Alpha 1 Year | -3.54 |
Alpha 10 Years | -0.41 |
Alpha 3 Years | -2.08 |
Alpha 5 Years | -0.99 |
Average Gain 1 Year | 0.16 |
Average Gain 10 Years | 0.09 |
Average Gain 3 Years | 0.10 |
Average Gain 5 Years | 0.10 |
Batting Average 1 Year | 0.00 |
Batting Average 10 Years | 55.83 |
Batting Average 3 Years | 30.56 |
Batting Average 5 Years | 45.00 |
Beta 1 Year | 0.06 |
Beta 10 Years | 1.05 |
Beta 3 Years | 0.17 |
Beta 5 Years | 0.97 |
Capture Ratio Down 1 Year | 0.00 |
Capture Ratio Down 10 Years | -1,521.94 |
Capture Ratio Down 3 Years | -715.69 |
Capture Ratio Down 5 Years | -659.46 |
Capture Ratio Up 1 Year | 36.10 |
Capture Ratio Up 10 Years | 69.08 |
Capture Ratio Up 3 Years | 40.08 |
Capture Ratio Up 5 Years | 53.93 |
Correlation 1 Year | 16.93 |
Correlation 10 Years | 32.31 |
Correlation 3 Years | 5.07 |
Correlation 5 Years | 33.02 |
High 1 Year | 1.00 |
Information Ratio 1 Year | -48.35 |
Information Ratio 10 Years | -1.04 |
Information Ratio 3 Years | -3.87 |
Information Ratio 5 Years | -2.03 |
Low 1 Year | 1.00 |
Performance Current Year | 0.98 |
Performance since Inception | 16.13 |
R-Squared (R²) 1 Year | 2.87 |
R-Squared (R²) 10 Years | 10.44 |
R-Squared (R²) 3 Years | 0.26 |
R-Squared (R²) 5 Years | 10.90 |
Sortino Ratio 1 Year | -3.46 |
Sortino Ratio 10 Years | -1.14 |
Sortino Ratio 3 Years | -2.79 |
Sortino Ratio 5 Years | -1.85 |
Tracking Error 1 Year | 0.07 |
Tracking Error 10 Years | 0.40 |
Tracking Error 3 Years | 0.48 |
Tracking Error 5 Years | 0.49 |
Trailing Performance 1 Month | 0.32 |
Trailing Performance 1 Week | 0.16 |
Trailing Performance 1 Year | 1.94 |
Trailing Performance 10 Years | 11.81 |
Trailing Performance 2 Years | 3.41 |
Trailing Performance 3 Months | 0.65 |
Trailing Performance 3 Years | 3.80 |
Trailing Performance 4 Years | 4.59 |
Trailing Performance 5 Years | 6.29 |
Trailing Performance 6 Months | 1.15 |
Trailing Return 1 Month | 0.16 |
Trailing Return 1 Year | 1.94 |
Trailing Return 10 Years | 1.12 |
Trailing Return 2 Months | 0.32 |
Trailing Return 2 Years | 1.69 |
Trailing Return 3 Months | 0.48 |
Trailing Return 3 Years | 1.25 |
Trailing Return 4 Years | 1.13 |
Trailing Return 5 Years | 1.20 |
Trailing Return 6 Months | 0.98 |
Trailing Return 6 Years | 1.26 |
Trailing Return 7 Years | 1.26 |
Trailing Return 8 Years | 1.22 |
Trailing Return 9 Months | 1.46 |
Trailing Return 9 Years | 1.18 |
Trailing Return Since Inception | 1.10 |
Trailing Return YTD - Year to Date | 0.98 |
Treynor Ratio 1 Year | -57.71 |
Treynor Ratio 10 Years | -0.47 |
Treynor Ratio 3 Years | -13.07 |
Treynor Ratio 5 Years | -1.15 |
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