Alpha 1 Year 3.68 Alpha 3 Years -2.07 Alpha 5 Years 4.82 Average Gain 1 Year 4.86 Average Gain 3 Years 3.97 Average Gain 5 Years 4.54 Average Loss 1 Year -3.11 Average Loss 3 Years -4.93 Average Loss 5 Years -4.63 Batting Average 1 Year 58.33 Batting Average 3 Years 52.78 Batting Average 5 Years 66.67 Beta 1 Year 0.93 Beta 3 Years 1.00 Beta 5 Years 0.94 Capture Ratio Down 1 Year 82.03 Capture Ratio Down 3 Years 113.23 Capture Ratio Down 5 Years 93.94 Capture Ratio Up 1 Year 98.23 Capture Ratio Up 3 Years 101.69 Capture Ratio Up 5 Years 110.39 Correlation 1 Year 93.15 Correlation 3 Years 86.03 Correlation 5 Years 88.14 High 1 Year 17.92 Information Ratio 1 Year 0.54 Information Ratio 3 Years -0.27 Information Ratio 5 Years 0.51 Low 1 Year 15.08 Maximum Loss 1 Year -10.85 Maximum Loss 3 Years -38.38 Maximum Loss 5 Years -38.38 Performance Current Year 0.95 Performance since Inception 80.90 Risk adjusted Return 3 Years -5.86 Risk adjusted Return 5 Years 3.91 Risk adjusted Return Since Inception 0.00 R-Squared (R²) 1 Year 86.78 R-Squared (R²) 3 Years 74.01 R-Squared (R²) 5 Years 77.69 Sortino Ratio 1 Year 1.59 Sortino Ratio 3 Years -0.12 Sortino Ratio 5 Years 0.87 Tracking Error 1 Year 6.36 Tracking Error 3 Years 9.65 Tracking Error 5 Years 9.00 Trailing Performance 1 Month 3.08 Trailing Performance 1 Week 3.19 Trailing Performance 1 Year 12.22 Trailing Performance 2 Years -10.13 Trailing Performance 3 Months 12.29 Trailing Performance 3 Years -5.63 Trailing Performance 4 Years 27.84 Trailing Performance 5 Years 70.02 Trailing Performance 6 Months 2.38 Trailing Return 1 Month 4.07 Trailing Return 1 Year 19.07 Trailing Return 2 Months 14.80 Trailing Return 2 Years -9.60 Trailing Return 3 Months 12.28 Trailing Return 3 Years -1.02 Trailing Return 4 Years 7.00 Trailing Return 5 Years 11.65 Trailing Return 6 Months 3.88 Trailing Return 6 Years 6.26 Trailing Return 7 Years 9.81 Trailing Return 9 Months 7.37 Trailing Return Since Inception 8.28 Trailing Return YTD - Year to Date 19.07 Treynor Ratio 1 Year 14.63 Treynor Ratio 3 Years -3.51 Treynor Ratio 5 Years 10.28