Alpha 1 Year 0.43 Alpha 10 Years -0.63 Alpha 3 Years 0.87 Alpha 5 Years 0.62 Average Gain 1 Year 1.89 Average Gain 10 Years 1.02 Average Gain 3 Years 1.29 Average Gain 5 Years 1.18 Average Loss 1 Year -1.14 Average Loss 10 Years -1.12 Average Loss 3 Years -1.27 Average Loss 5 Years -1.29 Batting Average 1 Year 50.00 Batting Average 10 Years 52.50 Batting Average 3 Years 52.78 Batting Average 5 Years 56.67 Beta 1 Year 1.16 Beta 10 Years 1.21 Beta 3 Years 1.12 Beta 5 Years 1.19 Capture Ratio Down 1 Year 133.88 Capture Ratio Down 10 Years 134.25 Capture Ratio Down 3 Years 105.92 Capture Ratio Down 5 Years 113.70 Capture Ratio Up 1 Year 119.19 Capture Ratio Up 10 Years 113.56 Capture Ratio Up 3 Years 113.27 Capture Ratio Up 5 Years 117.83 Correlation 1 Year 98.41 Correlation 10 Years 89.23 Correlation 3 Years 97.07 Correlation 5 Years 94.01 High 1 Year 13.68 Information Ratio 1 Year 0.46 Information Ratio 10 Years -0.22 Information Ratio 3 Years 0.22 Information Ratio 5 Years 0.24 Low 1 Year 12.68 Maximum Loss 1 Year -2.67 Maximum Loss 10 Years -13.40 Maximum Loss 3 Years -13.40 Maximum Loss 5 Years -13.40 Performance Current Year -0.44 Performance since Inception 35.81 Risk adjusted Return 10 Years -0.35 Risk adjusted Return 3 Years -4.42 Risk adjusted Return 5 Years -0.55 Risk adjusted Return Since Inception -1.22 R-Squared (R²) 1 Year 96.84 R-Squared (R²) 10 Years 79.62 R-Squared (R²) 3 Years 94.22 R-Squared (R²) 5 Years 88.38 Sortino Ratio 1 Year 0.62 Sortino Ratio 10 Years 0.09 Sortino Ratio 3 Years -0.76 Sortino Ratio 5 Years 0.10 Tracking Error 1 Year 1.48 Tracking Error 10 Years 2.41 Tracking Error 3 Years 1.57 Tracking Error 5 Years 2.22 Trailing Performance 1 Month 0.44 Trailing Performance 1 Week 0.44 Trailing Performance 1 Year 4.37 Trailing Performance 10 Years 15.55 Trailing Performance 2 Years -2.51 Trailing Performance 3 Months 6.17 Trailing Performance 3 Years -3.95 Trailing Performance 4 Years 1.57 Trailing Performance 5 Years 10.39 Trailing Performance 6 Months 3.82 Trailing Return 1 Month 3.17 Trailing Return 1 Year 7.64 Trailing Return 10 Years 1.54 Trailing Return 2 Months 6.97 Trailing Return 2 Years -1.33 Trailing Return 3 Months 6.30 Trailing Return 3 Years -1.24 Trailing Return 4 Years 0.58 Trailing Return 5 Years 2.27 Trailing Return 6 Months 5.16 Trailing Return 6 Years 1.74 Trailing Return 7 Years 2.45 Trailing Return 8 Years 2.85 Trailing Return 9 Months 5.16 Trailing Return 9 Years 1.88 Trailing Return Since Inception 2.01 Trailing Return YTD - Year to Date 7.64 Treynor Ratio 1 Year 1.92 Treynor Ratio 10 Years 0.17 Treynor Ratio 3 Years -3.35 Treynor Ratio 5 Years 0.22