Alpha 1 Year |
15.22 |
Average Gain 1 Year |
6.32 |
Average Loss 1 Year |
-4.59 |
Batting Average 1 Year |
66.67 |
Beta 1 Year |
1.09 |
Capture Ratio Down 1 Year |
73.70 |
Capture Ratio Up 1 Year |
128.98 |
Correlation 1 Year |
88.36 |
High 1 Year |
268.83 |
Information Ratio 1 Year |
1.52 |
Low 1 Year |
193.07 |
Maximum Loss 1 Year |
-15.97 |
R-Squared (R²) 1 Year |
78.07 |
Sharpe Ratio 1 Year |
0.50 |
Sortino Ratio 1 Year |
1.67 |
Tracking Error 1 Year |
10.98 |
Trailing Return 1 Month |
1.61 |
Trailing Return 1 Year |
14.65 |
Trailing Return 2 Months |
13.98 |
Trailing Return 3 Months |
16.72 |
Trailing Return 6 Months |
34.89 |
Trailing Return 9 Months |
14.03 |
Trailing Return Since Inception |
8.92 |
Trailing Return YTD - Year to Date |
13.98 |
Treynor Ratio 1 Year |
19.36 |
Volatility 1 Year |
29.91 |