| Alpha 1 Year |
-4.12 |
| Alpha 3 Years |
-7.98 |
| Alpha 5 Years |
-6.15 |
| Average Gain 1 Year |
6.67 |
| Average Gain 3 Years |
6.13 |
| Average Gain 5 Years |
5.05 |
| Average Loss 1 Year |
-6.56 |
| Average Loss 3 Years |
-5.51 |
| Average Loss 5 Years |
-5.41 |
| Batting Average 1 Year |
50.00 |
| Batting Average 3 Years |
47.22 |
| Batting Average 5 Years |
45.00 |
| Beta 1 Year |
0.85 |
| Beta 3 Years |
0.89 |
| Beta 5 Years |
0.90 |
| Capture Ratio Down 1 Year |
85.94 |
| Capture Ratio Down 3 Years |
91.38 |
| Capture Ratio Down 5 Years |
88.96 |
| Capture Ratio Up 1 Year |
76.54 |
| Capture Ratio Up 3 Years |
72.47 |
| Capture Ratio Up 5 Years |
73.74 |
| Correlation 1 Year |
98.02 |
| Correlation 3 Years |
92.30 |
| Correlation 5 Years |
91.62 |
| High 1 Year |
43.77 |
| Information Ratio 1 Year |
-0.14 |
| Information Ratio 3 Years |
-1.06 |
| Information Ratio 5 Years |
-0.90 |
| Low 1 Year |
30.59 |
| Maximum Loss 1 Year |
-26.21 |
| Maximum Loss 3 Years |
-38.70 |
| Maximum Loss 5 Years |
-38.70 |
| Performance Current Year |
5.81 |
| Performance since Inception |
42.64 |
| Risk adjusted Return 3 Years |
-3.11 |
| Risk adjusted Return 5 Years |
0.13 |
| Risk adjusted Return Since Inception |
-1.16 |
| R-Squared (R²) 1 Year |
96.09 |
| R-Squared (R²) 3 Years |
85.20 |
| R-Squared (R²) 5 Years |
83.94 |
| Sortino Ratio 1 Year |
-0.74 |
| Sortino Ratio 3 Years |
0.47 |
| Sortino Ratio 5 Years |
0.51 |
| Tracking Error 1 Year |
7.01 |
| Tracking Error 3 Years |
9.99 |
| Tracking Error 5 Years |
9.44 |
| Trailing Performance 1 Month |
-6.79 |
| Trailing Performance 1 Week |
-3.67 |
| Trailing Performance 1 Year |
-9.40 |
| Trailing Performance 2 Years |
-22.86 |
| Trailing Performance 3 Months |
3.64 |
| Trailing Performance 3 Years |
34.38 |
| Trailing Performance 4 Years |
24.03 |
| Trailing Performance 5 Years |
30.24 |
| Trailing Performance 6 Months |
1.68 |
| Trailing Return 1 Month |
-2.41 |
| Trailing Return 1 Year |
-14.13 |
| Trailing Return 2 Months |
7.81 |
| Trailing Return 2 Years |
-11.67 |
| Trailing Return 3 Months |
2.97 |
| Trailing Return 3 Years |
5.72 |
| Trailing Return 4 Years |
6.19 |
| Trailing Return 5 Years |
6.90 |
| Trailing Return 6 Months |
2.57 |
| Trailing Return 9 Months |
-1.52 |
| Trailing Return Since Inception |
7.50 |
| Trailing Return YTD - Year to Date |
7.81 |
| Treynor Ratio 1 Year |
-20.07 |
| Treynor Ratio 3 Years |
5.25 |
| Treynor Ratio 5 Years |
6.08 |
