Alpha 1 Year -4.07 Alpha 10 Years 0.48 Alpha 15 Years 1.67 Alpha 20 Years 1.22 Alpha 3 Years 1.23 Alpha 5 Years 0.39 Average Gain 1 Year 8.18 Average Gain 10 Years 4.33 Average Gain 15 Years 4.45 Average Gain 20 Years 4.10 Average Gain 3 Years 6.20 Average Gain 5 Years 5.93 Average Loss 1 Year -4.23 Average Loss 10 Years -5.00 Average Loss 15 Years -4.90 Average Loss 20 Years -4.74 Average Loss 3 Years -4.48 Average Loss 5 Years -5.94 Batting Average 1 Year 33.33 Batting Average 10 Years 55.00 Batting Average 15 Years 56.11 Batting Average 20 Years 55.42 Batting Average 3 Years 55.56 Batting Average 5 Years 56.67 Beta 1 Year 0.91 Beta 10 Years 0.98 Beta 15 Years 0.95 Beta 20 Years 0.94 Beta 3 Years 0.95 Beta 5 Years 0.99 Capture Ratio Down 1 Year 98.61 Capture Ratio Down 10 Years 97.37 Capture Ratio Down 15 Years 92.40 Capture Ratio Down 20 Years 92.45 Capture Ratio Down 3 Years 94.40 Capture Ratio Down 5 Years 99.63 Capture Ratio Up 1 Year 88.10 Capture Ratio Up 10 Years 98.79 Capture Ratio Up 15 Years 98.02 Capture Ratio Up 20 Years 96.95 Capture Ratio Up 3 Years 97.99 Capture Ratio Up 5 Years 100.18 Correlation 1 Year 98.80 Correlation 10 Years 97.62 Correlation 15 Years 97.63 Correlation 20 Years 97.48 Correlation 3 Years 96.50 Correlation 5 Years 98.01 High 1 Year 41.41 Information Ratio 1 Year -1.22 Information Ratio 10 Years 0.07 Information Ratio 15 Years 0.29 Information Ratio 20 Years 0.21 Information Ratio 3 Years 0.17 Information Ratio 5 Years 0.04 Low 1 Year 32.08 Maximum Loss 1 Year -14.51 Maximum Loss 10 Years -37.08 Maximum Loss 15 Years -37.08 Maximum Loss 20 Years -53.49 Maximum Loss 3 Years -21.44 Maximum Loss 5 Years -37.08 Performance Current Year -2.87 Performance since Inception 1,594.11 Risk adjusted Return 10 Years 0.28 Risk adjusted Return 3 Years 1.23 Risk adjusted Return 5 Years -3.78 Risk adjusted Return Since Inception -0.75 R-Squared (R²) 1 Year 97.61 R-Squared (R²) 10 Years 95.30 R-Squared (R²) 15 Years 95.32 R-Squared (R²) 20 Years 95.02 R-Squared (R²) 3 Years 93.12 R-Squared (R²) 5 Years 96.05 Sortino Ratio 1 Year 0.46 Sortino Ratio 10 Years 0.54 Sortino Ratio 15 Years 0.91 Sortino Ratio 20 Years 0.66 Sortino Ratio 3 Years 0.62 Sortino Ratio 5 Years 0.64 Tracking Error 1 Year 4.26 Tracking Error 10 Years 4.53 Tracking Error 15 Years 4.56 Tracking Error 20 Years 4.51 Tracking Error 3 Years 5.81 Tracking Error 5 Years 5.07 Trailing Performance 1 Month -2.79 Trailing Performance 1 Week -0.48 Trailing Performance 1 Year 0.66 Trailing Performance 10 Years 93.21 Trailing Performance 2 Years -9.18 Trailing Performance 3 Months 11.68 Trailing Performance 3 Years 15.54 Trailing Performance 4 Years 22.94 Trailing Performance 5 Years 48.78 Trailing Performance 6 Months 2.64 Trailing Return 1 Month 10.00 Trailing Return 1 Year 9.44 Trailing Return 10 Years 7.06 Trailing Return 15 Years 11.59 Trailing Return 2 Months 17.72 Trailing Return 2 Years -1.91 Trailing Return 20 Years 8.63 Trailing Return 3 Months 11.76 Trailing Return 3 Years 8.95 Trailing Return 4 Years 6.13 Trailing Return 5 Years 10.21 Trailing Return 6 Months 7.47 Trailing Return 6 Years 5.18 Trailing Return 7 Years 6.13 Trailing Return 8 Years 9.01 Trailing Return 9 Months 11.52 Trailing Return 9 Years 7.20 Trailing Return Since Inception 9.99 Trailing Return YTD - Year to Date 9.44 Treynor Ratio 1 Year 4.45 Treynor Ratio 10 Years 5.86 Treynor Ratio 15 Years 11.27 Treynor Ratio 20 Years 7.58 Treynor Ratio 3 Years 6.76 Treynor Ratio 5 Years 8.29