|
As of July 31, 2024
In USD
|
|
1 Year
|
3 Years
|
5 Years
|
Since
May 27, 2003
|
| Beta |
 |
0.87 |
0.75 |
0.82 |
0.83 |
| Alpha |
|
(8.7%) |
(5.4%) |
2.8% |
2.0% |
| Sharpe Ratio (2.5%) |
|
(1.25) |
(0.77) |
(0.18) |
0.21 |
| Tracking Error |
|
3.7% |
12.1% |
12.0% |
13.3% |
| Information Ratio |
|
(1.78) |
(0.07) |
0.37 |
0.10 |
| Volatility |
|
18.9% |
25.0% |
24.4% |
24.7% |
|
|
|
