| Alpha 1 Year |
2.90 |
| Average Gain 1 Year |
6.20 |
| Average Loss 1 Year |
-4.67 |
| Batting Average 1 Year |
33.33 |
| Beta 1 Year |
2.21 |
| Capture Ratio Down 1 Year |
218.12 |
| Capture Ratio Up 1 Year |
205.80 |
| Correlation 1 Year |
95.72 |
| High 1 Year |
10.48 |
| Information Ratio 1 Year |
-0.61 |
| Low 1 Year |
8.43 |
| Maximum Loss 1 Year |
-28.50 |
| R-Squared (R²) 1 Year |
91.61 |
| Sharpe Ratio 1 Year |
-0.70 |
| Sortino Ratio 1 Year |
-1.01 |
| Tracking Error 1 Year |
12.74 |
| Trailing Return 1 Month |
-4.18 |
| Trailing Return 1 Year |
-13.26 |
| Trailing Return 2 Months |
1.27 |
| Trailing Return 3 Months |
7.64 |
| Trailing Return 6 Months |
6.04 |
| Trailing Return 9 Months |
-3.88 |
| Trailing Return Since Inception |
-15.02 |
| Trailing Return YTD - Year to Date |
1.27 |
| Treynor Ratio 1 Year |
-7.32 |
| Volatility 1 Year |
21.50 |
