|
As of June 28, 2024
In USD
|
|
1 Year
|
3 Years
|
5 Years
|
Since
May 27, 2003
|
| Beta |
 |
0.83 |
0.75 |
0.82 |
0.83 |
| Alpha |
|
(11.0%) |
(5.2%) |
3.1% |
2.0% |
| Sharpe Ratio (2.5%) |
|
(0.80) |
(0.85) |
(0.16) |
0.21 |
| Tracking Error |
|
4.4% |
12.3% |
12.0% |
13.3% |
| Information Ratio |
|
(2.24) |
0.02 |
0.38 |
0.10 |
| Volatility |
|
20.6% |
25.5% |
24.4% |
24.7% |
|
|
|
