Alpha 1 Year | 12.00 |
Average Gain 1 Year | 5.80 |
Average Loss 1 Year | -3.81 |
Batting Average 1 Year | 66.67 |
Beta 1 Year | 1.68 |
Capture Ratio Down 1 Year | 148.97 |
Capture Ratio Up 1 Year | 196.20 |
Correlation 1 Year | 93.94 |
High 1 Year | 11.41 |
Information Ratio 1 Year | 1.52 |
Low 1 Year | 10.47 |
Maximum Loss 1 Year | -11.23 |
R-Squared (R²) 1 Year | 88.24 |
Sharpe Ratio 1 Year | 0.89 |
Sortino Ratio 1 Year | 1.67 |
Tracking Error 1 Year | 9.53 |
Trailing Return 1 Month | 4.64 |
Trailing Return 1 Year | 22.23 |
Trailing Return 2 Months | 15.94 |
Trailing Return 2 Years | -4.38 |
Trailing Return 3 Months | 12.93 |
Trailing Return 6 Months | 6.06 |
Trailing Return 9 Months | 13.47 |
Trailing Return Since Inception | -0.03 |
Trailing Return YTD - Year to Date | 22.23 |
Treynor Ratio 1 Year | 10.04 |
Volatility 1 Year | 18.63 |
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