Alpha 1 Year8.63 Alpha 3 Years-9.66 Alpha 5 Years-3.32 Average Gain 1 Year6.69 Average Gain 3 Years6.74 Average Gain 5 Years6.28 Average Loss 1 Year-4.36 Average Loss 3 Years-6.13 Average Loss 5 Years-6.07 Batting Average 1 Year50.00 Batting Average 3 Years30.56 Batting Average 5 Years43.33 Beta 1 Year1.28 Beta 3 Years1.13 Beta 5 Years1.14 Capture Ratio Down 1 Year105.97 Capture Ratio Down 3 Years139.65 Capture Ratio Down 5 Years129.53 Capture Ratio Up 1 Year131.12 Capture Ratio Up 3 Years102.23 Capture Ratio Up 5 Years113.14 Correlation 1 Year96.94 Correlation 3 Years87.60 Correlation 5 Years90.19 High 1 Year16.36 Information Ratio 1 Year1.18 Information Ratio 3 Years-0.79 Information Ratio 5 Years-0.27 Low 1 Year10.83 Maximum Loss 1 Year-12.86 Maximum Loss 3 Years-55.57 Maximum Loss 5 Years-55.57 Performance Current Year-0.21 Performance since Inception84.59 Risk adjusted Return 3 Years-18.25 Risk adjusted Return 5 Years-2.23 Risk adjusted Return Since Inception-8.64 R-Squared (R²) 1 Year93.96 R-Squared (R²) 3 Years76.73 R-Squared (R²) 5 Years81.34 Sortino Ratio 1 Year2.52 Sortino Ratio 3 Years-0.46 Sortino Ratio 5 Years0.51 Tracking Error 1 Year9.26 Tracking Error 3 Years13.82 Tracking Error 5 Years12.35 Trailing Performance 1 Month-3.20 Trailing Performance 1 Week-1.09 Trailing Performance 1 Year16.64 Trailing Performance 2 Years31.27 Trailing Performance 3 Months-3.97 Trailing Performance 3 Years-29.39 Trailing Performance 4 Years1.02 Trailing Performance 5 Years27.32 Trailing Performance 6 Months-2.42 Trailing Return 1 Month0.07 Trailing Return 1 Year25.97 Trailing Return 2 Months-0.79 Trailing Return 2 Years20.26 Trailing Return 3 Months-8.09 Trailing Return 3 Years-10.98 Trailing Return 4 Years2.41 Trailing Return 5 Years6.63 Trailing Return 6 Months3.09 Trailing Return 6 Years8.68 Trailing Return 9 Months27.79 Trailing Return Since Inception10.44 Trailing Return YTD - Year to Date3.09 Treynor Ratio 1 Year24.50 Treynor Ratio 3 Years-10.95 Treynor Ratio 5 Years4.68

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