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0%
This Month
-62.01%
Year To Date
+608.41%
2 Years
+276.4%
5 Years
+276.4%
10 Years
+44.76%
Annualized
Performance Metrics
Score 8.7/10
Beta
0.08
0.08
0
0.8
1.2
0
2
Sharpe Ratio
0.81
0.81
0
0.5
1
1.5
1.5
Sortino Ratio
2.33
2.33
0
1
2
3
3
Jensen's Alpha
137.59
137.59
-2
0
2
138
138
Omega Ratio
2.26
2.26
0
1
1.5
3
3
Treynor Ratio
92.44
92.44
0
0.75
1.25
93
93
Information Ratio
0.73
0.73
0
0.3
0.6
1
1
Calmar Ratio
1.05
1.05
0
0.3
0.6
2
2
Beta
0.08
0.08
0
0.8
1.2
0
2
Sharpe Ratio
0.81
0.81
0
0.5
1
1.5
1.5
Sortino Ratio
2.33
2.33
0
1
2
3
3
Jensen's Alpha
137.59
137.59
-2
0
2
138
138
Omega Ratio
2.26
2.26
0
1
1.5
3
3
Treynor Ratio
92.44
92.44
0
0.75
1.25
93
93
Information Ratio
0.73
0.73
0
0.3
0.6
1
1
Calmar Ratio
1.05
1.05
0
0.3
0.6
2
2
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 |
|---|---|---|---|
-62.01% | Jan 2026 | - | 4 |
-60.4% | Nov 2024 | Feb 2025 | 3 |
-8.89% | Jun 2024 | Aug 2024 | 2 |
-8.77% | May 2025 | Aug 2025 | 3 |
-1.58% | Dec 2023 | Mar 2024 | 3 |
-1.39% | Apr 2024 | May 2024 | 1 |