ELFUN INCOME FUND | Markets Insider

Publish date: 2024-08-11
Alpha 1 Year0.26 Alpha 10 Years0.07 Alpha 15 Years0.46 Alpha 20 Years-0.06 Alpha 3 Years0.34 Alpha 5 Years0.25 Average Gain 1 Year2.28 Average Gain 10 Years1.10 Average Gain 15 Years1.01 Average Gain 20 Years0.98 Average Gain 3 Years2.05 Average Gain 5 Years1.49 Average Loss 1 Year-1.85 Average Loss 10 Years-1.08 Average Loss 15 Years-0.96 Average Loss 20 Years-0.92 Average Loss 3 Years-1.74 Average Loss 5 Years-1.50 Batting Average 1 Year50.00 Batting Average 10 Years50.83 Batting Average 15 Years55.56 Batting Average 20 Years52.50 Batting Average 3 Years44.44 Batting Average 5 Years56.67 Beta 1 Year1.18 Beta 10 Years1.06 Beta 15 Years1.03 Beta 20 Years1.02 Beta 3 Years1.10 Beta 5 Years1.09 Capture Ratio Down 1 Year122.43 Capture Ratio Down 10 Years107.34 Capture Ratio Down 15 Years100.04 Capture Ratio Down 20 Years104.74 Capture Ratio Down 3 Years109.67 Capture Ratio Down 5 Years109.88 Capture Ratio Up 1 Year115.39 Capture Ratio Up 10 Years106.54 Capture Ratio Up 15 Years107.62 Capture Ratio Up 20 Years102.10 Capture Ratio Up 3 Years109.80 Capture Ratio Up 5 Years110.52 Correlation 1 Year99.95 Correlation 10 Years97.85 Correlation 15 Years96.21 Correlation 20 Years95.33 Correlation 3 Years99.68 Correlation 5 Years98.55 High 1 Year9.90 Information Ratio 1 Year-0.20 Information Ratio 10 Years0.04 Information Ratio 15 Years0.41 Information Ratio 20 Years-0.03 Information Ratio 3 Years-0.30 Information Ratio 5 Years0.01 Low 1 Year8.95 Maximum Loss 1 Year-5.78 Maximum Loss 10 Years-17.73 Maximum Loss 15 Years-17.73 Maximum Loss 20 Years-17.73 Maximum Loss 3 Years-17.70 Maximum Loss 5 Years-17.73 Performance Current Year0.59 Performance since Inception846.46 Risk adjusted Return 10 Years-0.54 Risk adjusted Return 3 Years-7.07 Risk adjusted Return 5 Years-2.82 Risk adjusted Return Since Inception-2.53 R-Squared (R²) 1 Year99.89 R-Squared (R²) 10 Years95.74 R-Squared (R²) 15 Years92.56 R-Squared (R²) 20 Years90.87 R-Squared (R²) 3 Years99.35 R-Squared (R²) 5 Years97.12 Sortino Ratio 1 Year-0.69 Sortino Ratio 10 Years-0.04 Sortino Ratio 15 Years0.62 Sortino Ratio 20 Years0.49 Sortino Ratio 3 Years-1.00 Sortino Ratio 5 Years-0.42 Tracking Error 1 Year1.49 Tracking Error 10 Years1.13 Tracking Error 15 Years1.28 Tracking Error 20 Years1.35 Tracking Error 3 Years0.98 Tracking Error 5 Years1.29 Trailing Performance 1 Month1.79 Trailing Performance 1 Week0.59 Trailing Performance 1 Year4.28 Trailing Performance 10 Years17.10 Trailing Performance 2 Years1.00 Trailing Performance 3 Months5.00 Trailing Performance 3 Years-9.01 Trailing Performance 4 Years-8.22 Trailing Performance 5 Years0.64 Trailing Performance 6 Months1.40 Trailing Return 1 Month1.18 Trailing Return 1 Year2.34 Trailing Return 10 Years1.39 Trailing Return 15 Years3.03 Trailing Return 2 Months3.15 Trailing Return 2 Years0.88 Trailing Return 20 Years3.08 Trailing Return 3 Months-0.04 Trailing Return 3 Years-3.32 Trailing Return 4 Years-2.11 Trailing Return 5 Years-0.22 Trailing Return 6 Months-1.18 Trailing Return 6 Years1.14 Trailing Return 7 Years0.86 Trailing Return 8 Years0.86 Trailing Return 9 Months6.40 Trailing Return 9 Years1.37 Trailing Return Since Inception5.81 Trailing Return YTD - Year to Date-1.18 Treynor Ratio 1 Year-4.11 Treynor Ratio 10 Years-0.26 Treynor Ratio 15 Years1.85 Treynor Ratio 20 Years1.44 Treynor Ratio 3 Years-6.09 Treynor Ratio 5 Years-2.23

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