|
As of March 31, 2025
In USD
|
|
1 Year
|
3 Years
|
5 Years
|
Since
May 27, 2003
|
| Beta |
 |
0.62 |
0.74 |
0.80 |
0.82 |
| Alpha |
|
3.4% |
(7.7%) |
1.7% |
2.0% |
| Sharpe Ratio (2.5%) |
|
1.20 |
(0.34) |
(0.03) |
0.25 |
| Tracking Error |
|
11.6% |
10.8% |
12.5% |
13.3% |
| Information Ratio |
|
(0.82) |
(0.67) |
0.19 |
0.08 |
| Volatility |
|
20.2% |
26.0% |
25.5% |
24.6% |
|
|
|
