Average annual returns
Average annual returns
(as of 6/30/2024)
1M
|
3M
|
YTD
|
1Y
|
3Y
|
5Y
|
10Y
|
Inception
|
|
---|---|---|---|---|---|---|---|---|
Composite (Pure Gross)
|
0.64
|
-0.29
|
8.47
|
12.32
|
4.68
|
5.72
|
-
|
7.19
|
Composite (Net)
|
0.39
|
-1.05
|
6.83
|
8.95
|
1.57
|
2.59
|
-
|
4.02
|
Russell 1000® Index
|
-
|
-
|
-
|
-
|
-
|
-
|
-
|
-
|
One-month, three-month and year-to-date returns are not annualized.
Performance is historical and does not guarantee future results. For more information, please refer to the GIPS composite report found in the documents section.
Calendar year
Calendar year
(as of 12/31/2023)
2023
|
2022
|
2021
|
2020
|
2019
|
2018
|
|
---|---|---|---|---|---|---|
Fund
|
5.11
|
-6.58
|
16.55
|
-0.15
|
24.48
|
-2.26
|
Benchmark
|
26.53
|
-19.13
|
26.45
|
20.96
|
31.43
|
-4.78
|
Performance is historical and does not guarantee future results. For more information, please refer to the GIPS composite report found in the documents section.
Performance and volatility metrics
Performance and volatility metrics
(as of 6/30/2024)3 Year | 5 Year | |
---|---|---|
Alpha | -1.17 | -4.57 |
Beta | 0.65 | 0.73 |
Downside Market Capture Ratio | 77.16 | 85.99 |
Information Ratio | -0.47 | -1.09 |
R2 | 0.79 | 0.81 |
Sharpe Ratio | 0.11 | 0.23 |
Standard Deviation | 13.05 | 14.81 |
Tracking Error | 8.74 | 8.19 |
Upside Market Capture Ratio | 55.09 | 43.13 |
Correlation | 0.89 | 0.90 |