| Calendar | Rolling | |||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2012 | 2013 | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 | 2024 | YTD | |
| Fund | 0.17 | 0.07 | 0.14 | -0.13 | 0.13 | 0.16 | 0.15 | -0.15 | 0.30 | 0.07 | -0.12 | 0.01 | 0.05 | 0.14 |
| Benchmark | 0.14 | 0.03 | 0.01 | -0.18 | 0.04 | 0.17 | 0.15 | -0.17 | 0.31 | 0.08 | -0.16 | -0.00 | -0.03 | 0.05 |
Calendar
Since: 7/31/2025
| Rolling | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Perf 1M | Perf 3 M | Perf 1Y | Perf 3Y Total | Perf 3Y Ann | Perf 5Y Total | Perf 5Y Ann | Perf SI Total | Perf SI Ann | |
| Fund | 0.01 | 0.19 | 0.11 | 0.45 | 0.13 | 0.66 | 0.66 | 0.07 | 0.07 |
| Benchmark | 0.02 | 0.17 | 0.13 | 0.35 | 0.10 | 0.30 | 0.30 | 0.04 | 0.04 |
Rolling
Since: 7/31/2025
| Statistics | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Volatility 1Y | Volatility 3Y | Volatility SI | Sharpe 1Y | Sharpe 3Y | Sharpe SI | Max Drawdown 1Y | Max Drawdown 3Y | Max Drawdown SI | Alpha 1Y | Alpha 3Y | Alpha 5Y | Alpha SI | Beta 1Y | Beta 3Y | Beta 5Y | Beta SI | |
| Fund | 0.14 | 0.12 | 0.13 | 3.78 | 0.73 | 0.37 | -0.14 | -0.15 | -0.41 | - | - | - | - | - | - | - | - |
| Benchmark | 0.16 | 0.15 | 0.15 | 2.78 | 0.27 | 0.13 | -0.16 | -0.17 | -0.39 | 0.21 | 0.04 | 0.06 | 0.03 | 0.01 | 0.01 | 0.01 | 0.01 |
Statistics
Since: 7/31/2025