| Alpha 1 Year |
-5.20 |
| Average Gain 1 Year |
3.31 |
| Average Loss 1 Year |
-5.68 |
| Batting Average 1 Year |
33.33 |
| Beta 1 Year |
1.30 |
| Capture Ratio Down 1 Year |
155.60 |
| Capture Ratio Up 1 Year |
125.37 |
| Correlation 1 Year |
89.74 |
| High 1 Year |
48.61 |
| Information Ratio 1 Year |
-0.84 |
| Low 1 Year |
39.33 |
| Maximum Loss 1 Year |
-25.49 |
| R-Squared (R²) 1 Year |
80.53 |
| Sharpe Ratio 1 Year |
-0.85 |
| Sortino Ratio 1 Year |
-1.01 |
| Tracking Error 1 Year |
9.50 |
| Trailing Return 1 Month |
-3.54 |
| Trailing Return 1 Year |
-14.41 |
| Trailing Return 2 Months |
1.79 |
| Trailing Return 3 Months |
5.02 |
| Trailing Return 6 Months |
6.10 |
| Trailing Return 9 Months |
-6.11 |
| Trailing Return Since Inception |
-18.06 |
| Trailing Return YTD - Year to Date |
1.79 |
| Treynor Ratio 1 Year |
-13.28 |
| Volatility 1 Year |
19.68 |
