Alpha 1 Year3.40 Average Gain 1 Year5.00 Average Loss 1 Year-2.90 Batting Average 1 Year66.67 Beta 1 Year1.02 Capture Ratio Down 1 Year96.40 Capture Ratio Up 1 Year109.60 Correlation 1 Year99.35 High 1 Year12.70 Information Ratio 1 Year2.27 Low 1 Year10.42 Maximum Loss 1 Year-9.86 Performance Current Year-0.44 Performance since Inception20.16 R-Squared (R²) 1 Year98.70 Sortino Ratio 1 Year1.98 Tracking Error 1 Year1.83 Trailing Performance 1 Month0.94 Trailing Performance 1 Week1.31 Trailing Performance 1 Year14.75 Trailing Performance 3 Months11.01 Trailing Performance 6 Months4.87 Trailing Return 1 Month5.42 Trailing Return 1 Year21.46 Trailing Return 2 Months15.02 Trailing Return 3 Months11.51 Trailing Return 6 Months7.39 Trailing Return 9 Months13.74 Trailing Return Since Inception21.28 Trailing Return YTD - Year to Date21.46 Treynor Ratio 1 Year15.81