|
As of Oct 31, 2022
In USD
|
|
1 Year
|
3 Years
|
5 Years
|
Since
May 27, 2003
|
| Beta |
 |
0.77 |
0.91 |
0.94 |
0.83 |
| Alpha |
|
(2.7%) |
12.8% |
9.3% |
3.5% |
| Sharpe Ratio (2.5%) |
|
(1.91) |
(0.14) |
(0.16) |
0.26 |
| Tracking Error |
|
12.3% |
12.7% |
11.1% |
13.6% |
| Information Ratio |
|
0.76 |
1.14 |
0.91 |
0.22 |
| Volatility |
|
22.1% |
24.6% |
23.2% |
24.6% |
|
|
|
