| Alpha 1 Year |
0.13 |
| Average Gain 1 Year |
2.19 |
| Average Loss 1 Year |
-1.73 |
| Batting Average 1 Year |
58.33 |
| Beta 1 Year |
1.17 |
| Capture Ratio Down 1 Year |
122.05 |
| Capture Ratio Up 1 Year |
114.16 |
| Correlation 1 Year |
99.88 |
| High 1 Year |
9.92 |
| Information Ratio 1 Year |
-0.23 |
| Low 1 Year |
9.06 |
| Maximum Loss 1 Year |
-5.53 |
| Performance Current Year |
0.78 |
| Performance since Inception |
3.33 |
| R-Squared (R²) 1 Year |
99.77 |
| Sortino Ratio 1 Year |
-0.68 |
| Tracking Error 1 Year |
1.37 |
| Trailing Performance 1 Month |
0.80 |
| Trailing Performance 1 Week |
0.89 |
| Trailing Performance 1 Year |
4.10 |
| Trailing Performance 3 Months |
3.48 |
| Trailing Performance 6 Months |
0.96 |
| Trailing Return 1 Month |
1.05 |
| Trailing Return 1 Year |
2.59 |
| Trailing Return 2 Months |
2.88 |
| Trailing Return 3 Months |
-0.19 |
| Trailing Return 6 Months |
-0.89 |
| Trailing Return 9 Months |
6.30 |
| Trailing Return Since Inception |
1.04 |
| Trailing Return YTD - Year to Date |
-0.89 |
| Treynor Ratio 1 Year |
-3.87 |
