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0%
This Month
-26.04%
Year To Date
-86.21%
2 Years
+46.5%
5 Years
+46.5%
10 Years
+11.25%
Annualized
Performance Metrics
Score 5.5/10
Beta
2.31
2.31
0
0.8
1.2
0
3
Sharpe Ratio
0.53
0.53
0
0.5
1
1.5
1.5
Sortino Ratio
0.89
0.89
0
1
2
3
3
Jensen's Alpha
9.25
9.25
-2
0
2
10
10
Omega Ratio
1.3
1.3
0
1
1.5
2.5
2.5
Treynor Ratio
1.66
1.66
0
0.75
1.25
2
2
Information Ratio
0.36
0.36
0
0.3
0.6
1
1
Calmar Ratio
0.16
0.16
0
0.3
0.6
1
1
Beta
2.31
2.31
0
0.8
1.2
0
3
Sharpe Ratio
0.53
0.53
0
0.5
1
1.5
1.5
Sortino Ratio
0.89
0.89
0
1
2
3
3
Jensen's Alpha
9.25
9.25
-2
0
2
10
10
Omega Ratio
1.3
1.3
0
1
1.5
2.5
2.5
Treynor Ratio
1.66
1.66
0
0.75
1.25
2
2
Information Ratio
0.36
0.36
0
0.3
0.6
1
1
Calmar Ratio
0.16
0.16
0
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
N/A
Details
PEG Ratio
N/A
Details
Price/Book
N/A
Details
Price/Sales
N/A
Details
Price/CF
N/A
Details
Price/FCF
N/A
Details
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-92.6% | Dec 2024 | - | 17 |
-29.62% | Aug 2024 | Nov 2024 | 3 |
-24.97% | Apr 2024 | May 2024 | 1 |
-23.58% | Dec 2022 | Jan 2023 | 1 |
-12.14% | Sep 2023 | Nov 2023 | 2 |
-1.45% | Apr 2023 | May 2023 | 1 |