|
As of Apr 29, 2022
In USD
|
|
1 Year
|
3 Years
|
5 Years
|
Since
May 27, 2003
|
| Beta |
 |
0.88 |
0.95 |
0.95 |
0.83 |
| Alpha |
|
9.5% |
13.7% |
11.0% |
3.4% |
| Sharpe Ratio (2.5%) |
|
(1.22) |
0.22 |
0.36 |
0.34 |
| Tracking Error |
|
14.1% |
12.2% |
11.8% |
13.6% |
| Information Ratio |
|
1.01 |
1.16 |
0.95 |
0.18 |
| Volatility |
|
20.8% |
23.0% |
21.9% |
24.4% |
|
|
|
