|
As of November 29, 2019
In USD
Technical Measures
|
|
1 Year
|
3 Years
|
5 Years
|
Since May 27, 03
|
| Beta |
 |
0.84 |
0.89 |
0.92 |
0.82 |
| Alpha |
|
11.5% |
5.4% |
4.9% |
1.7% |
| Sharpe Ratio (2.5%) |
|
0.64 |
0.55 |
0.28 |
0.34 |
| Tracking Error |
|
5.8% |
10.0% |
9.7% |
13.6% |
| Information Ratio |
|
1.92 |
0.47 |
0.50 |
0.02 |
| Volatility |
|
21.0% |
19.9% |
21.8% |
24.5% |
|
|
|
