Alpha 1 Year 1.00 Alpha 10 Years 0.09 Alpha 15 Years 0.61 Alpha 20 Years 0.15 Alpha 3 Years 0.09 Alpha 5 Years 0.43 Average Gain 1 Year 2.39 Average Gain 10 Years 0.99 Average Gain 15 Years 0.94 Average Gain 20 Years 0.94 Average Gain 3 Years 1.61 Average Gain 5 Years 1.35 Average Loss 1 Year -1.29 Average Loss 10 Years -1.05 Average Loss 15 Years -0.96 Average Loss 20 Years -0.90 Average Loss 3 Years -1.53 Average Loss 5 Years -1.50 Batting Average 1 Year 75.00 Batting Average 10 Years 62.50 Batting Average 15 Years 66.11 Batting Average 20 Years 59.17 Batting Average 3 Years 61.11 Batting Average 5 Years 66.67 Beta 1 Year 0.97 Beta 10 Years 1.01 Beta 15 Years 1.01 Beta 20 Years 1.00 Beta 3 Years 1.00 Beta 5 Years 1.04 Capture Ratio Down 1 Year 83.64 Capture Ratio Down 10 Years 105.79 Capture Ratio Down 15 Years 100.95 Capture Ratio Down 20 Years 103.41 Capture Ratio Down 3 Years 96.48 Capture Ratio Down 5 Years 107.90 Capture Ratio Up 1 Year 96.61 Capture Ratio Up 10 Years 105.33 Capture Ratio Up 15 Years 109.65 Capture Ratio Up 20 Years 103.94 Capture Ratio Up 3 Years 95.79 Capture Ratio Up 5 Years 111.06 Correlation 1 Year 97.68 Correlation 10 Years 90.41 Correlation 15 Years 90.65 Correlation 20 Years 91.39 Correlation 3 Years 97.84 Correlation 5 Years 89.83 High 1 Year 9.31 Information Ratio 1 Year 0.58 Information Ratio 10 Years 0.03 Information Ratio 15 Years 0.31 Information Ratio 20 Years 0.08 Information Ratio 3 Years 0.04 Information Ratio 5 Years 0.11 Low 1 Year 8.62 Maximum Loss 1 Year -5.76 Maximum Loss 10 Years -18.84 Maximum Loss 15 Years -18.84 Maximum Loss 20 Years -18.84 Maximum Loss 3 Years -18.84 Maximum Loss 5 Years -18.84 Performance Current Year -0.93 Performance since Inception 271.33 Risk adjusted Return 10 Years 0.24 Risk adjusted Return 3 Years -6.10 Risk adjusted Return 5 Years -1.04 Risk adjusted Return Since Inception -1.41 R-Squared (R²) 1 Year 95.42 R-Squared (R²) 10 Years 81.74 R-Squared (R²) 15 Years 82.17 R-Squared (R²) 20 Years 83.51 R-Squared (R²) 3 Years 95.72 R-Squared (R²) 5 Years 80.69 Sortino Ratio 1 Year 0.31 Sortino Ratio 10 Years 0.17 Sortino Ratio 15 Years 0.73 Sortino Ratio 20 Years 0.59 Sortino Ratio 3 Years -0.95 Sortino Ratio 5 Years -0.06 Tracking Error 1 Year 1.82 Tracking Error 10 Years 2.28 Tracking Error 15 Years 2.00 Tracking Error 20 Years 1.85 Tracking Error 3 Years 1.51 Tracking Error 5 Years 3.11 Trailing Performance 1 Month -0.16 Trailing Performance 1 Week -0.27 Trailing Performance 1 Year 2.58 Trailing Performance 10 Years 18.05 Trailing Performance 2 Years -9.24 Trailing Performance 3 Months 7.90 Trailing Performance 3 Years -9.87 Trailing Performance 4 Years -3.31 Trailing Performance 5 Years 6.16 Trailing Performance 6 Months 3.26 Trailing Return 1 Month 4.12 Trailing Return 1 Year 6.58 Trailing Return 10 Years 1.88 Trailing Return 15 Years 3.30 Trailing Return 2 Months 9.16 Trailing Return 2 Years -5.04 Trailing Return 20 Years 3.31 Trailing Return 3 Months 7.31 Trailing Return 3 Years -3.25 Trailing Return 4 Years -0.47 Trailing Return 5 Years 1.45 Trailing Return 6 Months 4.70 Trailing Return 6 Years 1.11 Trailing Return 7 Years 1.58 Trailing Return 8 Years 1.72 Trailing Return 9 Months 3.89 Trailing Return 9 Years 1.41 Trailing Return Since Inception 4.00 Trailing Return YTD - Year to Date 6.58 Treynor Ratio 1 Year 1.22 Treynor Ratio 10 Years 0.53 Treynor Ratio 15 Years 2.35 Treynor Ratio 20 Years 1.82 Treynor Ratio 3 Years -5.75 Treynor Ratio 5 Years -0.54