Alpha 1 Year |
6.42 |
Average Gain 1 Year |
4.49 |
Average Loss 1 Year |
-3.79 |
Batting Average 1 Year |
50.00 |
Beta 1 Year |
0.82 |
Capture Ratio Down 1 Year |
87.08 |
Capture Ratio Up 1 Year |
96.80 |
Correlation 1 Year |
94.08 |
High 1 Year |
14.23 |
Information Ratio 1 Year |
0.09 |
Low 1 Year |
10.27 |
Maximum Loss 1 Year |
-6.20 |
Performance Current Year |
23.20 |
Performance since Inception |
45.50 |
R-Squared (R²) 1 Year |
88.51 |
Sortino Ratio 1 Year |
3.49 |
Tracking Error 1 Year |
6.26 |
Trailing Performance 1 Month |
1.24 |
Trailing Performance 1 Week |
-0.06 |
Trailing Performance 1 Year |
33.21 |
Trailing Performance 3 Months |
8.78 |
Trailing Performance 6 Months |
21.73 |
Trailing Return 1 Month |
4.65 |
Trailing Return 1 Year |
32.25 |
Trailing Return 2 Months |
10.73 |
Trailing Return 3 Months |
5.13 |
Trailing Return 6 Months |
21.09 |
Trailing Return 9 Months |
33.56 |
Trailing Return Since Inception |
39.10 |
Trailing Return YTD - Year to Date |
21.09 |
Treynor Ratio 1 Year |
36.91 |