Alpha 1 Year6.37 Alpha 3 Years6.94 Average Gain 1 Year1.00 Average Gain 3 Years0.84 Average Loss 3 Years-0.14 Batting Average 1 Year50.00 Batting Average 3 Years63.89 Beta 1 Year0.04 Beta 3 Years0.04 Capture Ratio Down 1 Year-78.66 Capture Ratio Down 3 Years-34.20 Capture Ratio Up 1 Year47.58 Capture Ratio Up 3 Years53.60 Correlation 1 Year43.22 Correlation 3 Years29.98 High 1 Year10.84 Information Ratio 1 Year-0.12 Information Ratio 3 Years0.97 Low 1 Year10.41 Maximum Loss 3 Years-0.19 Performance Current Year0.66 Performance since Inception49.39 R-Squared (R²) 1 Year18.68 R-Squared (R²) 3 Years8.99 Sortino Ratio 3 Years26.30 Tracking Error 1 Year6.99 Tracking Error 3 Years8.02 Trailing Performance 1 Month0.92 Trailing Performance 1 Week0.19 Trailing Performance 1 Year12.54 Trailing Performance 2 Years20.47 Trailing Performance 3 Months3.31 Trailing Performance 3 Years32.32 Trailing Performance 4 Years44.41 Trailing Performance 6 Months6.72 Trailing Return 1 Month1.09 Trailing Return 1 Year12.66 Trailing Return 2 Months2.24 Trailing Return 2 Years9.55 Trailing Return 3 Months3.17 Trailing Return 3 Years9.83 Trailing Return 4 Years9.55 Trailing Return 6 Months6.68 Trailing Return 9 Months10.12 Trailing Return Since Inception9.02 Trailing Return YTD - Year to Date12.66 Treynor Ratio 1 Year169.88 Treynor Ratio 3 Years169.29