|
As of May 30, 2025
In USD
|
|
1 Year
|
3 Years
|
5 Years
|
Since
May 27, 2003
|
| Beta |
 |
0.61 |
0.73 |
0.78 |
0.82 |
| Alpha |
|
7.4% |
(5.8%) |
0.7% |
2.1% |
| Sharpe Ratio (2.5%) |
|
0.96 |
(0.26) |
(0.12) |
0.25 |
| Tracking Error |
|
11.9% |
10.9% |
12.1% |
13.3% |
| Information Ratio |
|
(0.03) |
(0.50) |
0.14 |
0.10 |
| Volatility |
|
20.5% |
25.9% |
24.8% |
24.6% |
|
|
|
