Alpha 1 Year | 0.05 |
Alpha 10 Years | 0.03 |
Alpha 15 Years | -0.20 |
Alpha 20 Years | -0.31 |
Alpha 3 Years | 0.04 |
Alpha 5 Years | 0.04 |
Average Gain 1 Year | 6.70 |
Average Gain 10 Years | 4.00 |
Average Gain 15 Years | 4.18 |
Average Gain 20 Years | 4.13 |
Average Gain 3 Years | 5.94 |
Average Gain 5 Years | 5.23 |
Average Loss 1 Year | -4.29 |
Average Loss 10 Years | -4.64 |
Average Loss 15 Years | -4.43 |
Average Loss 20 Years | -4.65 |
Average Loss 3 Years | -4.56 |
Average Loss 5 Years | -5.17 |
Batting Average 1 Year | 66.67 |
Batting Average 10 Years | 60.83 |
Batting Average 15 Years | 56.11 |
Batting Average 20 Years | 53.75 |
Batting Average 3 Years | 63.89 |
Batting Average 5 Years | 61.67 |
Beta 1 Year | 1.00 |
Beta 10 Years | 1.00 |
Beta 15 Years | 1.01 |
Beta 20 Years | 1.01 |
Beta 3 Years | 1.00 |
Beta 5 Years | 1.00 |
Capture Ratio Down 1 Year | 99.89 |
Capture Ratio Down 10 Years | 99.95 |
Capture Ratio Down 15 Years | 101.03 |
Capture Ratio Down 20 Years | 101.66 |
Capture Ratio Down 3 Years | 99.87 |
Capture Ratio Down 5 Years | 99.90 |
Capture Ratio Up 1 Year | 100.01 |
Capture Ratio Up 10 Years | 100.06 |
Capture Ratio Up 15 Years | 100.02 |
Capture Ratio Up 20 Years | 100.31 |
Capture Ratio Up 3 Years | 100.01 |
Capture Ratio Up 5 Years | 100.04 |
Correlation 1 Year | 100.00 |
Correlation 10 Years | 100.00 |
Correlation 15 Years | 99.95 |
Correlation 20 Years | 99.92 |
Correlation 3 Years | 100.00 |
Correlation 5 Years | 100.00 |
High 1 Year | 112.23 |
Information Ratio 1 Year | 2.04 |
Information Ratio 10 Years | 1.12 |
Information Ratio 15 Years | -0.39 |
Information Ratio 20 Years | -0.37 |
Information Ratio 3 Years | 1.76 |
Information Ratio 5 Years | 1.79 |
Low 1 Year | 83.97 |
Maximum Loss 1 Year | -14.40 |
Maximum Loss 10 Years | -30.07 |
Maximum Loss 15 Years | -30.07 |
Maximum Loss 20 Years | -53.84 |
Maximum Loss 3 Years | -24.45 |
Maximum Loss 5 Years | -30.07 |
Performance Current Year | 10.05 |
Performance since Inception | 60,936.92 |
Risk adjusted Return 10 Years | 2.36 |
Risk adjusted Return 3 Years | -6.74 |
Risk adjusted Return 5 Years | 0.45 |
Risk adjusted Return Since Inception | -0.04 |
R-Squared (R²) 1 Year | 100.00 |
R-Squared (R²) 10 Years | 100.00 |
R-Squared (R²) 15 Years | 99.90 |
R-Squared (R²) 20 Years | 99.85 |
R-Squared (R²) 3 Years | 100.00 |
R-Squared (R²) 5 Years | 100.00 |
Sortino Ratio 1 Year | 1.42 |
Sortino Ratio 10 Years | 0.67 |
Sortino Ratio 15 Years | 1.06 |
Sortino Ratio 20 Years | 0.71 |
Sortino Ratio 3 Years | 0.02 |
Sortino Ratio 5 Years | 0.66 |
Tracking Error 1 Year | 0.02 |
Tracking Error 10 Years | 0.03 |
Tracking Error 15 Years | 0.57 |
Tracking Error 20 Years | 0.77 |
Tracking Error 3 Years | 0.02 |
Tracking Error 5 Years | 0.02 |
Trailing Performance 1 Month | 6.78 |
Trailing Performance 1 Week | 3.24 |
Trailing Performance 1 Year | 13.44 |
Trailing Performance 10 Years | 144.32 |
Trailing Performance 2 Years | 23.71 |
Trailing Performance 3 Months | 9.52 |
Trailing Performance 3 Years | 9.98 |
Trailing Performance 4 Years | 62.34 |
Trailing Performance 5 Years | 58.16 |
Trailing Performance 6 Months | 13.03 |
Trailing Return 1 Month | 6.78 |
Trailing Return 1 Year | 13.44 |
Trailing Return 10 Years | 9.34 |
Trailing Return 15 Years | 12.43 |
Trailing Return 2 Months | 5.35 |
Trailing Return 2 Years | 11.22 |
Trailing Return 20 Years | 9.83 |
Trailing Return 3 Months | 9.52 |
Trailing Return 3 Years | 3.22 |
Trailing Return 4 Years | 12.88 |
Trailing Return 5 Years | 9.60 |
Trailing Return 6 Months | 13.03 |
Trailing Return 6 Years | 8.24 |
Trailing Return 7 Years | 9.49 |
Trailing Return 8 Years | 10.13 |
Trailing Return 9 Months | 32.52 |
Trailing Return 9 Years | 9.23 |
Trailing Return Since Inception | 9.22 |
Trailing Return YTD - Year to Date | 10.05 |
Treynor Ratio 1 Year | 17.27 |
Treynor Ratio 10 Years | 7.19 |
Treynor Ratio 15 Years | 11.68 |
Treynor Ratio 20 Years | 7.77 |
Treynor Ratio 3 Years | -1.84 |
Treynor Ratio 5 Years | 7.97 |
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