|
As of March 31, 2020
In USD
Technical Measures
|
|
1 Year
|
3 Years
|
5 Years
|
Since May 27, 03
|
| Beta |
 |
0.73 |
0.85 |
0.90 |
0.82 |
| Alpha |
|
8.5% |
7.0% |
5.3% |
2.0% |
| Sharpe Ratio (2.5%) |
|
0.05 |
0.46 |
0.20 |
0.34 |
| Tracking Error |
|
8.2% |
10.5% |
9.8% |
13.6% |
| Information Ratio |
|
1.37 |
0.64 |
0.56 |
0.05 |
| Volatility |
|
18.4% |
19.8% |
22.0% |
24.4% |
|
|
|
