Alpha 1 Year |
8.81 |
Average Gain 1 Year |
6.92 |
Average Loss 1 Year |
-6.57 |
Batting Average 1 Year |
58.33 |
Beta 1 Year |
1.08 |
Capture Ratio Down 1 Year |
101.93 |
Capture Ratio Up 1 Year |
126.41 |
Correlation 1 Year |
93.23 |
High 1 Year |
69.51 |
Information Ratio 1 Year |
0.70 |
Low 1 Year |
56.62 |
Maximum Loss 1 Year |
-15.16 |
Performance Current Year |
-4.29 |
Performance since Inception |
-2.06 |
R-Squared (R²) 1 Year |
86.92 |
Sortino Ratio 1 Year |
0.00 |
Tracking Error 1 Year |
10.07 |
Trailing Performance 1 Month |
-10.03 |
Trailing Performance 1 Week |
-5.96 |
Trailing Performance 3 Months |
-5.07 |
Trailing Performance 6 Months |
1.47 |
Trailing Return 1 Month |
-5.61 |
Trailing Return 1 Year |
-0.64 |
Trailing Return 2 Months |
1.47 |
Trailing Return 2 Years |
10.74 |
Trailing Return 3 Months |
-3.50 |
Trailing Return 6 Months |
6.26 |
Trailing Return 9 Months |
-0.29 |
Trailing Return Since Inception |
25.66 |
Trailing Return YTD - Year to Date |
1.47 |
Treynor Ratio 1 Year |
-3.28 |