Alpha 1 Year |
0.00 |
Alpha 10 Years |
-0.28 |
Alpha 3 Years |
-0.55 |
Alpha 5 Years |
-0.48 |
Average Gain 1 Year |
7.17 |
Average Gain 10 Years |
10.38 |
Average Gain 3 Years |
11.24 |
Average Gain 5 Years |
9.27 |
Average Loss 1 Year |
-10.47 |
Average Loss 10 Years |
-8.23 |
Average Loss 3 Years |
-8.43 |
Average Loss 5 Years |
-7.12 |
Batting Average 1 Year |
50.00 |
Batting Average 10 Years |
46.67 |
Batting Average 3 Years |
41.67 |
Batting Average 5 Years |
43.33 |
Beta 1 Year |
1.01 |
Beta 10 Years |
1.00 |
Beta 3 Years |
1.00 |
Beta 5 Years |
1.00 |
Capture Ratio Down 1 Year |
100.55 |
Capture Ratio Down 10 Years |
100.24 |
Capture Ratio Down 3 Years |
100.36 |
Capture Ratio Down 5 Years |
100.49 |
Capture Ratio Up 1 Year |
100.31 |
Capture Ratio Up 10 Years |
99.77 |
Capture Ratio Up 3 Years |
99.46 |
Capture Ratio Up 5 Years |
99.51 |
Correlation 1 Year |
99.98 |
Correlation 10 Years |
99.97 |
Correlation 3 Years |
99.98 |
Correlation 5 Years |
99.97 |
High 1 Year |
50.77 |
Information Ratio 1 Year |
-0.28 |
Information Ratio 10 Years |
-0.23 |
Information Ratio 3 Years |
-0.52 |
Information Ratio 5 Years |
-0.52 |
Low 1 Year |
26.28 |
Maximum Loss 1 Year |
-37.67 |
Maximum Loss 10 Years |
-71.41 |
Maximum Loss 3 Years |
-50.08 |
Maximum Loss 5 Years |
-50.08 |
Performance Current Year |
-2.19 |
Performance since Inception |
-52.84 |
Risk adjusted Return 10 Years |
-20.66 |
Risk adjusted Return 3 Years |
-18.17 |
Risk adjusted Return 5 Years |
-11.44 |
Risk adjusted Return Since Inception |
-17.40 |
R-Squared (R²) 1 Year |
99.97 |
R-Squared (R²) 10 Years |
99.94 |
R-Squared (R²) 3 Years |
99.96 |
R-Squared (R²) 5 Years |
99.94 |
Sortino Ratio 1 Year |
-0.71 |
Sortino Ratio 10 Years |
0.10 |
Sortino Ratio 3 Years |
0.23 |
Sortino Ratio 5 Years |
0.34 |
Tracking Error 1 Year |
0.73 |
Tracking Error 10 Years |
1.06 |
Tracking Error 3 Years |
0.97 |
Tracking Error 5 Years |
0.93 |
Trailing Performance 1 Month |
0.17 |
Trailing Performance 1 Week |
6.80 |
Trailing Performance 1 Year |
-23.48 |
Trailing Performance 10 Years |
-42.56 |
Trailing Performance 2 Years |
-25.59 |
Trailing Performance 3 Months |
1.06 |
Trailing Performance 3 Years |
40.85 |
Trailing Performance 4 Years |
12.15 |
Trailing Performance 5 Years |
16.11 |
Trailing Performance 6 Months |
18.73 |
Trailing Return 1 Month |
-13.69 |
Trailing Return 1 Year |
-21.94 |
Trailing Return 10 Years |
-5.12 |
Trailing Return 2 Months |
-5.67 |
Trailing Return 2 Years |
-13.58 |
Trailing Return 3 Months |
-4.49 |
Trailing Return 3 Years |
-1.91 |
Trailing Return 4 Years |
1.95 |
Trailing Return 5 Years |
2.40 |
Trailing Return 6 Months |
14.27 |
Trailing Return 6 Years |
-0.74 |
Trailing Return 7 Years |
5.39 |
Trailing Return 8 Years |
4.35 |
Trailing Return 9 Months |
-14.39 |
Trailing Return 9 Years |
-0.96 |
Trailing Return Since Inception |
-5.75 |
Trailing Return YTD - Year to Date |
-5.67 |
Treynor Ratio 1 Year |
-24.66 |
Treynor Ratio 10 Years |
-6.02 |
Treynor Ratio 3 Years |
-2.96 |
Treynor Ratio 5 Years |
0.95 |