Alpha 1 Year | 0.10 |
Alpha 3 Years | 0.08 |
Alpha 5 Years | 0.05 |
Average Gain 1 Year | 4.48 |
Average Gain 3 Years | 4.50 |
Average Gain 5 Years | 4.49 |
Average Loss 1 Year | -3.46 |
Average Loss 3 Years | -4.52 |
Average Loss 5 Years | -4.49 |
Batting Average 1 Year | 66.67 |
Batting Average 3 Years | 69.44 |
Batting Average 5 Years | 56.67 |
Beta 1 Year | 1.00 |
Beta 3 Years | 1.00 |
Beta 5 Years | 1.00 |
Capture Ratio Down 1 Year | 99.70 |
Capture Ratio Down 3 Years | 99.80 |
Capture Ratio Down 5 Years | 99.80 |
Capture Ratio Up 1 Year | 100.13 |
Capture Ratio Up 3 Years | 100.12 |
Capture Ratio Up 5 Years | 99.98 |
Correlation 1 Year | 100.00 |
Correlation 3 Years | 100.00 |
Correlation 5 Years | 100.00 |
Information Ratio 1 Year | 2.03 |
Information Ratio 3 Years | 1.86 |
Information Ratio 5 Years | 0.44 |
Maximum Loss 1 Year | -9.14 |
Maximum Loss 3 Years | -24.87 |
Maximum Loss 5 Years | -24.87 |
Performance Current Year | 13.66 |
Performance since Inception | 553.71 |
Risk adjusted Return 3 Years | 1.13 |
Risk adjusted Return 5 Years | 7.67 |
Risk adjusted Return Since Inception | 5.05 |
R-Squared (R²) 1 Year | 100.00 |
R-Squared (R²) 3 Years | 100.00 |
R-Squared (R²) 5 Years | 100.00 |
Sortino Ratio 1 Year | 2.05 |
Sortino Ratio 3 Years | 0.49 |
Sortino Ratio 5 Years | 1.05 |
Tracking Error 1 Year | 0.05 |
Tracking Error 3 Years | 0.05 |
Tracking Error 5 Years | 0.09 |
Trailing Performance 1 Month | 8.04 |
Trailing Performance 1 Week | 3.15 |
Trailing Performance 1 Year | 23.31 |
Trailing Performance 10 Years | 213.42 |
Trailing Performance 2 Years | 46.66 |
Trailing Performance 3 Months | 6.63 |
Trailing Performance 3 Years | 25.95 |
Trailing Performance 4 Years | 81.45 |
Trailing Performance 5 Years | 106.78 |
Trailing Performance 6 Months | 19.73 |
Trailing Return 1 Month | 3.15 |
Trailing Return 1 Year | 23.31 |
Trailing Return 2 Months | 8.04 |
Trailing Return 2 Years | 21.11 |
Trailing Return 3 Months | 3.29 |
Trailing Return 3 Years | 7.99 |
Trailing Return 4 Years | 16.06 |
Trailing Return 5 Years | 14.08 |
Trailing Return 6 Months | 13.66 |
Trailing Return 9 Months | 27.48 |
Trailing Return Since Inception | 14.08 |
Trailing Return YTD - Year to Date | 13.66 |
Treynor Ratio 1 Year | 17.71 |
Treynor Ratio 3 Years | 4.56 |
Treynor Ratio 5 Years | 11.78 |
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