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0%
This Month
0%
Year To Date
+82.61%
2 Years
+1461.59%
5 Years
+1461.59%
10 Years
+123.53%
Annualized
Performance Metrics
Score 8.2/10
Beta
2.27
2.27
0
0.8
1.2
0
3
Sharpe Ratio
1.04
1.04
0
0.5
1
2
2
Sortino Ratio
10
10
0
1
2
10
10
Jensen's Alpha
121.49
121.49
-2
0
2
122
122
Omega Ratio
7.08
7.08
0
1
1.5
8
8
Treynor Ratio
4.1
4.1
0
0.75
1.25
5
5
Information Ratio
0.94
0.94
0
0.3
0.6
1
1
Calmar Ratio
10
10
0
0.3
0.6
10
10
Beta
2.27
2.27
0
0.8
1.2
0
3
Sharpe Ratio
1.04
1.04
0
0.5
1
2
2
Sortino Ratio
10
10
0
1
2
10
10
Jensen's Alpha
121.49
121.49
-2
0
2
122
122
Omega Ratio
7.08
7.08
0
1
1.5
8
8
Treynor Ratio
4.1
4.1
0
0.75
1.25
5
5
Information Ratio
0.94
0.94
0
0.3
0.6
1
1
Calmar Ratio
10
10
0
0.3
0.6
10
10
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 |
|---|---|---|---|
-12.55% | Jun 2024 | Oct 2024 | 4 |
-10.09% | Feb 2025 | Apr 2025 | 2 |
-4.59% | Aug 2023 | Nov 2023 | 3 |