Alpha 1 Year |
3.51 |
Average Gain 1 Year |
0.80 |
Average Loss 1 Year |
-0.49 |
Batting Average 1 Year |
41.67 |
Beta 1 Year |
0.27 |
Capture Ratio Down 1 Year |
-16.36 |
Capture Ratio Up 1 Year |
74.65 |
Correlation 1 Year |
38.46 |
High 1 Year |
127.36 |
Information Ratio 1 Year |
0.60 |
Low 1 Year |
117.99 |
Maximum Loss 1 Year |
-0.59 |
R-Squared (R²) 1 Year |
14.79 |
Sharpe Ratio 1 Year |
0.85 |
Sortino Ratio 1 Year |
3.80 |
Tracking Error 1 Year |
3.71 |
Trailing Return 1 Month |
1.93 |
Trailing Return 1 Year |
12.17 |
Trailing Return 2 Months |
6.64 |
Trailing Return 3 Months |
10.79 |
Trailing Return 6 Months |
11.71 |
Trailing Return 9 Months |
8.39 |
Trailing Return Since Inception |
12.50 |
Trailing Return YTD - Year to Date |
13.75 |
Treynor Ratio 1 Year |
15.44 |
Volatility 1 Year |
8.41 |