Alpha 1 Year | 5.79 |
Alpha 3 Years | 4.04 |
Alpha 5 Years | 4.22 |
Average Gain 1 Year | 4.17 |
Average Gain 3 Years | 4.21 |
Average Gain 5 Years | 4.45 |
Average Loss 1 Year | -1.58 |
Average Loss 3 Years | -3.13 |
Average Loss 5 Years | -3.75 |
Batting Average 1 Year | 58.33 |
Batting Average 3 Years | 58.33 |
Batting Average 5 Years | 61.67 |
Beta 1 Year | 0.74 |
Beta 3 Years | 0.90 |
Beta 5 Years | 1.01 |
Capture Ratio Down 1 Year | 58.99 |
Capture Ratio Down 3 Years | 78.81 |
Capture Ratio Down 5 Years | 90.18 |
Capture Ratio Up 1 Year | 91.73 |
Capture Ratio Up 3 Years | 98.84 |
Capture Ratio Up 5 Years | 107.92 |
Correlation 1 Year | 95.05 |
Correlation 3 Years | 95.99 |
Correlation 5 Years | 95.81 |
High 1 Year | 50.36 |
Information Ratio 1 Year | 1.02 |
Information Ratio 3 Years | 1.03 |
Information Ratio 5 Years | 0.87 |
Low 1 Year | 41.51 |
Maximum Loss 1 Year | -5.66 |
Maximum Loss 3 Years | -21.74 |
Maximum Loss 5 Years | -27.45 |
Performance Current Year | 10.12 |
Performance since Inception | 1,045.22 |
Risk adjusted Return 3 Years | 1.19 |
Risk adjusted Return 5 Years | 4.41 |
Risk adjusted Return Since Inception | 3.12 |
R-Squared (R²) 1 Year | 90.34 |
R-Squared (R²) 3 Years | 92.14 |
R-Squared (R²) 5 Years | 91.79 |
Sortino Ratio 1 Year | 3.14 |
Sortino Ratio 3 Years | 0.53 |
Sortino Ratio 5 Years | 0.93 |
Tracking Error 1 Year | 4.88 |
Tracking Error 3 Years | 4.70 |
Tracking Error 5 Years | 5.40 |
Trailing Performance 1 Month | 3.92 |
Trailing Performance 1 Week | 2.63 |
Trailing Performance 1 Year | 16.18 |
Trailing Performance 10 Years | 108.56 |
Trailing Performance 2 Years | 39.94 |
Trailing Performance 3 Months | 7.08 |
Trailing Performance 3 Years | 27.66 |
Trailing Performance 4 Years | 81.89 |
Trailing Performance 5 Years | 76.74 |
Trailing Performance 6 Months | 10.46 |
Trailing Return 1 Month | 3.92 |
Trailing Return 1 Year | 16.18 |
Trailing Return 2 Months | 2.01 |
Trailing Return 2 Years | 18.30 |
Trailing Return 3 Months | 7.08 |
Trailing Return 3 Years | 8.48 |
Trailing Return 4 Years | 16.13 |
Trailing Return 5 Years | 12.06 |
Trailing Return 6 Months | 10.46 |
Trailing Return 6 Years | 9.46 |
Trailing Return 7 Years | 8.54 |
Trailing Return 8 Years | 9.96 |
Trailing Return 9 Months | 23.15 |
Trailing Return 9 Years | 8.43 |
Trailing Return Since Inception | 8.17 |
Trailing Return YTD - Year to Date | 10.12 |
Treynor Ratio 1 Year | 22.10 |
Treynor Ratio 3 Years | 4.54 |
Treynor Ratio 5 Years | 10.14 |
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