Alpha 1 Year | -1.36 |
Alpha 10 Years | -0.64 |
Alpha 15 Years | -0.43 |
Alpha 20 Years | -0.52 |
Alpha 3 Years | -1.22 |
Alpha 5 Years | -0.75 |
Average Gain 1 Year | 1.73 |
Average Gain 10 Years | 0.88 |
Average Gain 15 Years | 1.02 |
Average Gain 20 Years | 0.99 |
Average Gain 3 Years | 1.58 |
Average Gain 5 Years | 1.27 |
Average Loss 1 Year | -0.86 |
Average Loss 10 Years | -1.00 |
Average Loss 15 Years | -0.96 |
Average Loss 20 Years | -0.93 |
Average Loss 3 Years | -1.28 |
Average Loss 5 Years | -1.25 |
Batting Average 1 Year | 50.00 |
Batting Average 10 Years | 33.33 |
Batting Average 15 Years | 37.78 |
Batting Average 20 Years | 35.83 |
Batting Average 3 Years | 50.00 |
Batting Average 5 Years | 43.33 |
Beta 1 Year | 0.73 |
Beta 10 Years | 0.84 |
Beta 15 Years | 0.90 |
Beta 20 Years | 0.89 |
Beta 3 Years | 0.78 |
Beta 5 Years | 0.82 |
Capture Ratio Down 1 Year | 75.33 |
Capture Ratio Down 10 Years | 89.84 |
Capture Ratio Down 15 Years | 98.12 |
Capture Ratio Down 20 Years | 97.04 |
Capture Ratio Down 3 Years | 83.80 |
Capture Ratio Down 5 Years | 87.83 |
Capture Ratio Up 1 Year | 75.95 |
Capture Ratio Up 10 Years | 82.81 |
Capture Ratio Up 15 Years | 90.59 |
Capture Ratio Up 20 Years | 88.89 |
Capture Ratio Up 3 Years | 78.15 |
Capture Ratio Up 5 Years | 82.79 |
Correlation 1 Year | 98.80 |
Correlation 10 Years | 98.21 |
Correlation 15 Years | 97.26 |
Correlation 20 Years | 97.13 |
Correlation 3 Years | 99.16 |
Correlation 5 Years | 98.29 |
High 1 Year | 10.89 |
Information Ratio 1 Year | -0.27 |
Information Ratio 10 Years | -0.63 |
Information Ratio 15 Years | -0.57 |
Information Ratio 20 Years | -0.65 |
Information Ratio 3 Years | -0.20 |
Information Ratio 5 Years | -0.36 |
Low 1 Year | 10.17 |
Maximum Loss 1 Year | -4.19 |
Maximum Loss 10 Years | -12.37 |
Maximum Loss 15 Years | -12.37 |
Maximum Loss 20 Years | -12.37 |
Maximum Loss 3 Years | -12.37 |
Maximum Loss 5 Years | -12.37 |
Performance Current Year | 0.34 |
Performance since Inception | 235.17 |
Risk adjusted Return 10 Years | 1.81 |
Risk adjusted Return 3 Years | -3.17 |
Risk adjusted Return 5 Years | -0.31 |
Risk adjusted Return Since Inception | 0.18 |
R-Squared (R²) 1 Year | 97.60 |
R-Squared (R²) 10 Years | 96.45 |
R-Squared (R²) 15 Years | 94.59 |
R-Squared (R²) 20 Years | 94.34 |
R-Squared (R²) 3 Years | 98.32 |
R-Squared (R²) 5 Years | 96.61 |
Sortino Ratio 1 Year | -0.79 |
Sortino Ratio 10 Years | -0.01 |
Sortino Ratio 15 Years | 0.51 |
Sortino Ratio 20 Years | 0.42 |
Sortino Ratio 3 Years | -0.94 |
Sortino Ratio 5 Years | -0.40 |
Tracking Error 1 Year | 2.62 |
Tracking Error 10 Years | 1.23 |
Tracking Error 15 Years | 1.18 |
Tracking Error 20 Years | 1.19 |
Tracking Error 3 Years | 1.94 |
Tracking Error 5 Years | 1.67 |
Trailing Performance 1 Month | 0.87 |
Trailing Performance 1 Week | 0.14 |
Trailing Performance 1 Year | 3.26 |
Trailing Performance 10 Years | 17.51 |
Trailing Performance 2 Years | 3.73 |
Trailing Performance 3 Months | 1.58 |
Trailing Performance 3 Years | -3.45 |
Trailing Performance 4 Years | -0.15 |
Trailing Performance 5 Years | 2.75 |
Trailing Performance 6 Months | 0.51 |
Trailing Return 1 Month | 1.14 |
Trailing Return 1 Year | 2.56 |
Trailing Return 10 Years | 1.55 |
Trailing Return 15 Years | 2.69 |
Trailing Return 2 Months | 0.71 |
Trailing Return 2 Years | 2.68 |
Trailing Return 20 Years | 2.83 |
Trailing Return 3 Months | -0.30 |
Trailing Return 3 Years | -1.21 |
Trailing Return 4 Years | 0.07 |
Trailing Return 5 Years | 0.52 |
Trailing Return 6 Months | -0.53 |
Trailing Return 6 Years | 1.35 |
Trailing Return 7 Years | 1.17 |
Trailing Return 8 Years | 0.87 |
Trailing Return 9 Months | 5.71 |
Trailing Return 9 Years | 1.44 |
Trailing Return Since Inception | 3.85 |
Trailing Return YTD - Year to Date | -0.53 |
Treynor Ratio 1 Year | -4.69 |
Treynor Ratio 10 Years | -0.17 |
Treynor Ratio 15 Years | 1.65 |
Treynor Ratio 20 Years | 1.34 |
Treynor Ratio 3 Years | -6.05 |
Treynor Ratio 5 Years | -2.33 |
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