Alpha 1 Year | -25.82 |
Average Gain 1 Year | 4.64 |
Average Loss 1 Year | -5.45 |
Batting Average 1 Year | 16.67 |
Beta 1 Year | 1.36 |
Capture Ratio Down 1 Year | 209.78 |
Capture Ratio Up 1 Year | 79.92 |
Correlation 1 Year | 97.35 |
High 1 Year | 0.69 |
Information Ratio 1 Year | -3.30 |
Low 1 Year | 0.56 |
Maximum Loss 1 Year | -20.81 |
R-Squared (R²) 1 Year | 94.77 |
Sharpe Ratio 1 Year | -0.47 |
Sortino Ratio 1 Year | -0.63 |
Tracking Error 1 Year | 7.17 |
Trailing Return 1 Month | -5.13 |
Trailing Return 1 Year | -6.22 |
Trailing Return 2 Months | -3.49 |
Trailing Return 2 Years | -8.81 |
Trailing Return 3 Months | -0.73 |
Trailing Return 6 Months | 13.81 |
Trailing Return 9 Months | -9.87 |
Trailing Return Since Inception | -20.18 |
Trailing Return YTD - Year to Date | -3.32 |
Treynor Ratio 1 Year | -8.70 |
Volatility 1 Year | 20.87 |
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