Alpha 1 Year 12.00 Average Gain 1 Year 5.80 Average Loss 1 Year -3.81 Batting Average 1 Year 66.67 Beta 1 Year 1.68 Capture Ratio Down 1 Year 148.97 Capture Ratio Up 1 Year 196.20 Correlation 1 Year 93.94 High 1 Year 11.41 Information Ratio 1 Year 1.52 Low 1 Year 10.47 Maximum Loss 1 Year -11.23 R-Squared (R²) 1 Year 88.24 Sharpe Ratio 1 Year 0.89 Sortino Ratio 1 Year 1.67 Tracking Error 1 Year 9.53 Trailing Return 1 Month 4.64 Trailing Return 1 Year 22.23 Trailing Return 2 Months 15.94 Trailing Return 2 Years -4.38 Trailing Return 3 Months 12.93 Trailing Return 6 Months 6.06 Trailing Return 9 Months 13.47 Trailing Return Since Inception -0.03 Trailing Return YTD - Year to Date 22.23 Treynor Ratio 1 Year 10.04 Volatility 1 Year 18.63