NEW YORK LIFE ANCHOR CIT CLASS 0
Publish date: 2024-07-04
Alpha 1 Year | 0.35 |
Alpha 10 Years | 0.09 |
Alpha 3 Years | 0.27 |
Alpha 5 Years | 0.17 |
Average Gain 1 Year | 0.27 |
Average Gain 10 Years | 0.18 |
Average Gain 3 Years | 0.22 |
Average Gain 5 Years | 0.20 |
Batting Average 1 Year | 41.67 |
Batting Average 10 Years | 37.50 |
Batting Average 3 Years | 47.22 |
Batting Average 5 Years | 40.00 |
Beta 1 Year | 1.01 |
Beta 10 Years | 0.88 |
Beta 3 Years | 0.93 |
Beta 5 Years | 0.89 |
Capture Ratio Down 1 Year | -11.87 |
Capture Ratio Down 10 Years | -7.26 |
Capture Ratio Down 3 Years | -6.88 |
Capture Ratio Down 5 Years | -6.81 |
Capture Ratio Up 1 Year | 8.53 |
Capture Ratio Up 10 Years | 8.45 |
Capture Ratio Up 3 Years | 7.98 |
Capture Ratio Up 5 Years | 7.43 |
Correlation 1 Year | 37.12 |
Correlation 10 Years | 95.72 |
Correlation 3 Years | 99.20 |
Correlation 5 Years | 99.24 |
High 1 Year | 632.88 |
Information Ratio 1 Year | -0.60 |
Information Ratio 10 Years | -0.34 |
Information Ratio 3 Years | 0.13 |
Information Ratio 5 Years | -0.27 |
Low 1 Year | 612.63 |
Performance Current Year | 1.98 |
Performance since Inception | 26.92 |
R-Squared (R²) 1 Year | 13.78 |
R-Squared (R²) 10 Years | 91.62 |
R-Squared (R²) 3 Years | 98.41 |
R-Squared (R²) 5 Years | 98.48 |
Sortino Ratio 1 Year | -3.45 |
Sortino Ratio 10 Years | 2.35 |
Sortino Ratio 3 Years | -1.38 |
Sortino Ratio 5 Years | 0.56 |
Tracking Error 1 Year | 11.74 |
Tracking Error 10 Years | 9.98 |
Tracking Error 3 Years | 12.50 |
Tracking Error 5 Years | 12.29 |
Trailing Performance 1 Month | 0.27 |
Trailing Performance 1 Week | 0.07 |
Trailing Performance 1 Year | 3.36 |
Trailing Performance 10 Years | 23.95 |
Trailing Performance 2 Years | 6.48 |
Trailing Performance 3 Months | 0.88 |
Trailing Performance 3 Years | 8.47 |
Trailing Performance 4 Years | 10.54 |
Trailing Performance 5 Years | 13.11 |
Trailing Performance 6 Months | 1.72 |
Trailing Return 1 Month | 0.27 |
Trailing Return 1 Year | 3.33 |
Trailing Return 10 Years | 2.15 |
Trailing Return 2 Months | 0.56 |
Trailing Return 2 Years | 3.14 |
Trailing Return 3 Months | 0.87 |
Trailing Return 3 Years | 2.70 |
Trailing Return 4 Years | 2.51 |
Trailing Return 5 Years | 2.48 |
Trailing Return 6 Months | 1.70 |
Trailing Return 6 Years | 2.44 |
Trailing Return 7 Years | 2.37 |
Trailing Return 8 Years | 2.29 |
Trailing Return 9 Months | 2.52 |
Trailing Return 9 Years | 2.21 |
Trailing Return Since Inception | 2.10 |
Trailing Return YTD - Year to Date | 1.70 |
Treynor Ratio 1 Year | -2.25 |
Treynor Ratio 10 Years | 0.65 |
Treynor Ratio 3 Years | -0.66 |
Treynor Ratio 5 Years | 0.22 |
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