| CAGR | +8.7% | +5.6% | +7.3% | +7.0% |
| Sharpe | -0.04 | -0.63 | -0.11 | -0.08 |
| Sortino | -0.06 | -0.90 | -0.17 | -0.12 |
| Corr to S&P500 | 0.87 | 0.74 | 0.69 | 0.83 |
| Capture+ | +0.19 | +0.18 | +0.18 | +0.15 |
| Capture- | +0.15 | +0.30 | +0.21 | +0.14 |
| Capture ratio | 1.27 | 0.60 | 0.88 | 1.02 |
| Beta | 0.13 | 0.25 | 0.20 | 0.17 |
| MDD | -15% | -15% | -15% | -15% |
The fund invests primarily in U.S. Treasury inflation-protected securities (commonly known as “TIPS”), which are a type of inflation-indexed security. Inflation-indexed securities provide interest and principal payments that are adjusted over time to reflect a rise (inflation) or a drop (deflation) in the general price level for goods and services.