Atchison55ACTIVE | SAA Target | Peer Group | |
---|---|---|---|
Risk Measure | |||
30 Day Volatility | 2.81 | 3.49 | 3.53 |
90 Day Volatility | 5.29 | 7.16 | 4.99 |
12 Month Volatility | 4.13 | 4.69 | 4.53 |
3 Year Volatility | 6.4 | 6.99 | 6.70 |
3 Year Max Drawdown | -4.6 | -5.21 | -5.38 |
3 Year Sharpe Ratio | 1.3 | 1.01 | 0.95 |
3 Year Information Ratio | -0.06 | -0.26 | |
3 Year Tracking Error | 1.22 | 1.13 | |
3 Year Batting Average | 61.11 | 66.67 |