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0%
This Month
+2.56%
Year To Date
+30.29%
2 Years
+30.29%
5 Years
+30.29%
10 Years
+18.19%
Annualized
Performance Metrics
Score 6.8/10
Beta
0.65
0.65
0
0.8
1.2
0
2
Sharpe Ratio
1.42
1.42
0
0.5
1
2
2
Sortino Ratio
2.35
2.35
0
1
2
3
3
Jensen's Alpha
1.92
1.92
-2
0
2
4.5
4.5
Omega Ratio
0.68
0.68
0
1
1.5
2.5
2.5
Treynor Ratio
1.47
1.47
0
0.75
1.25
2
2
Information Ratio
-0.55
-0.55
-1
0.3
0.6
1
1
Calmar Ratio
3.16
3.16
0
0.3
0.6
4
4
Beta
0.65
0.65
0
0.8
1.2
0
2
Sharpe Ratio
1.42
1.42
0
0.5
1
2
2
Sortino Ratio
2.35
2.35
0
1
2
3
3
Jensen's Alpha
1.92
1.92
-2
0
2
4.5
4.5
Omega Ratio
0.68
0.68
0
1
1.5
2.5
2.5
Treynor Ratio
1.47
1.47
0
0.75
1.25
2
2
Information Ratio
-0.55
-0.55
-1
0.3
0.6
1
1
Calmar Ratio
3.16
3.16
0
0.3
0.6
4
4
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 |
|---|---|---|---|
-5.19% | Mar 2025 | Jun 2025 | 3 |
-3.35% | Dec 2024 | Feb 2025 | 2 |
-1.34% | Mar 2026 | - | 2 |
-1.33% | Oct 2024 | Nov 2024 | 1 |