WESTFIELD SMALL/MID CAP GROWTH EQUITY CIT CLASS D

Publish date: 2024-06-16
Alpha 1 Year-5.44 Average Gain 1 Year2.74 Average Loss 1 Year-3.09 Batting Average 1 Year58.33 Beta 1 Year1.67 Capture Ratio Down 1 Year211.25 Capture Ratio Up 1 Year133.96 Correlation 1 Year99.15 High 1 Year12.85 Information Ratio 1 Year-0.28 Low 1 Year10.77 Maximum Loss 1 Year-9.02 R-Squared (R²) 1 Year98.32 Sortino Ratio 1 Year0.86 Tracking Error 1 Year4.84 Trailing Return 1 Month0.92 Trailing Return 1 Year7.58 Trailing Return 2 Months4.69 Trailing Return 3 Months0.50 Trailing Return 6 Months3.05 Trailing Return 9 Months16.29 Trailing Return Since Inception15.70 Trailing Return YTD - Year to Date3.05 Treynor Ratio 1 Year3.41 Volatility 1 Year16.40

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