| Alpha 1 Year |
-13.53 |
| Alpha 10 Years |
-0.13 |
| Alpha 15 Years |
-0.86 |
| Alpha 3 Years |
-1.56 |
| Alpha 5 Years |
-4.18 |
| Average Gain 1 Year |
6.90 |
| Average Gain 10 Years |
4.38 |
| Average Gain 15 Years |
4.17 |
| Average Gain 20 Years |
4.10 |
| Average Gain 3 Years |
4.98 |
| Average Gain 5 Years |
5.13 |
| Average Loss 1 Year |
-2.47 |
| Average Loss 10 Years |
-4.67 |
| Average Loss 15 Years |
-4.01 |
| Average Loss 20 Years |
-4.44 |
| Average Loss 3 Years |
-3.47 |
| Average Loss 5 Years |
-5.02 |
| Batting Average 1 Year |
50.00 |
| Batting Average 10 Years |
55.83 |
| Batting Average 15 Years |
55.00 |
| Batting Average 3 Years |
52.78 |
| Batting Average 5 Years |
45.00 |
| Beta 1 Year |
1.55 |
| Beta 10 Years |
1.14 |
| Beta 15 Years |
1.12 |
| Beta 3 Years |
1.29 |
| Beta 5 Years |
1.28 |
| Capture Ratio Down 1 Year |
185.37 |
| Capture Ratio Down 10 Years |
117.74 |
| Capture Ratio Down 15 Years |
115.56 |
| Capture Ratio Down 3 Years |
119.10 |
| Capture Ratio Down 5 Years |
136.47 |
| Capture Ratio Up 1 Year |
111.34 |
| Capture Ratio Up 10 Years |
113.05 |
| Capture Ratio Up 15 Years |
108.97 |
| Capture Ratio Up 3 Years |
114.36 |
| Capture Ratio Up 5 Years |
113.55 |
| Correlation 1 Year |
96.90 |
| Correlation 10 Years |
92.12 |
| Correlation 15 Years |
92.11 |
| Correlation 3 Years |
92.22 |
| Correlation 5 Years |
93.68 |
| High 1 Year |
108.19 |
| Information Ratio 1 Year |
-0.23 |
| Information Ratio 10 Years |
0.15 |
| Information Ratio 15 Years |
0.02 |
| Information Ratio 3 Years |
0.34 |
| Information Ratio 5 Years |
-0.32 |
| Low 1 Year |
84.33 |
| Maximum Loss 1 Year |
-13.37 |
| Maximum Loss 10 Years |
-38.71 |
| Maximum Loss 15 Years |
-38.71 |
| Maximum Loss 20 Years |
-53.36 |
| Maximum Loss 3 Years |
-13.37 |
| Maximum Loss 5 Years |
-38.71 |
| Performance Current Year |
10.92 |
| Performance since Inception |
2,533.17 |
| Risk adjusted Return 10 Years |
8.10 |
| Risk adjusted Return 3 Years |
10.60 |
| Risk adjusted Return 5 Years |
-0.06 |
| Risk adjusted Return Since Inception |
6.15 |
| R-Squared (R²) 1 Year |
93.89 |
| R-Squared (R²) 10 Years |
84.87 |
| R-Squared (R²) 15 Years |
84.84 |
| R-Squared (R²) 3 Years |
85.05 |
| R-Squared (R²) 5 Years |
87.76 |
| Sortino Ratio 1 Year |
2.76 |
| Sortino Ratio 10 Years |
1.23 |
| Sortino Ratio 15 Years |
1.19 |
| Sortino Ratio 20 Years |
0.83 |
| Sortino Ratio 3 Years |
1.98 |
| Sortino Ratio 5 Years |
0.56 |
| Tracking Error 1 Year |
9.18 |
| Tracking Error 10 Years |
7.73 |
| Tracking Error 15 Years |
7.10 |
| Tracking Error 3 Years |
8.16 |
| Tracking Error 5 Years |
8.76 |
| Trailing Performance 1 Month |
6.19 |
| Trailing Performance 1 Week |
2.57 |
| Trailing Performance 1 Year |
26.75 |
| Trailing Performance 10 Years |
368.71 |
| Trailing Performance 2 Years |
39.96 |
| Trailing Performance 3 Months |
14.61 |
| Trailing Performance 3 Years |
93.67 |
| Trailing Performance 4 Years |
113.90 |
| Trailing Performance 5 Years |
71.04 |
| Trailing Performance 6 Months |
10.64 |
| Trailing Return 1 Month |
15.76 |
| Trailing Return 1 Year |
28.42 |
| Trailing Return 10 Years |
16.37 |
| Trailing Return 15 Years |
13.93 |
| Trailing Return 2 Months |
9.23 |
| Trailing Return 2 Years |
19.01 |
| Trailing Return 20 Years |
10.63 |
| Trailing Return 3 Months |
4.46 |
| Trailing Return 3 Years |
24.54 |
| Trailing Return 4 Years |
17.61 |
| Trailing Return 5 Years |
9.74 |
| Trailing Return 6 Months |
0.28 |
| Trailing Return 6 Years |
15.28 |
| Trailing Return 7 Years |
14.43 |
| Trailing Return 8 Years |
14.56 |
| Trailing Return 9 Months |
6.18 |
| Trailing Return 9 Years |
15.86 |
| Trailing Return Since Inception |
10.93 |
| Trailing Return YTD – Year to Date |
4.43 |
| Treynor Ratio 1 Year |
15.69 |
| Treynor Ratio 10 Years |
12.30 |
| Treynor Ratio 15 Years |
10.97 |
| Treynor Ratio 3 Years |
15.27 |
| Treynor Ratio 5 Years |
4.74 |
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