AtchisonLongDuration | SAA Target | Peer Group | |
---|---|---|---|
Risk Measure | |||
30 Day Volatility | 1.67 | 1.91 | 0.96 |
90 Day Volatility | 1.98 | 2.29 | 1.24 |
12 Month Volatility | 3.17 | 2.96 | 2.05 |
3 Year Volatility | 5.26 | 4.99 | 3.53 |
3 Year Max Drawdown | -5.79 | -5.44 | -3.31 |
3 Year Sharpe Ratio | 0.64 | 0.56 | 1.11 |
3 Year Information Ratio | 0.21 | 0.05 | |
3 Year Tracking Error | 0.80 | 1.85 | |
3 Year Batting Average | 55.56 | 41.67 |