|
As of August 31, 2023
In USD
|
|
1 Year
|
3 Years
|
5 Years
|
Since
May 27, 2003
|
| Beta |
 |
0.68 |
0.75 |
0.83 |
0.82 |
| Alpha |
|
(12.8%) |
(1.2%) |
6.0% |
2.6% |
| Sharpe Ratio (2.5%) |
|
(0.60) |
(0.58) |
(0.03) |
0.25 |
| Tracking Error |
|
13.5% |
13.7% |
12.0% |
13.6% |
| Information Ratio |
|
(0.66) |
0.24 |
0.62 |
0.13 |
| Volatility |
|
34.9% |
26.0% |
25.5% |
24.9% |
|
|
|
