Alpha 1 Year 0.82 Alpha 3 Years 5.02 Alpha 5 Years 1.70 Average Gain 1 Year 2.48 Average Gain 3 Years 2.35 Average Gain 5 Years 2.21 Average Loss 1 Year -2.63 Average Loss 3 Years -3.03 Average Loss 5 Years -2.87 Batting Average 1 Year 50.00 Batting Average 3 Years 55.56 Batting Average 5 Years 56.67 Beta 1 Year 1.39 Beta 3 Years 1.30 Beta 5 Years 1.30 Capture Ratio Down 1 Year 183.18 Capture Ratio Down 3 Years 114.06 Capture Ratio Down 5 Years 138.01 Capture Ratio Up 1 Year 153.22 Capture Ratio Up 3 Years 157.80 Capture Ratio Up 5 Years 143.94 Correlation 1 Year 81.46 Correlation 3 Years 83.48 Correlation 5 Years 74.86 Information Ratio 1 Year 0.00 Information Ratio 3 Years 0.58 Information Ratio 5 Years 0.24 Maximum Loss 1 Year -8.17 Maximum Loss 3 Years -17.10 Maximum Loss 5 Years -17.10 Performance since Inception 30.52 Risk adjusted Return 3 Years -1.02 Risk adjusted Return 5 Years 1.60 Risk adjusted Return Since Inception 0.55 R-Squared (R²) 1 Year 66.35 R-Squared (R²) 3 Years 69.70 R-Squared (R²) 5 Years 56.04 Sortino Ratio 1 Year -0.14 Sortino Ratio 3 Years 0.10 Sortino Ratio 5 Years 0.42 Tracking Error 1 Year 6.44 Tracking Error 3 Years 6.49 Tracking Error 5 Years 7.49 Trailing Performance 1 Month 4.13 Trailing Performance 1 Week 4.13 Trailing Performance 1 Year 1.66 Trailing Performance 10 Years 34.21 Trailing Performance 2 Years -7.76 Trailing Performance 3 Months 3.39 Trailing Performance 3 Years 8.45 Trailing Performance 4 Years 12.67 Trailing Performance 5 Years 27.14 Trailing Performance 6 Months 4.21 Trailing Return 1 Month 4.13 Trailing Return 1 Year 3.89 Trailing Return 2 Months 8.81 Trailing Return 2 Years -3.96 Trailing Return 3 Months 6.68 Trailing Return 3 Years 2.74 Trailing Return 4 Years 3.03 Trailing Return 5 Years 4.92 Trailing Return 6 Months 4.21 Trailing Return 6 Years 3.30 Trailing Return 7 Years 3.67 Trailing Return 8 Years 4.00 Trailing Return 9 Months 2.95 Trailing Return Since Inception 3.35 Trailing Return YTD - Year to Date 3.89 Treynor Ratio 1 Year -1.09 Treynor Ratio 3 Years 0.18 Treynor Ratio 5 Years 2.23