|
As of October 31, 2024
In USD
|
|
1 Year
|
3 Years
|
5 Years
|
Since
May 27, 2003
|
| Beta |
 |
0.78 |
0.76 |
0.81 |
0.82 |
| Alpha |
|
(5.6%) |
(6.2%) |
2.9% |
2.1% |
| Sharpe Ratio (2.5%) |
|
0.26 |
(0.60) |
(0.07) |
0.24 |
| Tracking Error |
|
4.8% |
11.4% |
12.1% |
13.3% |
| Information Ratio |
|
(1.23) |
(0.27) |
0.32 |
0.10 |
| Volatility |
|
25.9% |
26.9% |
25.7% |
24.9% |
|
|
|
