Atchison55ACTIVE | SAA Target | Peer Group | |
---|---|---|---|
Risk Measure | |||
30 Day Volatility | 2.68 | 1.96 | 1.79 |
90 Day Volatility | 2.53 | 2.25 | 2.17 |
12 Month Volatility | 3.83 | 4.38 | 4.31 |
3 Year Volatility | 5.62 | 6.05 | 5.98 |
3 Year Max Drawdown | -4.6 | -4.61 | -4.92 |
3 Year Sharpe Ratio | 1.79 | 1.46 | 1.35 |
3 Year Information Ratio | 0.11 | -0.16 | |
3 Year Tracking Error | 1.03 | 1.05 | |
3 Year Batting Average | 58.33 | 66.67 |