Alpha 1 Year -6.93 Alpha 3 Years -3.60 Alpha 5 Years -3.60 Average Gain 1 Year 6.17 Average Gain 3 Years 4.73 Average Gain 5 Years 4.12 Average Loss 1 Year -4.10 Average Loss 3 Years -4.97 Average Loss 5 Years -5.10 Batting Average 1 Year 50.00 Batting Average 3 Years 50.00 Batting Average 5 Years 48.33 Beta 1 Year 1.14 Beta 3 Years 1.05 Beta 5 Years 0.98 Capture Ratio Down 1 Year 120.88 Capture Ratio Down 3 Years 117.41 Capture Ratio Down 5 Years 102.38 Capture Ratio Up 1 Year 94.90 Capture Ratio Up 3 Years 100.12 Capture Ratio Up 5 Years 87.47 Correlation 1 Year 94.33 Correlation 3 Years 90.25 Correlation 5 Years 88.33 High 1 Year 211.67 Information Ratio 1 Year -0.89 Information Ratio 3 Years -0.47 Information Ratio 5 Years -0.47 Low 1 Year 169.86 Maximum Loss 1 Year -15.56 Maximum Loss 3 Years -32.22 Maximum Loss 5 Years -32.22 Performance Current Year -1.31 Performance since Inception 40.37 Risk adjusted Return 3 Years -6.80 Risk adjusted Return 5 Years -4.90 Risk adjusted Return Since Inception -5.66 R-Squared (R²) 1 Year 88.98 R-Squared (R²) 3 Years 81.45 R-Squared (R²) 5 Years 78.03 Sortino Ratio 1 Year 0.66 Sortino Ratio 3 Years -0.02 Sortino Ratio 5 Years 0.27 Tracking Error 1 Year 7.35 Tracking Error 3 Years 8.42 Tracking Error 5 Years 9.43 Trailing Performance 1 Month -1.19 Trailing Performance 1 Week 0.64 Trailing Performance 1 Year 3.69 Trailing Performance 2 Years -16.31 Trailing Performance 3 Months 14.96 Trailing Performance 3 Years 1.42 Trailing Performance 4 Years -4.13 Trailing Performance 5 Years 15.37 Trailing Performance 6 Months 3.79 Trailing Return 1 Month 8.76 Trailing Return 1 Year 11.41 Trailing Return 2 Months 20.55 Trailing Return 2 Years -9.61 Trailing Return 3 Months 15.67 Trailing Return 3 Years 0.43 Trailing Return 4 Years -0.70 Trailing Return 5 Years 4.01 Trailing Return 6 Months 8.88 Trailing Return 6 Years 2.76 Trailing Return 7 Years 4.44 Trailing Return 8 Years 3.95 Trailing Return 9 Months 9.13 Trailing Return 9 Years 3.72 Trailing Return Since Inception 3.85 Trailing Return YTD - Year to Date 11.41 Treynor Ratio 1 Year 5.27 Treynor Ratio 3 Years -1.99 Treynor Ratio 5 Years 2.05