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As of Oct 31, 2022
In USD

 

 


1 Year


3 Years


5 Years

Since
May 27, 2003

Beta Glossary 0.77 0.91 0.94 0.83
Alpha Glossary (2.7%) 12.8% 9.3% 3.5%
Sharpe Ratio (2.5%) Glossary (1.91) (0.14) (0.16) 0.26
Tracking Error Glossary 12.3% 12.7% 11.1% 13.6%
Information Ratio Glossary 0.76 1.14 0.91 0.22
Volatility Glossary 22.1% 24.6% 23.2% 24.6%