Alpha 1 Year-2.45 Average Gain 1 Year1.59 Average Loss 1 Year-0.90 Batting Average 1 Year41.67 Beta 1 Year0.80 Capture Ratio Down 1 Year84.80 Capture Ratio Up 1 Year69.51 Correlation 1 Year93.69 High 1 Year115.66 Information Ratio 1 Year-1.68 Low 1 Year107.33 Maximum Loss 1 Year-4.11 R-Squared (R²) 1 Year87.78 Sortino Ratio 1 Year1.08 Tracking Error 1 Year2.53 Trailing Return 1 Month2.81 Trailing Return 1 Year10.48 Trailing Return 2 Months9.75 Trailing Return 3 Months7.85 Trailing Return 6 Months3.31 Trailing Return 9 Months4.48 Trailing Return Since Inception2.87 Trailing Return YTD - Year to Date10.48 Treynor Ratio 1 Year4.48 Volatility 1 Year12.58