Alpha 1 Year | 2.99 |
Alpha 10 Years | -0.11 |
Alpha 15 Years | -0.29 |
Alpha 20 Years | -0.10 |
Alpha 3 Years | 0.87 |
Alpha 5 Years | 0.64 |
Average Gain 1 Year | 4.85 |
Average Gain 10 Years | 3.42 |
Average Gain 15 Years | 3.43 |
Average Gain 20 Years | 3.22 |
Average Gain 3 Years | 4.40 |
Average Gain 5 Years | 4.54 |
Average Loss 1 Year | -2.36 |
Average Loss 10 Years | -3.58 |
Average Loss 15 Years | -3.45 |
Average Loss 20 Years | -3.72 |
Average Loss 3 Years | -3.60 |
Average Loss 5 Years | -4.00 |
Batting Average 1 Year | 41.67 |
Batting Average 10 Years | 50.83 |
Batting Average 15 Years | 47.22 |
Batting Average 20 Years | 48.33 |
Batting Average 3 Years | 52.78 |
Batting Average 5 Years | 53.33 |
Beta 1 Year | 0.95 |
Beta 10 Years | 1.01 |
Beta 15 Years | 1.00 |
Beta 20 Years | 1.00 |
Beta 3 Years | 0.97 |
Beta 5 Years | 1.01 |
Capture Ratio Down 1 Year | 90.81 |
Capture Ratio Down 10 Years | 98.47 |
Capture Ratio Down 15 Years | 98.60 |
Capture Ratio Down 20 Years | 96.58 |
Capture Ratio Down 3 Years | 93.40 |
Capture Ratio Down 5 Years | 97.85 |
Capture Ratio Up 1 Year | 95.97 |
Capture Ratio Up 10 Years | 98.52 |
Capture Ratio Up 15 Years | 97.25 |
Capture Ratio Up 20 Years | 96.78 |
Capture Ratio Up 3 Years | 99.02 |
Capture Ratio Up 5 Years | 99.72 |
Correlation 1 Year | 98.88 |
Correlation 10 Years | 98.46 |
Correlation 15 Years | 98.66 |
Correlation 20 Years | 98.71 |
Correlation 3 Years | 97.77 |
Correlation 5 Years | 98.43 |
High 1 Year | 37.39 |
Information Ratio 1 Year | 0.13 |
Information Ratio 10 Years | -0.04 |
Information Ratio 15 Years | -0.22 |
Information Ratio 20 Years | -0.09 |
Information Ratio 3 Years | 0.38 |
Information Ratio 5 Years | 0.12 |
Low 1 Year | 30.52 |
Maximum Loss 1 Year | -9.39 |
Maximum Loss 10 Years | -28.36 |
Maximum Loss 15 Years | -28.36 |
Maximum Loss 20 Years | -53.15 |
Maximum Loss 3 Years | -16.47 |
Maximum Loss 5 Years | -28.36 |
Performance Current Year | 12.16 |
Performance since Inception | 4,855.95 |
Risk adjusted Return 10 Years | 3.71 |
Risk adjusted Return 3 Years | 0.49 |
Risk adjusted Return 5 Years | 3.38 |
Risk adjusted Return Since Inception | 2.97 |
R-Squared (R²) 1 Year | 97.77 |
R-Squared (R²) 10 Years | 96.95 |
R-Squared (R²) 15 Years | 97.33 |
R-Squared (R²) 20 Years | 97.44 |
R-Squared (R²) 3 Years | 95.60 |
R-Squared (R²) 5 Years | 96.88 |
Sortino Ratio 1 Year | 2.40 |
Sortino Ratio 10 Years | 0.74 |
Sortino Ratio 15 Years | 1.12 |
Sortino Ratio 20 Years | 0.70 |
Sortino Ratio 3 Years | 0.39 |
Sortino Ratio 5 Years | 0.82 |
Tracking Error 1 Year | 2.65 |
Tracking Error 10 Years | 2.81 |
Tracking Error 15 Years | 2.50 |
Tracking Error 20 Years | 2.52 |
Tracking Error 3 Years | 3.38 |
Tracking Error 5 Years | 3.43 |
Trailing Performance 1 Month | 3.86 |
Trailing Performance 1 Week | 2.38 |
Trailing Performance 1 Year | 15.14 |
Trailing Performance 10 Years | 133.35 |
Trailing Performance 2 Years | 23.56 |
Trailing Performance 3 Months | 6.25 |
Trailing Performance 3 Years | 26.99 |
Trailing Performance 4 Years | 79.50 |
Trailing Performance 5 Years | 63.54 |
Trailing Performance 6 Months | 12.39 |
Trailing Return 1 Month | 3.86 |
Trailing Return 1 Year | 15.14 |
Trailing Return 10 Years | 8.84 |
Trailing Return 15 Years | 11.02 |
Trailing Return 2 Months | 2.60 |
Trailing Return 2 Years | 11.16 |
Trailing Return 20 Years | 8.25 |
Trailing Return 3 Months | 6.25 |
Trailing Return 3 Years | 8.29 |
Trailing Return 4 Years | 15.75 |
Trailing Return 5 Years | 10.34 |
Trailing Return 6 Months | 12.39 |
Trailing Return 6 Years | 9.11 |
Trailing Return 7 Years | 9.45 |
Trailing Return 8 Years | 10.25 |
Trailing Return 9 Months | 27.07 |
Trailing Return 9 Years | 9.67 |
Trailing Return Since Inception | 10.60 |
Trailing Return YTD - Year to Date | 12.16 |
Treynor Ratio 1 Year | 19.88 |
Treynor Ratio 10 Years | 6.87 |
Treynor Ratio 15 Years | 10.37 |
Treynor Ratio 20 Years | 6.59 |
Treynor Ratio 3 Years | 3.09 |
Treynor Ratio 5 Years | 9.09 |
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