| Alpha 1 Year |
-6.55 |
| Alpha 3 Years |
-6.31 |
| Alpha 5 Years |
-4.47 |
| Average Gain 1 Year |
7.14 |
| Average Gain 3 Years |
6.29 |
| Average Gain 5 Years |
4.75 |
| Average Loss 1 Year |
-7.24 |
| Average Loss 3 Years |
-5.67 |
| Average Loss 5 Years |
-5.70 |
| Batting Average 1 Year |
50.00 |
| Batting Average 3 Years |
50.00 |
| Batting Average 5 Years |
48.33 |
| Beta 1 Year |
1.20 |
| Beta 3 Years |
1.13 |
| Beta 5 Years |
1.14 |
| Capture Ratio Down 1 Year |
127.56 |
| Capture Ratio Down 3 Years |
116.08 |
| Capture Ratio Down 5 Years |
114.91 |
| Capture Ratio Up 1 Year |
104.51 |
| Capture Ratio Up 3 Years |
95.00 |
| Capture Ratio Up 5 Years |
97.73 |
| Correlation 1 Year |
92.08 |
| Correlation 3 Years |
89.05 |
| Correlation 5 Years |
90.84 |
| High 1 Year |
37.85 |
| Information Ratio 1 Year |
-0.68 |
| Information Ratio 3 Years |
-0.52 |
| Information Ratio 5 Years |
-0.44 |
| Low 1 Year |
27.74 |
| Maximum Loss 1 Year |
-22.42 |
| Maximum Loss 3 Years |
-32.90 |
| Maximum Loss 5 Years |
-32.90 |
| Performance Current Year |
-1.48 |
| Performance since Inception |
27.31 |
| Risk adjusted Return 3 Years |
-2.40 |
| Risk adjusted Return 5 Years |
-1.68 |
| Risk adjusted Return Since Inception |
-1.96 |
| R-Squared (R²) 1 Year |
84.79 |
| R-Squared (R²) 3 Years |
79.30 |
| R-Squared (R²) 5 Years |
82.52 |
| Sortino Ratio 1 Year |
-0.73 |
| Sortino Ratio 3 Years |
0.46 |
| Sortino Ratio 5 Years |
0.41 |
| Tracking Error 1 Year |
12.97 |
| Tracking Error 3 Years |
12.39 |
| Tracking Error 5 Years |
10.12 |
| Trailing Performance 1 Month |
-12.48 |
| Trailing Performance 1 Week |
-6.30 |
| Trailing Performance 1 Year |
-18.99 |
| Trailing Performance 2 Years |
-28.61 |
| Trailing Performance 3 Months |
-4.38 |
| Trailing Performance 3 Years |
23.83 |
| Trailing Performance 4 Years |
11.66 |
| Trailing Performance 5 Years |
17.26 |
| Trailing Performance 6 Months |
-14.92 |
| Trailing Return 1 Month |
-5.26 |
| Trailing Return 1 Year |
-16.56 |
| Trailing Return 2 Months |
6.87 |
| Trailing Return 2 Years |
-10.19 |
| Trailing Return 3 Months |
-2.73 |
| Trailing Return 3 Years |
5.73 |
| Trailing Return 4 Years |
5.16 |
| Trailing Return 5 Years |
5.42 |
| Trailing Return 6 Months |
-8.42 |
| Trailing Return 9 Months |
-10.96 |
| Trailing Return Since Inception |
6.20 |
| Trailing Return YTD - Year to Date |
6.87 |
| Treynor Ratio 1 Year |
-16.19 |
| Treynor Ratio 3 Years |
4.14 |
| Treynor Ratio 5 Years |
3.48 |
