| Alpha 1 Year |
2.71 |
| Alpha 3 Years |
-0.04 |
| Alpha 5 Years |
1.43 |
| Average Gain 1 Year |
5.23 |
| Average Gain 3 Years |
4.33 |
| Average Gain 5 Years |
4.57 |
| Average Loss 1 Year |
-1.83 |
| Average Loss 3 Years |
-2.65 |
| Average Loss 5 Years |
-4.00 |
| Batting Average 1 Year |
58.33 |
| Batting Average 3 Years |
52.78 |
| Batting Average 5 Years |
53.33 |
| Beta 1 Year |
1.17 |
| Beta 3 Years |
1.10 |
| Beta 5 Years |
1.09 |
| Capture Ratio Down 1 Year |
110.34 |
| Capture Ratio Down 3 Years |
111.34 |
| Capture Ratio Down 5 Years |
107.08 |
| Capture Ratio Up 1 Year |
121.57 |
| Capture Ratio Up 3 Years |
108.16 |
| Capture Ratio Up 5 Years |
111.23 |
| Correlation 1 Year |
98.38 |
| Correlation 3 Years |
96.42 |
| Correlation 5 Years |
96.98 |
| High 1 Year |
53.94 |
| Information Ratio 1 Year |
2.34 |
| Information Ratio 3 Years |
0.36 |
| Information Ratio 5 Years |
0.50 |
| Low 1 Year |
39.10 |
| Maximum Loss 1 Year |
-6.35 |
| Maximum Loss 3 Years |
-10.71 |
| Maximum Loss 5 Years |
-26.90 |
| Performance Current Year |
11.37 |
| Performance since Inception |
202.23 |
| Risk adjusted Return 3 Years |
11.79 |
| Risk adjusted Return 5 Years |
6.99 |
| Risk adjusted Return Since Inception |
8.91 |
| R-Squared (R²) 1 Year |
96.78 |
| R-Squared (R²) 3 Years |
92.97 |
| R-Squared (R²) 5 Years |
94.06 |
| Sortino Ratio 1 Year |
5.25 |
| Sortino Ratio 3 Years |
2.22 |
| Sortino Ratio 5 Years |
1.12 |
| Tracking Error 1 Year |
3.66 |
| Tracking Error 3 Years |
4.15 |
| Tracking Error 5 Years |
4.50 |
| Trailing Performance 1 Month |
8.32 |
| Trailing Performance 1 Week |
0.87 |
| Trailing Performance 1 Year |
35.31 |
| Trailing Performance 2 Years |
49.99 |
| Trailing Performance 3 Months |
11.74 |
| Trailing Performance 3 Years |
97.58 |
| Trailing Performance 4 Years |
114.12 |
| Trailing Performance 5 Years |
118.89 |
| Trailing Performance 6 Months |
12.46 |
| Trailing Return 1 Month |
11.64 |
| Trailing Return 1 Year |
39.64 |
| Trailing Return 2 Months |
5.67 |
| Trailing Return 2 Years |
22.46 |
| Trailing Return 3 Months |
4.63 |
| Trailing Return 3 Years |
23.19 |
| Trailing Return 4 Years |
18.42 |
| Trailing Return 5 Years |
15.41 |
| Trailing Return 6 Months |
4.56 |
| Trailing Return 6 Years |
19.81 |
| Trailing Return 9 Months |
17.60 |
| Trailing Return Since Inception |
17.96 |
| Trailing Return YTD – Year to Date |
5.51 |
| Treynor Ratio 1 Year |
30.38 |
| Treynor Ratio 3 Years |
16.73 |
| Treynor Ratio 5 Years |
10.79 |
