|
As of September 30, 2024
In USD
|
|
1 Year
|
3 Years
|
5 Years
|
Since
May 27, 2003
|
| Beta |
 |
0.82 |
0.77 |
0.82 |
0.83 |
| Alpha |
|
(11.9%) |
(5.3%) |
2.6% |
1.9% |
| Sharpe Ratio (2.5%) |
|
0.19 |
(0.48) |
(0.02) |
0.24 |
| Tracking Error |
|
4.8% |
11.4% |
12.1% |
13.3% |
| Information Ratio |
|
(3.22) |
(0.26) |
0.27 |
0.08 |
| Volatility |
|
26.2% |
27.4% |
25.8% |
24.9% |
|
|
|
