Alpha 1 Year 1.16 Alpha 3 Years 2.18 Alpha 5 Years 2.99 Average Gain 1 Year 2.38 Average Gain 3 Years 3.64 Average Gain 5 Years 4.90 Average Loss 1 Year -2.76 Average Loss 3 Years -3.21 Average Loss 5 Years -3.00 Batting Average 1 Year 41.67 Batting Average 3 Years 44.44 Batting Average 5 Years 41.67 Beta 1 Year 0.43 Beta 3 Years 0.67 Beta 5 Years 0.81 Capture Ratio Down 1 Year 47.46 Capture Ratio Down 3 Years 62.81 Capture Ratio Down 5 Years 70.34 Capture Ratio Up 1 Year 56.40 Capture Ratio Up 3 Years 73.13 Capture Ratio Up 5 Years 83.01 Correlation 1 Year 64.99 Correlation 3 Years 72.07 Correlation 5 Years 77.53 High 1 Year 18.20 Information Ratio 1 Year -0.72 Information Ratio 3 Years 0.08 Information Ratio 5 Years 0.08 Low 1 Year 15.95 Maximum Loss 1 Year -5.36 Maximum Loss 3 Years -23.65 Maximum Loss 5 Years -23.65 Performance Current Year -0.33 Performance since Inception 81.40 Risk adjusted Return 3 Years 4.80 Risk adjusted Return Since Inception 4.80 R-Squared (R²) 1 Year 42.23 R-Squared (R²) 3 Years 51.94 R-Squared (R²) 5 Years 60.10 Sortino Ratio 1 Year 1.24 Sortino Ratio 3 Years 0.54 Sortino Ratio 5 Years 1.20 Tracking Error 1 Year 11.89 Tracking Error 3 Years 11.88 Tracking Error 5 Years 12.34 Trailing Performance 1 Month 1.62 Trailing Performance 1 Week 0.72 Trailing Performance 1 Year 6.58 Trailing Performance 2 Years 1.51 Trailing Performance 3 Months 6.08 Trailing Performance 3 Years 15.25 Trailing Performance 4 Years 64.46 Trailing Performance 5 Years 74.93 Trailing Performance 6 Months 6.58 Trailing Return 1 Month 1.51 Trailing Return 1 Year 13.68 Trailing Return 2 Months 4.66 Trailing Return 2 Years 1.40 Trailing Return 3 Months 5.88 Trailing Return 3 Years 6.71 Trailing Return 4 Years 13.26 Trailing Return 5 Years 12.72 Trailing Return 6 Months 10.37 Trailing Return 9 Months 9.90 Trailing Return Since Inception 12.73 Trailing Return YTD - Year to Date 13.68 Treynor Ratio 1 Year 19.10 Treynor Ratio 3 Years 6.28 Treynor Ratio 5 Years 13.20