Alpha 1 Year-4.92 Alpha 3 Years1.53 Average Gain 1 Year5.18 Average Gain 3 Years5.18 Average Gain 5 Years4.58 Average Loss 1 Year-4.25 Average Loss 3 Years-4.58 Average Loss 5 Years-5.12 Batting Average 1 Year41.67 Batting Average 3 Years52.78 Batting Average 5 Years48.33 Beta 1 Year0.87 Beta 3 Years0.92 Capture Ratio Down 1 Year96.23 Capture Ratio Down 3 Years90.09 Capture Ratio Down 5 Years85.17 Capture Ratio Up 1 Year81.30 Capture Ratio Up 3 Years97.92 Capture Ratio Up 5 Years90.90 Correlation 1 Year98.68 Correlation 3 Years97.00 High 1 Year16.45 Information Ratio 1 Year-1.44 Information Ratio 3 Years0.52 Information Ratio 5 Years0.18 Low 1 Year13.25 Maximum Loss 1 Year-12.88 Maximum Loss 3 Years-19.89 Maximum Loss 5 Years-24.82 Performance Current Year5.35 Performance since Inception67.40 Risk adjusted Return 3 Years-4.44 Risk adjusted Return Since Inception-4.44 R-Squared (R²) 1 Year97.37 R-Squared (R²) 3 Years94.09 Sortino Ratio 1 Year0.80 Sortino Ratio 3 Years0.08 Tracking Error 1 Year4.26 Tracking Error 3 Years4.85 Tracking Error 5 Years5.98 Trailing Performance 1 Month6.96 Trailing Performance 1 Week2.20 Trailing Performance 1 Year8.98 Trailing Performance 2 Years13.49 Trailing Performance 3 Months8.56 Trailing Performance 3 Years12.42 Trailing Performance 4 Years65.74 Trailing Performance 5 Years64.28 Trailing Performance 6 Months7.72 Trailing Return 1 Month-1.88 Trailing Return 1 Year4.33 Trailing Return 2 Months1.49 Trailing Return 2 Years8.39 Trailing Return 3 Months-4.86 Trailing Return 3 Years2.23 Trailing Return 4 Years12.91 Trailing Return 5 Years9.37 Trailing Return 6 Months-1.51 Trailing Return 9 Months10.91 Trailing Return Since Inception9.36 Trailing Return YTD - Year to Date-1.51 Treynor Ratio 1 Year9.70 Treynor Ratio 3 Years-0.92

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