|
As of July 31, 2020
In USD
Technical Measures
|
|
1 Year
|
3 Years
|
5 Years
|
Since May 27, 03
|
| Beta |
 |
0.94 |
1.03 |
0.93 |
0.83 |
| Alpha |
|
29.0% |
10.8% |
7.7% |
3.0% |
| Sharpe Ratio (2.5%) |
|
2.14 |
0.67 |
0.57 |
0.42 |
| Tracking Error |
|
11.0% |
9.4% |
10.2% |
13.6% |
| Information Ratio |
|
2.53 |
1.17 |
0.72 |
0.11 |
| Volatility |
|
22.2% |
22.5% |
21.5% |
24.7% |
|
|
|
