Alpha 1 Year | -25.84 |
Alpha 10 Years | -5.92 |
Alpha 15 Years | -4.28 |
Alpha 20 Years | -2.76 |
Alpha 3 Years | -27.74 |
Alpha 5 Years | -14.09 |
Average Gain 1 Year | 9.43 |
Average Gain 10 Years | 5.69 |
Average Gain 15 Years | 5.27 |
Average Gain 20 Years | 4.91 |
Average Gain 3 Years | 6.82 |
Average Gain 5 Years | 7.51 |
Average Loss 1 Year | -6.97 |
Average Loss 10 Years | -6.02 |
Average Loss 15 Years | -5.43 |
Average Loss 20 Years | -5.39 |
Average Loss 3 Years | -9.65 |
Average Loss 5 Years | -8.24 |
Batting Average 1 Year | 58.33 |
Batting Average 10 Years | 53.33 |
Batting Average 15 Years | 53.33 |
Batting Average 20 Years | 51.67 |
Batting Average 3 Years | 41.67 |
Batting Average 5 Years | 48.33 |
Beta 1 Year | 1.57 |
Beta 10 Years | 1.22 |
Beta 15 Years | 1.19 |
Beta 20 Years | 1.19 |
Beta 3 Years | 1.28 |
Beta 5 Years | 1.25 |
Capture Ratio Down 1 Year | 261.87 |
Capture Ratio Down 10 Years | 129.99 |
Capture Ratio Down 15 Years | 126.20 |
Capture Ratio Down 20 Years | 124.44 |
Capture Ratio Down 3 Years | 172.37 |
Capture Ratio Down 5 Years | 142.14 |
Capture Ratio Up 1 Year | 114.04 |
Capture Ratio Up 10 Years | 101.01 |
Capture Ratio Up 15 Years | 103.79 |
Capture Ratio Up 20 Years | 107.62 |
Capture Ratio Up 3 Years | 73.41 |
Capture Ratio Up 5 Years | 90.05 |
Correlation 1 Year | 78.54 |
Correlation 10 Years | 77.90 |
Correlation 15 Years | 79.49 |
Correlation 20 Years | 82.46 |
Correlation 3 Years | 74.35 |
Correlation 5 Years | 75.73 |
High 1 Year | 200.48 |
Information Ratio 1 Year | -0.81 |
Information Ratio 10 Years | -0.32 |
Information Ratio 15 Years | -0.22 |
Information Ratio 20 Years | -0.17 |
Information Ratio 3 Years | -1.15 |
Information Ratio 5 Years | -0.65 |
Low 1 Year | 138.69 |
Maximum Loss 1 Year | -21.69 |
Maximum Loss 10 Years | -65.19 |
Maximum Loss 15 Years | -65.19 |
Maximum Loss 20 Years | -65.19 |
Maximum Loss 3 Years | -65.19 |
Maximum Loss 5 Years | -65.19 |
Performance Current Year | -0.87 |
Performance since Inception | 1,770.20 |
Risk adjusted Return 10 Years | 0.82 |
Risk adjusted Return 3 Years | -30.44 |
Risk adjusted Return 5 Years | -9.29 |
Risk adjusted Return Since Inception | -8.47 |
R-Squared (R²) 1 Year | 61.68 |
R-Squared (R²) 10 Years | 60.68 |
R-Squared (R²) 15 Years | 63.18 |
R-Squared (R²) 20 Years | 68.00 |
R-Squared (R²) 3 Years | 55.27 |
R-Squared (R²) 5 Years | 57.35 |
Sortino Ratio 1 Year | 0.72 |
Sortino Ratio 10 Years | 0.68 |
Sortino Ratio 15 Years | 0.94 |
Sortino Ratio 20 Years | 0.66 |
Sortino Ratio 3 Years | -0.55 |
Sortino Ratio 5 Years | 0.35 |
Tracking Error 1 Year | 22.95 |
Tracking Error 10 Years | 17.11 |
Tracking Error 15 Years | 14.79 |
Tracking Error 20 Years | 13.58 |
Tracking Error 3 Years | 24.85 |
Tracking Error 5 Years | 22.78 |
Trailing Performance 1 Month | -0.12 |
Trailing Performance 1 Week | 0.33 |
Trailing Performance 1 Year | 3.63 |
Trailing Performance 10 Years | 172.19 |
Trailing Performance 2 Years | 21.42 |
Trailing Performance 3 Months | 1.56 |
Trailing Performance 3 Years | -47.25 |
Trailing Performance 4 Years | -23.75 |
Trailing Performance 5 Years | 22.56 |
Trailing Performance 6 Months | 5.33 |
Trailing Return 1 Month | 6.18 |
Trailing Return 1 Year | 11.31 |
Trailing Return 10 Years | 10.56 |
Trailing Return 15 Years | 13.92 |
Trailing Return 2 Months | 1.68 |
Trailing Return 2 Years | 17.58 |
Trailing Return 20 Years | 9.92 |
Trailing Return 3 Months | -6.60 |
Trailing Return 3 Years | -19.15 |
Trailing Return 4 Years | -3.98 |
Trailing Return 5 Years | 4.66 |
Trailing Return 6 Months | -0.75 |
Trailing Return 6 Years | 5.94 |
Trailing Return 7 Years | 9.65 |
Trailing Return 8 Years | 12.11 |
Trailing Return 9 Months | 18.51 |
Trailing Return 9 Years | 10.60 |
Trailing Return Since Inception | 9.63 |
Trailing Return YTD - Year to Date | -0.75 |
Treynor Ratio 1 Year | 5.94 |
Treynor Ratio 10 Years | 7.21 |
Treynor Ratio 15 Years | 10.51 |
Treynor Ratio 20 Years | 6.72 |
Treynor Ratio 3 Years | -16.19 |
Treynor Ratio 5 Years | 1.87 |
Volatility 1 Year | 32.95 |
Volatility 10 Years | 26.67 |
Volatility 3 Years | 35.55 |
Volatility 5 Years | 33.97 |
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