|
As of March 28, 2024
In USD
|
|
1 Year
|
3 Years
|
5 Years
|
Since
May 27, 2003
|
| Beta |
 |
0.82 |
0.76 |
0.83 |
0.83 |
| Alpha |
|
(10.0%) |
(2.7%) |
3.9% |
2.2% |
| Sharpe Ratio (2.5%) |
|
(1.31) |
(0.78) |
(0.19) |
0.21 |
| Tracking Error |
|
4.8% |
12.4% |
11.9% |
13.4% |
| Information Ratio |
|
(1.26) |
0.24 |
0.48 |
0.11 |
| Volatility |
|
21.0% |
25.6% |
25.0% |
24.8% |
|
|
|
