Alpha 1 Year |
-2.09 |
Alpha 3 Years |
2.40 |
Alpha 5 Years |
3.88 |
Average Gain 1 Year |
4.49 |
Average Gain 10 Years |
7.24 |
Average Gain 15 Years |
6.76 |
Average Gain 3 Years |
5.64 |
Average Gain 5 Years |
7.47 |
Average Loss 1 Year |
-5.99 |
Average Loss 10 Years |
-9.40 |
Average Loss 15 Years |
-8.24 |
Average Loss 3 Years |
-4.92 |
Average Loss 5 Years |
-5.61 |
Batting Average 1 Year |
91.67 |
Batting Average 3 Years |
80.56 |
Batting Average 5 Years |
63.33 |
Beta 1 Year |
0.94 |
Beta 3 Years |
0.92 |
Beta 5 Years |
0.66 |
Capture Ratio Down 1 Year |
95.34 |
Capture Ratio Down 3 Years |
87.05 |
Capture Ratio Down 5 Years |
86.64 |
Capture Ratio Up 1 Year |
88.68 |
Capture Ratio Up 3 Years |
94.57 |
Capture Ratio Up 5 Years |
85.77 |
Correlation 1 Year |
98.49 |
Correlation 3 Years |
98.79 |
Correlation 5 Years |
94.79 |
High 1 Year |
83.87 |
Information Ratio 1 Year |
-0.09 |
Information Ratio 3 Years |
0.85 |
Information Ratio 5 Years |
-0.27 |
Low 1 Year |
62.47 |
Maximum Loss 1 Year |
-20.12 |
Maximum Loss 10 Years |
-88.45 |
Maximum Loss 15 Years |
-94.80 |
Maximum Loss 3 Years |
-28.40 |
Maximum Loss 5 Years |
-28.40 |
Performance Current Year |
-5.51 |
Performance since Inception |
-86.88 |
R-Squared (R²) 1 Year |
97.00 |
R-Squared (R²) 3 Years |
97.59 |
R-Squared (R²) 5 Years |
89.86 |
Sortino Ratio 1 Year |
-0.62 |
Sortino Ratio 10 Years |
-0.07 |
Sortino Ratio 15 Years |
-0.13 |
Sortino Ratio 3 Years |
-0.57 |
Sortino Ratio 5 Years |
1.20 |
Tracking Error 1 Year |
4.28 |
Tracking Error 3 Years |
4.13 |
Tracking Error 5 Years |
18.51 |
Trailing Performance 1 Month |
8.79 |
Trailing Performance 1 Week |
6.30 |
Trailing Performance 1 Year |
-2.66 |
Trailing Performance 10 Years |
-54.63 |
Trailing Performance 2 Years |
11.94 |
Trailing Performance 3 Months |
-1.09 |
Trailing Performance 3 Years |
-22.08 |
Trailing Performance 4 Years |
49.17 |
Trailing Performance 5 Years |
158.50 |
Trailing Performance 6 Months |
1.51 |
Trailing Return 1 Month |
5.44 |
Trailing Return 1 Year |
-10.13 |
Trailing Return 10 Years |
-8.50 |
Trailing Return 15 Years |
-8.91 |
Trailing Return 2 Months |
-13.29 |
Trailing Return 2 Years |
4.96 |
Trailing Return 3 Months |
-10.46 |
Trailing Return 3 Years |
-7.61 |
Trailing Return 4 Years |
10.34 |
Trailing Return 5 Years |
20.93 |
Trailing Return 6 Months |
-5.51 |
Trailing Return 6 Years |
-4.61 |
Trailing Return 7 Years |
-6.64 |
Trailing Return 8 Years |
-2.16 |
Trailing Return 9 Months |
-9.72 |
Trailing Return 9 Years |
-3.81 |
Trailing Return Since Inception |
-10.35 |
Trailing Return YTD - Year to Date |
-11.11 |
Treynor Ratio 1 Year |
-25.66 |
Treynor Ratio 3 Years |
-12.08 |
Treynor Ratio 5 Years |
37.16 |