Alpha 1 Year0.68 Alpha 3 Years-0.57 Alpha 5 Years-0.53 Average Gain 1 Year1.97 Average Gain 3 Years1.64 Average Gain 5 Years1.22 Average Loss 1 Year-1.23 Average Loss 3 Years-1.55 Average Loss 5 Years-1.22 Batting Average 1 Year58.33 Batting Average 3 Years44.44 Batting Average 5 Years45.00 Beta 1 Year0.99 Beta 3 Years0.97 Beta 5 Years0.95 Capture Ratio Down 1 Year98.13 Capture Ratio Down 3 Years99.18 Capture Ratio Down 5 Years96.69 Capture Ratio Up 1 Year102.63 Capture Ratio Up 3 Years96.45 Capture Ratio Up 5 Years92.18 Correlation 1 Year99.54 Correlation 3 Years99.06 Correlation 5 Years98.82 High 1 Year10.51 Information Ratio 1 Year0.78 Information Ratio 3 Years-0.20 Information Ratio 5 Years-0.36 Low 1 Year9.70 Maximum Loss 1 Year-4.90 Maximum Loss 3 Years-17.09 Maximum Loss 5 Years-17.38 Performance Current Year0.00 Performance since Inception5.10 Risk adjusted Return 3 Years-6.97 Risk adjusted Return 5 Years-3.13 Risk adjusted Return Since Inception-4.67 R-Squared (R²) 1 Year99.07 R-Squared (R²) 3 Years98.13 R-Squared (R²) 5 Years97.66 Sortino Ratio 1 Year-0.65 Sortino Ratio 3 Years-1.12 Sortino Ratio 5 Years-0.58 Tracking Error 1 Year0.61 Tracking Error 3 Years0.99 Tracking Error 5 Years0.95 Trailing Performance 1 Month2.84 Trailing Performance 1 Week1.16 Trailing Performance 1 Year3.04 Trailing Performance 2 Years1.06 Trailing Performance 3 Months0.38 Trailing Performance 3 Years-9.47 Trailing Performance 4 Years-9.79 Trailing Performance 5 Years-2.95 Trailing Performance 6 Months0.00 Trailing Return 1 Month1.16 Trailing Return 1 Year3.04 Trailing Return 2 Months2.84 Trailing Return 2 Years0.53 Trailing Return 3 Months0.38 Trailing Return 3 Years-3.26 Trailing Return 4 Years-2.54 Trailing Return 5 Years-0.60 Trailing Return 6 Months0.00 Trailing Return 6 Years0.72 Trailing Return 7 Years0.51 Trailing Return 8 Years0.40 Trailing Return 9 Months6.59 Trailing Return Since Inception0.61 Trailing Return YTD - Year to Date0.00 Treynor Ratio 1 Year-3.69 Treynor Ratio 3 Years-6.98 Treynor Ratio 5 Years-3.01

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