Alpha 1 Year | 0.84 |
Alpha 10 Years | -0.13 |
Alpha 15 Years | -0.14 |
Alpha 20 Years | -0.10 |
Alpha 3 Years | -0.04 |
Alpha 5 Years | -0.10 |
Average Gain 1 Year | 0.22 |
Average Gain 10 Years | 0.16 |
Average Gain 15 Years | 0.18 |
Average Gain 20 Years | 0.23 |
Average Gain 3 Years | 0.17 |
Average Gain 5 Years | 0.18 |
Batting Average 1 Year | 8.33 |
Batting Average 10 Years | 15.83 |
Batting Average 15 Years | 20.56 |
Batting Average 20 Years | 31.25 |
Batting Average 3 Years | 44.44 |
Batting Average 5 Years | 28.33 |
Beta 1 Year | 1.42 |
Beta 10 Years | 1.01 |
Beta 15 Years | 1.03 |
Beta 20 Years | 1.02 |
Beta 3 Years | 1.04 |
Beta 5 Years | 1.03 |
Capture Ratio Down 1 Year | 0.00 |
Capture Ratio Down 10 Years | 0.00 |
Capture Ratio Down 15 Years | 0.00 |
Capture Ratio Down 20 Years | 0.00 |
Capture Ratio Down 3 Years | 0.00 |
Capture Ratio Down 5 Years | 0.00 |
Capture Ratio Up 1 Year | 93.17 |
Capture Ratio Up 10 Years | 94.11 |
Capture Ratio Up 15 Years | 95.43 |
Capture Ratio Up 20 Years | 97.74 |
Capture Ratio Up 3 Years | 97.41 |
Capture Ratio Up 5 Years | 96.09 |
Correlation 1 Year | 91.08 |
Correlation 10 Years | 99.63 |
Correlation 15 Years | 99.43 |
Correlation 20 Years | 99.19 |
Correlation 3 Years | 99.85 |
Correlation 5 Years | 99.79 |
High 1 Year | 61.65 |
Information Ratio 1 Year | -4.95 |
Information Ratio 10 Years | -3.66 |
Information Ratio 15 Years | -2.28 |
Information Ratio 20 Years | -1.21 |
Information Ratio 3 Years | -1.44 |
Information Ratio 5 Years | -2.51 |
Low 1 Year | 60.06 |
Performance Current Year | 0.00 |
Performance since Inception | 516.62 |
R-Squared (R²) 1 Year | 82.95 |
R-Squared (R²) 10 Years | 99.27 |
R-Squared (R²) 15 Years | 98.87 |
R-Squared (R²) 20 Years | 98.39 |
R-Squared (R²) 3 Years | 99.71 |
R-Squared (R²) 5 Years | 99.58 |
Sortino Ratio 1 Year | -3.46 |
Sortino Ratio 10 Years | 2.25 |
Sortino Ratio 15 Years | 5.56 |
Sortino Ratio 20 Years | 6.60 |
Sortino Ratio 3 Years | -0.84 |
Sortino Ratio 5 Years | 0.40 |
Tracking Error 1 Year | 0.04 |
Tracking Error 10 Years | 0.03 |
Tracking Error 15 Years | 0.04 |
Tracking Error 20 Years | 0.05 |
Tracking Error 3 Years | 0.04 |
Tracking Error 5 Years | 0.04 |
Trailing Performance 1 Month | 0.24 |
Trailing Performance 1 Week | 0.24 |
Trailing Performance 1 Year | 2.65 |
Trailing Performance 10 Years | 21.25 |
Trailing Performance 2 Years | 4.60 |
Trailing Performance 3 Months | 0.92 |
Trailing Performance 3 Years | 6.43 |
Trailing Performance 4 Years | 8.73 |
Trailing Performance 5 Years | 11.28 |
Trailing Performance 6 Months | 1.37 |
Trailing Return 1 Month | 0.24 |
Trailing Return 1 Year | 2.65 |
Trailing Return 10 Years | 1.95 |
Trailing Return 15 Years | 2.14 |
Trailing Return 2 Months | 0.46 |
Trailing Return 2 Years | 2.27 |
Trailing Return 20 Years | 2.76 |
Trailing Return 3 Months | 0.68 |
Trailing Return 3 Years | 2.10 |
Trailing Return 4 Years | 2.11 |
Trailing Return 5 Years | 2.16 |
Trailing Return 6 Months | 1.37 |
Trailing Return 6 Years | 2.15 |
Trailing Return 7 Years | 2.10 |
Trailing Return 8 Years | 2.06 |
Trailing Return 9 Months | 2.03 |
Trailing Return 9 Years | 2.00 |
Trailing Return Since Inception | 4.87 |
Trailing Return YTD - Year to Date | 2.65 |
Treynor Ratio 1 Year | -1.90 |
Treynor Ratio 10 Years | 0.63 |
Treynor Ratio 15 Years | 1.22 |
Treynor Ratio 20 Years | 1.27 |
Treynor Ratio 3 Years | -0.26 |
Treynor Ratio 5 Years | 0.18 |
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