| Alpha 1 Year |
2.73 |
| Average Gain 1 Year |
6.19 |
| Average Loss 1 Year |
-4.69 |
| Batting Average 1 Year |
33.33 |
| Beta 1 Year |
2.21 |
| Capture Ratio Down 1 Year |
219.14 |
| Capture Ratio Up 1 Year |
205.34 |
| Correlation 1 Year |
95.72 |
| High 1 Year |
10.48 |
| Information Ratio 1 Year |
-0.62 |
| Low 1 Year |
8.42 |
| Maximum Loss 1 Year |
-28.62 |
| R-Squared (R²) 1 Year |
91.63 |
| Sharpe Ratio 1 Year |
-0.71 |
| Sortino Ratio 1 Year |
-1.02 |
| Tracking Error 1 Year |
12.76 |
| Trailing Return 1 Month |
-4.21 |
| Trailing Return 1 Year |
-13.45 |
| Trailing Return 2 Months |
1.23 |
| Trailing Return 3 Months |
7.59 |
| Trailing Return 6 Months |
5.91 |
| Trailing Return 9 Months |
-4.03 |
| Trailing Return Since Inception |
-15.20 |
| Trailing Return YTD - Year to Date |
1.23 |
| Treynor Ratio 1 Year |
-7.40 |
| Volatility 1 Year |
21.53 |
