -1.62 |
Alpha 3 Years | -4.35 |
Alpha 5 Years | -1.17 |
Average Gain 1 Year | 4.84 |
Average Gain 10 Years | 3.98 |
Average Gain 15 Years | 4.14 |
Average Gain 20 Years | 3.98 |
Average Gain 3 Years | 5.06 |
Average Gain 5 Years | 5.12 |
Average Loss 1 Year | -4.15 |
Average Loss 10 Years | -4.20 |
Average Loss 15 Years | -4.06 |
Average Loss 20 Years | -4.30 |
Average Loss 3 Years | -5.09 |
Average Loss 5 Years | -4.98 |
Batting Average 1 Year | 33.33 |
Batting Average 10 Years | 42.50 |
Batting Average 15 Years | 43.89 |
Batting Average 20 Years | 44.58 |
Batting Average 3 Years | 33.33 |
Batting Average 5 Years | 45.00 |
Beta 1 Year | 1.02 |
Beta 10 Years | 1.02 |
Beta 15 Years | 1.03 |
Beta 20 Years | 1.01 |
Beta 3 Years | 1.01 |
Beta 5 Years | 1.03 |
Capture Ratio Down 1 Year | 105.27 |
Capture Ratio Down 10 Years | 106.64 |
Capture Ratio Down 15 Years | 108.45 |
Capture Ratio Down 20 Years | 106.16 |
Capture Ratio Down 3 Years | 109.73 |
Capture Ratio Down 5 Years | 108.03 |
Capture Ratio Up 1 Year | 96.88 |
Capture Ratio Up 10 Years | 98.44 |
Capture Ratio Up 15 Years | 99.80 |
Capture Ratio Up 20 Years | 98.20 |
Capture Ratio Up 3 Years | 92.92 |
Capture Ratio Up 5 Years | 102.89 |
Correlation 1 Year | 99.46 |
Correlation 10 Years | 98.18 |
Correlation 15 Years | 98.30 |
Correlation 20 Years | 98.01 |
Correlation 3 Years | 98.98 |
Correlation 5 Years | 98.35 |
High 1 Year | 14.29 |
Information Ratio 1 Year | -1.06 |
Information Ratio 10 Years | -0.52 |
Information Ratio 15 Years | -0.51 |
Information Ratio 20 Years | -0.51 |
Information Ratio 3 Years | -1.61 |
Information Ratio 5 Years | -0.27 |
Low 1 Year | 10.74 |
Maximum Loss 1 Year | -12.79 |
Maximum Loss 10 Years | -40.67 |
Maximum Loss 15 Years | -40.67 |
Maximum Loss 20 Years | -52.00 |
Maximum Loss 3 Years | -40.67 |
Maximum Loss 5 Years | -40.67 |
Performance Current Year | 1.13 |
Performance since Inception | 994.26 |
Risk adjusted Return 10 Years | 3.58 |
Risk adjusted Return 3 Years | -10.44 |
Risk adjusted Return 5 Years | 2.05 |
Risk adjusted Return Since Inception | 0.32 |
R-Squared (R²) 1 Year | 98.92 |
R-Squared (R²) 10 Years | 96.39 |
R-Squared (R²) 15 Years | 96.62 |
R-Squared (R²) 20 Years | 96.07 |
R-Squared (R²) 3 Years | 97.97 |
R-Squared (R²) 5 Years | 96.73 |
Sortino Ratio 1 Year | 1.29 |
Sortino Ratio 10 Years | 0.73 |
Sortino Ratio 15 Years | 1.07 |
Sortino Ratio 20 Years | 0.66 |
Sortino Ratio 3 Years | -0.23 |
Sortino Ratio 5 Years | 0.68 |
Tracking Error 1 Year | 2.29 |
Tracking Error 10 Years | 3.58 |
Tracking Error 15 Years | 3.41 |
Tracking Error 20 Years | 3.67 |
Tracking Error 3 Years | 3.04 |
Tracking Error 5 Years | 4.22 |
Trailing Performance 1 Month | -1.25 |
Trailing Performance 1 Week | -1.97 |
Trailing Performance 1 Year | 8.37 |
Trailing Performance 10 Years | 128.81 |
Trailing Performance 2 Years | 17.85 |
Trailing Performance 3 Months | 0.90 |
Trailing Performance 3 Years | -16.07 |
Trailing Performance 4 Years | 15.61 |
Trailing Performance 5 Years | 45.59 |
Trailing Performance 6 Months | 0.45 |
Trailing Return 1 Month | 1.19 |
Trailing Return 1 Year | 12.63 |
Trailing Return 10 Years | 8.65 |
Trailing Return 15 Years | 12.22 |
Trailing Return 2 Months | 2.17 |
Trailing Return 2 Years | 14.97 |
Trailing Return 20 Years | 8.29 |
Trailing Return 3 Months | -4.28 |
Trailing Return 3 Years | -4.97 |
Trailing Return 4 Years | 5.88 |
Trailing Return 5 Years | 8.79 |
Trailing Return 6 Months | 2.40 |
Trailing Return 6 Years | 9.56 |
Trailing Return 7 Years | 10.40 |
Trailing Return 8 Years | 11.12 |
Trailing Return 9 Months | 18.61 |
Trailing Return 9 Years | 8.57 |
Trailing Return Since Inception | 7.94 |
Trailing Return YTD - Year to Date | 2.40 |
Treynor Ratio 1 Year | 13.58 |
Treynor Ratio 10 Years | 7.29 |
Treynor Ratio 15 Years | 10.77 |
Treynor Ratio 20 Years | 6.76 |
Treynor Ratio 3 Years | -6.07 |
Treynor Ratio 5 Years | 7.40 |
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