Name %
Performance since Inception 285.62
High 1 Year 268.83
High 1 Year 243.64
High 1 Year 226.71
Trailing Performance 10 Years 215.73
Low 1 Year 164.39
Low 1 Year 148.98
Low 1 Year 138.63
Capture Ratio Up 5 Years 100.23
Capture Ratio Up 5 Years 100.23
Capture Ratio Up 5 Years 100.23
Capture Ratio Up 3 Years 100.19
Capture Ratio Up 3 Years 100.19
Capture Ratio Up 3 Years 100.19
Capture Ratio Up 1 Year 100.17
Name %
Capture Ratio Up 3 Years 100.19
Alpha 1 Year 0.11
Low 1 Year 138.63
High 1 Year 268.83
Capture Ratio Down 1 Year 99.64
Trailing Return 1 Year 52.13
R-Squared (R²) 3 Years 100.00
Capture Ratio Down 5 Years 99.93
Tracking Error 5 Years 0.06
Trailing Return 1 Month -3.58
Beta 3 Years 1.00
Trailing Return 2 Months -0.97
Batting Average 5 Years 76.67
Capture Ratio Down 1 Year 99.64
Trailing Return 3 Years 8.32
Trailing Return 6 Months 9.93
Information Ratio 1 Year 4.48
Capture Ratio Down 3 Years 100.04
Sortino Ratio 5 Years 1.03
Risk adjusted Return 5 Years 7.83
Maximum Loss 3 Years -32.14
Tracking Error 3 Years 0.06
Capture Ratio Down 3 Years 100.04
Trailing Return 9 Months 44.24
Trailing Return Since Inception 13.62
Maximum Loss 1 Year -3.59
Average Gain 5 Years 3.82
Trailing Performance 1 Year 43.49
Trailing Return 2 Years 15.25
Trailing Performance 3 Years 33.64
Trailing Return 5 Years 12.92
Trailing Return 1 Month -5.47
Treynor Ratio 1 Year 52.06
Batting Average 5 Years 76.67
Trailing Performance 3 Months -1.32
Information Ratio 5 Years 1.80
Maximum Loss 3 Years -32.14
Alpha 3 Years 0.06
Trailing Return 1 Year 51.56
Capture Ratio Up 1 Year 100.17
Alpha 5 Years 0.08
Tracking Error 1 Year 0.04
Information Ratio 1 Year 4.48
Batting Average 3 Years 72.22
Trailing Return 2 Months 1.32
Beta 3 Years 1.00
R-Squared (R²) 1 Year 100.00
Trailing Return Since Inception 14.99
Trailing Return 3 Months -0.03
Tracking Error 3 Years 0.06
Average Loss 1 Year -3.46
Treynor Ratio 5 Years 13.23
Average Gain 1 Year 5.02
Correlation 5 Years 100.00
Average Loss 1 Year -3.46
Alpha 5 Years 0.08
Sortino Ratio 1 Year 9.05
Information Ratio 3 Years 1.10
Trailing Return YTD - Year to Date 13.35
Batting Average 3 Years 72.22
Alpha 1 Year 0.11
Average Loss 3 Years -7.48
Trailing Performance 1 Month -0.04
Performance since Inception 285.62
Trailing Return 3 Years 11.06
Alpha 3 Years 0.06
Maximum Loss 5 Years -32.14
Average Gain 3 Years 4.85
Trailing Performance 6 Months 1.08
Correlation 3 Years 100.00
Batting Average 5 Years 76.67
Batting Average 1 Year 91.67
Beta 3 Years 1.00
Treynor Ratio 1 Year 52.06
Treynor Ratio 5 Years 13.23
Beta 5 Years 1.00
Average Loss 5 Years -5.94
Tracking Error 1 Year 0.04
Capture Ratio Down 1 Year 99.64
Tracking Error 5 Years 0.06
Maximum Loss 1 Year -3.59
Trailing Return 9 Months 43.29
Sortino Ratio 5 Years 1.03
Trailing Return 3 Months -2.14
Risk adjusted Return Since Inception 5.77
Trailing Return 2 Years 16.72
Tracking Error 1 Year 0.04
Correlation 5 Years 100.00
Correlation 1 Year 100.00
