| Alpha 1 Year |
-4.07 |
| Alpha 10 Years |
0.48 |
| Alpha 15 Years |
1.67 |
| Alpha 20 Years |
1.22 |
| Alpha 3 Years |
1.23 |
| Alpha 5 Years |
0.39 |
| Average Gain 1 Year |
8.18 |
| Average Gain 10 Years |
4.33 |
| Average Gain 15 Years |
4.45 |
| Average Gain 20 Years |
4.10 |
| Average Gain 3 Years |
6.20 |
| Average Gain 5 Years |
5.93 |
| Average Loss 1 Year |
-4.23 |
| Average Loss 10 Years |
-5.00 |
| Average Loss 15 Years |
-4.90 |
| Average Loss 20 Years |
-4.74 |
| Average Loss 3 Years |
-4.48 |
| Average Loss 5 Years |
-5.94 |
| Batting Average 1 Year |
33.33 |
| Batting Average 10 Years |
55.00 |
| Batting Average 15 Years |
56.11 |
| Batting Average 20 Years |
55.42 |
| Batting Average 3 Years |
55.56 |
| Batting Average 5 Years |
56.67 |
| Beta 1 Year |
0.91 |
| Beta 10 Years |
0.98 |
| Beta 15 Years |
0.95 |
| Beta 20 Years |
0.94 |
| Beta 3 Years |
0.95 |
| Beta 5 Years |
0.99 |
| Capture Ratio Down 1 Year |
98.61 |
| Capture Ratio Down 10 Years |
97.37 |
| Capture Ratio Down 15 Years |
92.40 |
| Capture Ratio Down 20 Years |
92.45 |
| Capture Ratio Down 3 Years |
94.40 |
| Capture Ratio Down 5 Years |
99.63 |
| Capture Ratio Up 1 Year |
88.10 |
| Capture Ratio Up 10 Years |
98.79 |
| Capture Ratio Up 15 Years |
98.02 |
| Capture Ratio Up 20 Years |
96.95 |
| Capture Ratio Up 3 Years |
97.99 |
| Capture Ratio Up 5 Years |
100.18 |
| Correlation 1 Year |
98.80 |
| Correlation 10 Years |
97.62 |
| Correlation 15 Years |
97.63 |
| Correlation 20 Years |
97.48 |
| Correlation 3 Years |
96.50 |
| Correlation 5 Years |
98.01 |
| High 1 Year |
41.41 |
| Information Ratio 1 Year |
-1.22 |
| Information Ratio 10 Years |
0.07 |
| Information Ratio 15 Years |
0.29 |
| Information Ratio 20 Years |
0.21 |
| Information Ratio 3 Years |
0.17 |
| Information Ratio 5 Years |
0.04 |
| Low 1 Year |
32.08 |
| Maximum Loss 1 Year |
-14.51 |
| Maximum Loss 10 Years |
-37.08 |
| Maximum Loss 15 Years |
-37.08 |
| Maximum Loss 20 Years |
-53.49 |
| Maximum Loss 3 Years |
-21.44 |
| Maximum Loss 5 Years |
-37.08 |
| Performance Current Year |
-2.87 |
| Performance since Inception |
1,594.11 |
| Risk adjusted Return 10 Years |
0.28 |
| Risk adjusted Return 3 Years |
1.23 |
| Risk adjusted Return 5 Years |
-3.78 |
| Risk adjusted Return Since Inception |
-0.75 |
| R-Squared (R²) 1 Year |
97.61 |
| R-Squared (R²) 10 Years |
95.30 |
| R-Squared (R²) 15 Years |
95.32 |
| R-Squared (R²) 20 Years |
95.02 |
| R-Squared (R²) 3 Years |
93.12 |
| R-Squared (R²) 5 Years |
96.05 |
| Sortino Ratio 1 Year |
0.46 |
| Sortino Ratio 10 Years |
0.54 |
| Sortino Ratio 15 Years |
0.91 |
| Sortino Ratio 20 Years |
0.66 |
| Sortino Ratio 3 Years |
0.62 |
| Sortino Ratio 5 Years |
0.64 |
| Tracking Error 1 Year |
4.26 |
| Tracking Error 10 Years |
4.53 |
| Tracking Error 15 Years |
4.56 |
| Tracking Error 20 Years |
4.51 |
| Tracking Error 3 Years |
5.81 |
| Tracking Error 5 Years |
5.07 |
| Trailing Performance 1 Month |
-2.79 |
| Trailing Performance 1 Week |
-0.48 |
| Trailing Performance 1 Year |
0.66 |
| Trailing Performance 10 Years |
93.21 |
| Trailing Performance 2 Years |
-9.18 |
| Trailing Performance 3 Months |
11.68 |
| Trailing Performance 3 Years |
15.54 |
| Trailing Performance 4 Years |
22.94 |
| Trailing Performance 5 Years |
48.78 |
| Trailing Performance 6 Months |
2.64 |
| Trailing Return 1 Month |
10.00 |
| Trailing Return 1 Year |
9.44 |
| Trailing Return 10 Years |
7.06 |
| Trailing Return 15 Years |
11.59 |
| Trailing Return 2 Months |
17.72 |
| Trailing Return 2 Years |
-1.91 |
| Trailing Return 20 Years |
8.63 |
| Trailing Return 3 Months |
11.76 |
| Trailing Return 3 Years |
8.95 |
| Trailing Return 4 Years |
6.13 |
| Trailing Return 5 Years |
10.21 |
| Trailing Return 6 Months |
7.47 |
| Trailing Return 6 Years |
5.18 |
| Trailing Return 7 Years |
6.13 |
| Trailing Return 8 Years |
9.01 |
| Trailing Return 9 Months |
11.52 |
| Trailing Return 9 Years |
7.20 |
| Trailing Return Since Inception |
9.99 |
| Trailing Return YTD - Year to Date |
9.44 |
| Treynor Ratio 1 Year |
4.45 |
| Treynor Ratio 10 Years |
5.86 |
| Treynor Ratio 15 Years |
11.27 |
| Treynor Ratio 20 Years |
7.58 |
| Treynor Ratio 3 Years |
6.76 |
| Treynor Ratio 5 Years |
8.29 |
