Alpha 1 Year | -0.53 |
Average Gain 1 Year | 2.62 |
Average Loss 1 Year | -1.65 |
Batting Average 1 Year | 58.33 |
Beta 1 Year | 0.93 |
Capture Ratio Down 1 Year | 95.74 |
Capture Ratio Up 1 Year | 94.85 |
Correlation 1 Year | 98.80 |
High 1 Year | 1,327.97 |
Information Ratio 1 Year | -0.43 |
Low 1 Year | 1,190.89 |
Maximum Loss 1 Year | -6.04 |
R-Squared (R²) 1 Year | 97.61 |
Sortino Ratio 1 Year | 1.20 |
Tracking Error 1 Year | 1.51 |
Trailing Return 1 Month | 1.09 |
Trailing Return 1 Year | 10.24 |
Trailing Return 2 Months | 2.87 |
Trailing Return 3 Months | 0.98 |
Trailing Return 6 Months | 4.88 |
Trailing Return 9 Months | 11.80 |
Trailing Return Since Inception | 7.87 |
Trailing Return YTD - Year to Date | 4.88 |
Treynor Ratio 1 Year | 6.64 |
Volatility 1 Year | 8.74 |
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