Alpha 1 Year | 0.55 |
Alpha 3 Years | -5.94 |
Alpha 5 Years | -3.17 |
Average Gain 1 Year | 5.43 |
Average Gain 3 Years | 5.01 |
Average Gain 5 Years | 5.62 |
Average Loss 1 Year | -3.97 |
Average Loss 3 Years | -5.76 |
Average Loss 5 Years | -5.21 |
Batting Average 1 Year | 50.00 |
Batting Average 3 Years | 41.67 |
Batting Average 5 Years | 55.00 |
Beta 1 Year | 1.14 |
Beta 3 Years | 1.15 |
Beta 5 Years | 1.12 |
Capture Ratio Down 1 Year | 115.18 |
Capture Ratio Down 3 Years | 135.84 |
Capture Ratio Down 5 Years | 117.39 |
Capture Ratio Up 1 Year | 122.00 |
Capture Ratio Up 3 Years | 105.65 |
Capture Ratio Up 5 Years | 105.87 |
Correlation 1 Year | 96.15 |
Correlation 3 Years | 92.14 |
Correlation 5 Years | 91.77 |
High 1 Year | 50.73 |
Information Ratio 1 Year | 1.09 |
Information Ratio 3 Years | -0.83 |
Information Ratio 5 Years | -0.20 |
Low 1 Year | 37.16 |
Maximum Loss 1 Year | -10.55 |
Maximum Loss 3 Years | -41.67 |
Maximum Loss 5 Years | -41.67 |
Performance Current Year | 16.13 |
Performance since Inception | 3,154.46 |
Risk adjusted Return 3 Years | -6.46 |
Risk adjusted Return 5 Years | 4.23 |
Risk adjusted Return Since Inception | -0.04 |
R-Squared (R²) 1 Year | 92.45 |
R-Squared (R²) 3 Years | 84.89 |
R-Squared (R²) 5 Years | 84.22 |
Sortino Ratio 1 Year | 2.54 |
Sortino Ratio 3 Years | 0.05 |
Sortino Ratio 5 Years | 0.82 |
Tracking Error 1 Year | 6.15 |
Tracking Error 3 Years | 8.59 |
Tracking Error 5 Years | 9.41 |
Trailing Performance 1 Month | -4.61 |
Trailing Performance 1 Week | -3.42 |
Trailing Performance 1 Year | 21.32 |
Trailing Performance 10 Years | 219.42 |
Trailing Performance 2 Years | 35.17 |
Trailing Performance 3 Months | 4.64 |
Trailing Performance 3 Years | -5.33 |
Trailing Performance 4 Years | 32.75 |
Trailing Performance 5 Years | 64.27 |
Trailing Performance 6 Months | 9.24 |
Trailing Return 1 Month | 5.80 |
Trailing Return 1 Year | 29.81 |
Trailing Return 2 Months | 11.75 |
Trailing Return 2 Years | 25.56 |
Trailing Return 3 Months | 6.25 |
Trailing Return 3 Years | 0.94 |
Trailing Return 4 Years | 10.18 |
Trailing Return 5 Years | 12.23 |
Trailing Return 6 Months | 21.75 |
Trailing Return 6 Years | 12.59 |
Trailing Return 7 Years | 14.84 |
Trailing Return 8 Years | 15.53 |
Trailing Return 9 Months | 38.60 |
Trailing Return Since Inception | 14.63 |
Trailing Return YTD - Year to Date | 21.75 |
Treynor Ratio 1 Year | 22.54 |
Treynor Ratio 3 Years | -1.47 |
Treynor Ratio 5 Years | 8.97 |
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