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