| Alpha 1 Year |
-10.48 |
| Average Gain 1 Year |
3.25 |
| Average Loss 1 Year |
-2.37 |
| Batting Average 1 Year |
33.33 |
| Beta 1 Year |
0.26 |
| Capture Ratio Down 1 Year |
57.27 |
| Capture Ratio Up 1 Year |
-0.58 |
| Correlation 1 Year |
34.47 |
| High 1 Year |
106.16 |
| Information Ratio 1 Year |
-0.46 |
| Low 1 Year |
90.62 |
| Maximum Loss 1 Year |
-14.73 |
| R-Squared (R²) 1 Year |
11.88 |
| Sharpe Ratio 1 Year |
-1.14 |
| Sortino Ratio 1 Year |
-1.54 |
| Tracking Error 1 Year |
12.61 |
| Trailing Return 1 Month |
-4.86 |
| Trailing Return 1 Year |
-16.23 |
| Trailing Return 2 Months |
-3.46 |
| Trailing Return 3 Months |
4.42 |
| Trailing Return 6 Months |
3.08 |
| Trailing Return 9 Months |
-6.70 |
| Trailing Return Since Inception |
-16.54 |
| Trailing Return YTD - Year to Date |
-3.46 |
| Treynor Ratio 1 Year |
-44.40 |
| Volatility 1 Year |
17.02 |