Trailing Return 4 Years 11.59
Alpha 3 Years 0.06
Trailing Return 3 Months -1.52
Average Loss 3 Years -7.48
Trailing Return 2 Years 20.46
Sortino Ratio 5 Years 1.03
Trailing Return 3 Years 11.56
Alpha 5 Years 0.08
Average Loss 5 Years -5.94
Correlation 3 Years 100.00
Capture Ratio Up 5 Years 100.23
Trailing Performance 4 Years 69.82
Batting Average 1 Year 91.67
Capture Ratio Up 1 Year 100.17
Beta 1 Year 1.00
Risk adjusted Return 3 Years 2.68
Treynor Ratio 5 Years 13.23
Maximum Loss 5 Years -32.14
Average Gain 1 Year 5.02
Information Ratio 5 Years 1.80
R-Squared (R²) 3 Years 100.00
Risk adjusted Return Since Inception 5.77
Correlation 3 Years 100.00
Sortino Ratio 3 Years 0.74
Tracking Error 3 Years 0.06
Trailing Return 1 Year 51.71
Trailing Return 6 Months 10.55
Treynor Ratio 3 Years 10.38
Trailing Return YTD - Year to Date 16.95
Trailing Return 9 Months 45.87
Average Loss 3 Years -7.48
Information Ratio 1 Year 4.48
Capture Ratio Up 3 Years 100.19
Performance Current Year 12.81
Sortino Ratio 1 Year 9.05
Trailing Performance 2 Years 53.85
Trailing Performance 1 Week 3.83
Trailing Return 4 Years 13.19
R-Squared (R²) 3 Years 100.00
Correlation 5 Years 100.00
Capture Ratio Up 5 Years 100.23
Trailing Performance 10 Years 215.73
Correlation 1 Year 100.00
Trailing Return 1 Month -3.59
Average Gain 5 Years 3.82
Alpha 1 Year 0.11
Beta 1 Year 1.00
R-Squared (R²) 5 Years 100.00
Capture Ratio Down 3 Years 100.04
Average Gain 3 Years 4.85
Trailing Performance 5 Years 91.77
Capture Ratio Down 5 Years 99.93
Average Gain 5 Years 3.82
Treynor Ratio 3 Years 10.38
High 1 Year 226.71
Treynor Ratio 1 Year 52.06
Beta 1 Year 1.00
Average Gain 3 Years 4.85
High 1 Year 243.64
Low 1 Year 148.98
Trailing Return 6 Months 7.90
Trailing Return 4 Years 13.35
Maximum Loss 1 Year -3.59
Risk adjusted Return Since Inception 5.77
Trailing Return 5 Years 14.38
Risk adjusted Return 3 Years 2.68
Average Loss 1 Year -3.46
Risk adjusted Return 5 Years 7.83
Tracking Error 5 Years 0.06
Beta 5 Years 1.00
Trailing Return 5 Years 13.05
R-Squared (R²) 1 Year 100.00
Sortino Ratio 1 Year 9.05
Trailing Return YTD - Year to Date 16.21
Trailing Return 2 Months -1.73
R-Squared (R²) 5 Years 100.00
Maximum Loss 5 Years -32.14
Correlation 1 Year 100.00
Capture Ratio Up 5 Years 100.23
Risk adjusted Return 5 Years 7.83
Treynor Ratio 3 Years 10.38
Maximum Loss 3 Years -32.14
R-Squared (R²) 1 Year 100.00
Sortino Ratio 3 Years 0.74
Information Ratio 3 Years 1.10
Batting Average 1 Year 91.67
Sortino Ratio 3 Years 0.74
Information Ratio 3 Years 1.10
Beta 5 Years 1.00
Average Gain 1 Year 5.02
Trailing Return Since Inception 14.01
Capture Ratio Up 1 Year 100.17
Capture Ratio Down 5 Years 99.93
Capture Ratio Up 3 Years 100.19
Average Loss 5 Years -5.94
Risk adjusted Return 3 Years 2.68
R-Squared (R²) 5 Years 100.00
Low 1 Year 164.39
Information Ratio 5 Years 1.80
Batting Average 3 Years 72.22

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