|
As of September 30, 2020
In USD
Technical Measures
|
|
1 Year
|
3 Years
|
5 Years
|
Since May 27, 03
|
| Beta |
 |
0.98 |
1.03 |
0.93 |
0.83 |
| Alpha |
|
22.5% |
8.7% |
7.2% |
2.8% |
| Sharpe Ratio (2.5%) |
|
2.22 |
0.54 |
0.73 |
0.41 |
| Tracking Error |
|
11.6% |
9.4% |
10.3% |
13.6% |
| Information Ratio |
|
1.88 |
0.93 |
0.64 |
0.10 |
| Volatility |
|
22.9% |
22.7% |
21.0% |
24.6% |
|
|
|
