Alpha 1 Year |
0.02 |
Alpha 10 Years |
-0.07 |
Alpha 3 Years |
-0.02 |
Alpha 5 Years |
-0.04 |
Average Gain 1 Year |
1.08 |
Average Gain 10 Years |
0.42 |
Average Gain 15 Years |
0.47 |
Average Gain 3 Years |
0.52 |
Average Gain 5 Years |
0.51 |
Average Loss 1 Year |
-1.05 |
Average Loss 10 Years |
-0.39 |
Average Loss 15 Years |
-0.37 |
Average Loss 3 Years |
-0.57 |
Average Loss 5 Years |
-0.49 |
Batting Average 1 Year |
25.00 |
Batting Average 10 Years |
40.83 |
Batting Average 3 Years |
36.11 |
Batting Average 5 Years |
40.00 |
Beta 1 Year |
1.00 |
Beta 10 Years |
1.00 |
Beta 3 Years |
1.00 |
Beta 5 Years |
1.00 |
Capture Ratio Down 1 Year |
100.00 |
Capture Ratio Down 10 Years |
101.22 |
Capture Ratio Down 3 Years |
100.17 |
Capture Ratio Down 5 Years |
99.40 |
Capture Ratio Up 1 Year |
99.64 |
Capture Ratio Up 10 Years |
98.50 |
Capture Ratio Up 3 Years |
99.37 |
Capture Ratio Up 5 Years |
98.44 |
Correlation 1 Year |
99.96 |
Correlation 10 Years |
99.87 |
Correlation 3 Years |
99.96 |
Correlation 5 Years |
99.91 |
High 1 Year |
79.70 |
Information Ratio 1 Year |
-0.12 |
Information Ratio 10 Years |
-0.69 |
Information Ratio 3 Years |
-0.29 |
Information Ratio 5 Years |
-0.39 |
Low 1 Year |
74.08 |
Maximum Loss 1 Year |
-5.34 |
Maximum Loss 10 Years |
-7.82 |
Maximum Loss 15 Years |
-7.82 |
Maximum Loss 3 Years |
-7.82 |
Maximum Loss 5 Years |
-7.82 |
Performance Current Year |
1.62 |
Performance since Inception |
176.65 |
Risk adjusted Return 10 Years |
-0.04 |
Risk adjusted Return 3 Years |
-2.42 |
Risk adjusted Return 5 Years |
-0.54 |
Risk adjusted Return Since Inception |
-0.67 |
R-Squared (R²) 1 Year |
99.92 |
R-Squared (R²) 10 Years |
99.74 |
R-Squared (R²) 3 Years |
99.92 |
R-Squared (R²) 5 Years |
99.81 |
Sortino Ratio 1 Year |
-1.74 |
Sortino Ratio 10 Years |
0.01 |
Sortino Ratio 15 Years |
0.73 |
Sortino Ratio 3 Years |
-0.97 |
Sortino Ratio 5 Years |
-0.24 |
Tracking Error 1 Year |
0.12 |
Tracking Error 10 Years |
0.10 |
Tracking Error 3 Years |
0.08 |
Tracking Error 5 Years |
0.10 |
Trailing Performance 1 Month |
1.29 |
Trailing Performance 1 Week |
2.06 |
Trailing Performance 1 Year |
-1.38 |
Trailing Performance 10 Years |
11.01 |
Trailing Performance 2 Years |
-4.45 |
Trailing Performance 3 Months |
1.04 |
Trailing Performance 3 Years |
-2.24 |
Trailing Performance 4 Years |
3.24 |
Trailing Performance 5 Years |
6.45 |
Trailing Performance 6 Months |
1.77 |
Trailing Return 1 Month |
-1.24 |
Trailing Return 1 Year |
-4.01 |
Trailing Return 10 Years |
0.89 |
Trailing Return 15 Years |
1.66 |
Trailing Return 2 Months |
0.05 |
Trailing Return 2 Years |
-3.12 |
Trailing Return 3 Months |
0.03 |
Trailing Return 3 Years |
-1.35 |
Trailing Return 4 Years |
0.51 |
Trailing Return 5 Years |
0.96 |
Trailing Return 6 Months |
-0.65 |
Trailing Return 6 Years |
0.80 |
Trailing Return 7 Years |
0.80 |
Trailing Return 8 Years |
0.88 |
Trailing Return 9 Months |
-1.85 |
Trailing Return 9 Years |
0.91 |
Trailing Return Since Inception |
2.10 |
Trailing Return YTD - Year to Date |
0.05 |
Treynor Ratio 1 Year |
-6.89 |
Treynor Ratio 10 Years |
-0.01 |
Treynor Ratio 3 Years |
-2.38 |
Treynor Ratio 5 Years |
-0.50 |