Analysis at 3/31/2025 | YTD | 1 year | 3 years | 5 years |
---|---|---|---|---|
Performance | 6.86% | 10.16% | 25.74% | 84.17% |
Analysis at 3/31/2025 | 1 year | 3 years | 5 years |
---|---|---|---|
Volatility | 5.28% | 13.19% | 13.80% |
Negative volatility | 2.70% | 8.72% | 8.01% |
Sharpe | 1.22 | 0.45 | 0.86 |
Sortino | 2.37 | 0.68 | 1.48 |
2020 | 2021 | 2022 | 2023 | 2024 | 2025 | ||
Novis PIR | -1.88% | 26.42% | -14.08% | 14.28% | 10.50% | 6.86% | |
Total Return (High Volatility) | 5.83% | 19.69% | -11.03% | 13.40% | 19.21% | -6.98% |