AtchisonLongDuration | SAA Target | Peer Group | |
---|---|---|---|
Risk Measure | |||
30 Day Volatility | 3.29 | 3.70 | 1.87 |
90 Day Volatility | 3.59 | 4.14 | 1.85 |
12 Month Volatility | 3.5 | 3.33 | 2.23 |
3 Year Volatility | 5.82 | 5.72 | 3.99 |
3 Year Max Drawdown | -6.26 | -7.12 | -4.39 |
3 Year Sharpe Ratio | 0.43 | 0.32 | 0.76 |
3 Year Information Ratio | 0.15 | -0.12 | |
3 Year Tracking Error | 0.88 | 1.99 | |
3 Year Batting Average | 58.33 | 44.44 |