| Alpha 1 Year |
11.74 |
| Average Gain 1 Year |
3.10 |
| Average Loss 1 Year |
-1.90 |
| Batting Average 1 Year |
83.33 |
| Beta 1 Year |
1.18 |
| Capture Ratio Down 1 Year |
78.48 |
| Capture Ratio Up 1 Year |
173.77 |
| Correlation 1 Year |
83.48 |
| High 1 Year |
1,030.43 |
| Information Ratio 1 Year |
1.37 |
| Low 1 Year |
905.88 |
| Maximum Loss 1 Year |
-10.44 |
| R-Squared (R²) 1 Year |
69.70 |
| Sharpe Ratio 1 Year |
-0.55 |
| Sortino Ratio 1 Year |
-0.36 |
| Tracking Error 1 Year |
6.24 |
| Trailing Return 1 Month |
-3.02 |
| Trailing Return 1 Year |
-8.47 |
| Trailing Return 2 Months |
2.77 |
| Trailing Return 2 Years |
-9.99 |
| Trailing Return 3 Months |
6.42 |
| Trailing Return 6 Months |
8.37 |
| Trailing Return 9 Months |
-1.94 |
| Trailing Return Since Inception |
-6.75 |
| Trailing Return YTD - Year to Date |
2.77 |
| Treynor Ratio 1 Year |
-2.87 |
| Volatility 1 Year |
18.63 |