Alpha 1 Year | 0.94 |
Alpha 10 Years | 0.34 |
Alpha 15 Years | 0.89 |
Alpha 3 Years | 0.10 |
Alpha 5 Years | 0.13 |
Average Gain 1 Year | 0.51 |
Average Gain 10 Years | 0.27 |
Average Gain 15 Years | 0.27 |
Average Gain 20 Years | 0.31 |
Average Gain 3 Years | 0.39 |
Average Gain 5 Years | 0.38 |
Average Loss 10 Years | -0.27 |
Average Loss 15 Years | -0.26 |
Average Loss 20 Years | -0.34 |
Average Loss 3 Years | -0.21 |
Average Loss 5 Years | -0.42 |
Batting Average 1 Year | 66.67 |
Batting Average 10 Years | 66.67 |
Batting Average 15 Years | 73.33 |
Batting Average 3 Years | 47.22 |
Batting Average 5 Years | 60.00 |
Beta 1 Year | 3.08 |
Beta 10 Years | 0.67 |
Beta 15 Years | 1.23 |
Beta 3 Years | 1.58 |
Beta 5 Years | 0.56 |
Capture Ratio Down 1 Year | 0.00 |
Capture Ratio Down 10 Years | 341.11 |
Capture Ratio Down 15 Years | 329.81 |
Capture Ratio Down 3 Years | 326.31 |
Capture Ratio Down 5 Years | 330.71 |
Capture Ratio Up 1 Year | 115.18 |
Capture Ratio Up 10 Years | 128.43 |
Capture Ratio Up 15 Years | 175.23 |
Capture Ratio Up 3 Years | 107.72 |
Capture Ratio Up 5 Years | 120.25 |
Correlation 1 Year | 85.76 |
Correlation 10 Years | 13.28 |
Correlation 15 Years | 23.09 |
Correlation 3 Years | 71.41 |
Correlation 5 Years | 10.63 |
High 1 Year | 9.23 |
Information Ratio 1 Year | 1.30 |
Information Ratio 10 Years | 0.22 |
Information Ratio 15 Years | 0.69 |
Information Ratio 3 Years | -0.40 |
Information Ratio 5 Years | 0.08 |
Low 1 Year | 9.03 |
Maximum Loss 10 Years | -3.42 |
Maximum Loss 15 Years | -3.42 |
Maximum Loss 20 Years | -4.80 |
Maximum Loss 3 Years | -1.98 |
Maximum Loss 5 Years | -3.42 |
Performance Current Year | 3.66 |
Performance since Inception | 120.62 |
Risk adjusted Return 10 Years | 0.33 |
Risk adjusted Return 3 Years | -0.91 |
Risk adjusted Return 5 Years | 0.01 |
Risk adjusted Return Since Inception | -0.01 |
R-Squared (R²) 1 Year | 73.54 |
R-Squared (R²) 10 Years | 1.76 |
R-Squared (R²) 15 Years | 5.33 |
R-Squared (R²) 3 Years | 51.00 |
R-Squared (R²) 5 Years | 1.13 |
Sortino Ratio 1 Year | 1.03 |
Sortino Ratio 10 Years | 0.31 |
Sortino Ratio 15 Years | 1.11 |
Sortino Ratio 20 Years | 0.65 |
Sortino Ratio 3 Years | -1.24 |
Sortino Ratio 5 Years | 0.04 |
Tracking Error 1 Year | 0.66 |
Tracking Error 10 Years | 1.44 |
Tracking Error 15 Years | 1.28 |
Tracking Error 3 Years | 0.63 |
Tracking Error 5 Years | 2.01 |
Trailing Performance 1 Month | 0.74 |
Trailing Performance 1 Week | 0.19 |
Trailing Performance 1 Year | 6.64 |
Trailing Performance 10 Years | 22.39 |
Trailing Performance 2 Years | 10.34 |
Trailing Performance 3 Months | 2.02 |
Trailing Performance 3 Years | 8.53 |
Trailing Performance 4 Years | 10.33 |
Trailing Performance 5 Years | 12.92 |
Trailing Performance 6 Months | 3.06 |
Trailing Return 1 Month | 0.46 |
Trailing Return 1 Year | 6.33 |
Trailing Return 10 Years | 1.97 |
Trailing Return 15 Years | 2.13 |
Trailing Return 2 Months | 1.20 |
Trailing Return 2 Years | 4.74 |
Trailing Return 20 Years | 2.29 |
Trailing Return 3 Months | 1.27 |
Trailing Return 3 Years | 2.51 |
Trailing Return 4 Years | 2.42 |
Trailing Return 5 Years | 2.34 |
Trailing Return 6 Months | 2.82 |
Trailing Return 6 Years | 2.48 |
Trailing Return 7 Years | 2.37 |
Trailing Return 8 Years | 2.28 |
Trailing Return 9 Months | 4.91 |
Trailing Return 9 Years | 2.13 |
Trailing Return Since Inception | 2.58 |
Trailing Return YTD - Year to Date | 2.82 |
Treynor Ratio 1 Year | 0.18 |
Treynor Ratio 10 Years | 0.54 |
Treynor Ratio 15 Years | 0.89 |
Treynor Ratio 3 Years | -0.59 |
Treynor Ratio 5 Years | 0.10 |
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