Alpha 1 Year | -0.12 |
Alpha 10 Years | 0.00 |
Alpha 15 Years | 0.00 |
Alpha 20 Years | 0.00 |
Alpha 3 Years | -0.09 |
Alpha 5 Years | -0.04 |
Average Gain 1 Year | 0.44 |
Average Gain 10 Years | 0.14 |
Average Gain 15 Years | 0.10 |
Average Gain 20 Years | 0.14 |
Average Gain 3 Years | 0.27 |
Average Gain 5 Years | 0.18 |
Batting Average 1 Year | 16.67 |
Batting Average 10 Years | 40.83 |
Batting Average 15 Years | 42.78 |
Batting Average 20 Years | 41.67 |
Batting Average 3 Years | 27.78 |
Batting Average 5 Years | 30.00 |
Beta 1 Year | 0.28 |
Beta 10 Years | 0.83 |
Beta 15 Years | 0.84 |
Beta 20 Years | 0.97 |
Beta 3 Years | 0.68 |
Beta 5 Years | 0.78 |
Capture Ratio Down 1 Year | 0.00 |
Capture Ratio Down 10 Years | 0.00 |
Capture Ratio Down 15 Years | 0.00 |
Capture Ratio Down 20 Years | 0.00 |
Capture Ratio Down 3 Years | 0.00 |
Capture Ratio Down 5 Years | 0.00 |
Capture Ratio Up 1 Year | 99.06 |
Capture Ratio Up 10 Years | 100.06 |
Capture Ratio Up 15 Years | 99.88 |
Capture Ratio Up 20 Years | 99.89 |
Capture Ratio Up 3 Years | 99.34 |
Capture Ratio Up 5 Years | 98.98 |
Correlation 1 Year | 38.84 |
Correlation 10 Years | 86.82 |
Correlation 15 Years | 85.37 |
Correlation 20 Years | 90.67 |
Correlation 3 Years | 77.19 |
Correlation 5 Years | 89.62 |
High 1 Year | 1.00 |
Information Ratio 1 Year | -1.07 |
Information Ratio 10 Years | 0.03 |
Information Ratio 15 Years | -0.04 |
Information Ratio 20 Years | -0.04 |
Information Ratio 3 Years | -0.48 |
Information Ratio 5 Years | -0.59 |
Low 1 Year | 1.00 |
Performance Current Year | 3.09 |
Performance since Inception | 284.72 |
R-Squared (R²) 1 Year | 15.08 |
R-Squared (R²) 10 Years | 75.37 |
R-Squared (R²) 15 Years | 72.87 |
R-Squared (R²) 20 Years | 82.22 |
R-Squared (R²) 3 Years | 59.59 |
R-Squared (R²) 5 Years | 80.33 |
Sortino Ratio 1 Year | -2.60 |
Sortino Ratio 10 Years | -0.39 |
Sortino Ratio 15 Years | 0.35 |
Sortino Ratio 20 Years | 2.46 |
Sortino Ratio 3 Years | -2.67 |
Sortino Ratio 5 Years | -1.53 |
Tracking Error 1 Year | 0.05 |
Tracking Error 10 Years | 0.04 |
Tracking Error 15 Years | 0.03 |
Tracking Error 20 Years | 0.06 |
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 | 5.46 |
Trailing Performance 10 Years | 17.60 |
Trailing Performance 2 Years | 9.85 |
Trailing Performance 3 Months | 1.32 |
Trailing Performance 3 Years | 10.21 |
Trailing Performance 4 Years | 10.24 |
Trailing Performance 5 Years | 11.69 |
Trailing Performance 6 Months | 2.66 |
Trailing Return 1 Month | 0.45 |
Trailing Return 1 Year | 5.43 |
Trailing Return 10 Years | 1.64 |
Trailing Return 15 Years | 1.14 |
Trailing Return 2 Months | 0.88 |
Trailing Return 2 Years | 4.81 |
Trailing Return 20 Years | 1.74 |
Trailing Return 3 Months | 1.33 |
Trailing Return 3 Years | 3.30 |
Trailing Return 4 Years | 2.47 |
Trailing Return 5 Years | 2.24 |
Trailing Return 6 Months | 2.66 |
Trailing Return 6 Years | 2.26 |
Trailing Return 7 Years | 2.17 |
Trailing Return 8 Years | 2.00 |
Trailing Return 9 Months | 4.04 |
Trailing Return 9 Years | 1.81 |
Trailing Return Since Inception | 3.51 |
Trailing Return YTD - Year to Date | 3.12 |
Treynor Ratio 1 Year | -0.57 |
Treynor Ratio 10 Years | -0.03 |
Treynor Ratio 15 Years | 0.02 |
Treynor Ratio 20 Years | 0.12 |
Treynor Ratio 3 Years | -0.41 |
Treynor Ratio 5 Years | -0.16 |
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