Alpha 1 Year -4.95 Alpha 3 Years -1.14 Average Gain 1 Year 3.94 Average Gain 3 Years 3.11 Average Loss 1 Year -4.48 Average Loss 3 Years -4.75 Batting Average 1 Year 33.33 Batting Average 3 Years 47.22 Beta 1 Year 0.92 Beta 3 Years 0.88 Capture Ratio Down 1 Year 99.21 Capture Ratio Down 3 Years 93.57 Capture Ratio Up 1 Year 82.72 Capture Ratio Up 3 Years 89.85 Correlation 1 Year 97.38 Correlation 3 Years 89.57 High 1 Year 11.59 Information Ratio 1 Year -1.34 Information Ratio 3 Years -0.04 Low 1 Year 10.08 Maximum Loss 1 Year -14.15 Maximum Loss 3 Years -35.27 R-Squared (R²) 1 Year 94.82 R-Squared (R²) 3 Years 80.24 Sharpe Ratio 1 Year 0.01 Sharpe Ratio 3 Years -0.39 Sortino Ratio 1 Year 0.02 Sortino Ratio 3 Years -0.50 Tracking Error 1 Year 4.16 Tracking Error 3 Years 7.82 Trailing Return 1 Month 3.82 Trailing Return 1 Year 4.26 Trailing Return 2 Months 12.79 Trailing Return 2 Years -9.78 Trailing Return 3 Months 7.99 Trailing Return 3 Years -5.41 Trailing Return 6 Months 1.00 Trailing Return 9 Months 2.39 Trailing Return Since Inception -3.25 Trailing Return YTD - Year to Date 4.26 Treynor Ratio 1 Year -1.25 Treynor Ratio 3 Years -9.02 Volatility 1 Year 17.08 Volatility 3 Years 17.03