|
As of Oct 29, 2021
In USD
|
|
1 Year
|
3 Years
|
5 Years
|
Since
May 27, 2003
|
| Beta |
 |
0.83 |
0.91 |
0.92 |
0.83 |
| Alpha |
|
14.6% |
16.4% |
11.4% |
3.5% |
| Sharpe Ratio (2.5%) |
|
0.17 |
1.03 |
0.80 |
0.41 |
| Tracking Error |
|
14.9% |
11.2% |
11.4% |
13.6% |
| Information Ratio |
|
1.13 |
1.41 |
0.96 |
0.16 |
| Volatility |
|
22.8% |
22.1% |
21.0% |
24.4% |
|
|
|
