Alpha 1 Year | -0.31 |
Alpha 10 Years | -0.19 |
Alpha 15 Years | -0.18 |
Alpha 3 Years | -0.19 |
Alpha 5 Years | -0.18 |
Average Gain 1 Year | 0.43 |
Average Gain 10 Years | 0.12 |
Average Gain 15 Years | 0.08 |
Average Gain 3 Years | 0.24 |
Average Gain 5 Years | 0.17 |
Average Loss 15 Years | 0.00 |
Batting Average 1 Year | 16.67 |
Batting Average 10 Years | 5.00 |
Batting Average 15 Years | 3.33 |
Batting Average 3 Years | 8.33 |
Batting Average 5 Years | 8.33 |
Beta 1 Year | 0.42 |
Beta 10 Years | 0.90 |
Beta 15 Years | 0.92 |
Beta 3 Years | 0.97 |
Beta 5 Years | 0.90 |
Capture Ratio Down 1 Year | 0.00 |
Capture Ratio Down 10 Years | 0.00 |
Capture Ratio Down 15 Years | 0.00 |
Capture Ratio Down 3 Years | 0.00 |
Capture Ratio Down 5 Years | 0.00 |
Capture Ratio Up 1 Year | 96.35 |
Capture Ratio Up 10 Years | 88.34 |
Capture Ratio Up 15 Years | 84.07 |
Capture Ratio Up 3 Years | 94.30 |
Capture Ratio Up 5 Years | 92.65 |
Correlation 1 Year | 62.90 |
Correlation 10 Years | 87.41 |
Correlation 15 Years | 87.83 |
Correlation 3 Years | 85.38 |
Correlation 5 Years | 89.20 |
High 1 Year | 1.00 |
Information Ratio 1 Year | -3.98 |
Information Ratio 10 Years | -5.00 |
Information Ratio 15 Years | -5.73 |
Information Ratio 3 Years | -4.00 |
Information Ratio 5 Years | -3.68 |
Low 1 Year | 1.00 |
Performance Current Year | 3.01 |
Performance since Inception | 210.21 |
R-Squared (R²) 1 Year | 39.57 |
R-Squared (R²) 10 Years | 76.40 |
R-Squared (R²) 15 Years | 77.15 |
R-Squared (R²) 3 Years | 72.89 |
R-Squared (R²) 5 Years | 79.57 |
Sortino Ratio 1 Year | -3.27 |
Sortino Ratio 10 Years | -2.24 |
Sortino Ratio 15 Years | -2.10 |
Sortino Ratio 3 Years | -2.87 |
Sortino Ratio 5 Years | -2.23 |
Tracking Error 1 Year | 0.05 |
Tracking Error 10 Years | 0.04 |
Tracking Error 15 Years | 0.03 |
Tracking Error 3 Years | 0.05 |
Tracking Error 5 Years | 0.04 |
Trailing Performance 1 Month | 0.43 |
Trailing Performance 1 Week | 0.10 |
Trailing Performance 1 Year | 5.25 |
Trailing Performance 10 Years | 15.41 |
Trailing Performance 2 Years | 9.41 |
Trailing Performance 3 Months | 1.28 |
Trailing Performance 3 Years | 9.66 |
Trailing Performance 4 Years | 9.69 |
Trailing Performance 5 Years | 10.92 |
Trailing Performance 6 Months | 2.57 |
Trailing Return 1 Month | 0.42 |
Trailing Return 1 Year | 5.23 |
Trailing Return 10 Years | 1.40 |
Trailing Return 15 Years | 0.94 |
Trailing Return 2 Months | 0.85 |
Trailing Return 2 Years | 4.44 |
Trailing Return 3 Months | 1.27 |
Trailing Return 3 Years | 2.97 |
Trailing Return 4 Years | 2.23 |
Trailing Return 5 Years | 2.04 |
Trailing Return 6 Months | 2.57 |
Trailing Return 6 Years | 2.05 |
Trailing Return 7 Years | 1.93 |
Trailing Return 8 Years | 1.74 |
Trailing Return 9 Months | 3.90 |
Trailing Return 9 Years | 1.56 |
Trailing Return Since Inception | 1.52 |
Trailing Return YTD - Year to Date | 2.57 |
Treynor Ratio 1 Year | -0.92 |
Treynor Ratio 10 Years | -0.24 |
Treynor Ratio 15 Years | -0.18 |
Treynor Ratio 3 Years | -0.46 |
Treynor Ratio 5 Years | -0.30 |
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