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