|
As of Feb 28, 2023
In USD
|
|
1 Year
|
3 Years
|
5 Years
|
Since
May 27, 2003
|
| Beta |
 |
0.70 |
0.82 |
0.85 |
0.82 |
| Alpha |
|
(9.0%) |
8.6% |
7.1% |
3.3% |
| Sharpe Ratio (2.5%) |
|
(0.66) |
0.00 |
(0.05) |
0.30 |
| Tracking Error |
|
13.5% |
13.8% |
11.7% |
13.7% |
| Information Ratio |
|
(0.22) |
0.76 |
0.73 |
0.17 |
| Volatility |
|
35.6% |
28.4% |
25.3% |
25.0% |
|
|
|
