Atchison70ACTIVE | SAA Target | Peer Group | |
---|---|---|---|
Risk Measure | |||
30 Day Volatility | 3.29 | 4.50 | 4.28 |
90 Day Volatility | 6.63 | 6.10 | 6.16 |
12 Month Volatility | 5.13 | 4.80 | 5.76 |
3 Year Volatility | 7.64 | 6.95 | 8.22 |
3 Year Max Drawdown | -5.31 | -5.54 | -5.98 |
3 Year Sharpe Ratio | 1.23 | 1.15 | 0.91 |
3 Year Information Ratio | 0.01 | -0.31 | |
3 Year Tracking Error | 1.47 | 1.26 | |
3 Year Batting Average | 58.33 | 66.67 |