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0%
This Month
-54.16%
Year To Date
+370.71%
2 Years
+400.3%
5 Years
+481.13%
10 Years
+46.81%
Annualized
Performance Metrics
Score 7.7/10
Beta
1.43
1.43
0
0.8
1.2
0
2
Sharpe Ratio
0.84
0.84
0
0.5
1
1.5
1.5
Sortino Ratio
1.83
1.83
0
1
2
3
3
Jensen's Alpha
77.64
77.64
-2
0
2
78
78
Omega Ratio
1.83
1.83
0
1
1.5
2.5
2.5
Treynor Ratio
4.27
4.27
0
0.75
1.25
5
5
Information Ratio
0.74
0.74
0
0.3
0.6
1
1
Calmar Ratio
0.75
0.75
0
0.3
0.6
1
1
Beta
1.43
1.43
0
0.8
1.2
0
2
Sharpe Ratio
0.84
0.84
0
0.5
1
1.5
1.5
Sortino Ratio
1.83
1.83
0
1
2
3
3
Jensen's Alpha
77.64
77.64
-2
0
2
78
78
Omega Ratio
1.83
1.83
0
1
1.5
2.5
2.5
Treynor Ratio
4.27
4.27
0
0.75
1.25
5
5
Information Ratio
0.74
0.74
0
0.3
0.6
1
1
Calmar Ratio
0.75
0.75
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 |
|---|---|---|---|
-72.31% | May 2021 | Apr 2024 | 35 |
-67.28% | Oct 2025 | - | 7 |
-20.62% | Jun 2024 | Jul 2024 | 1 |
-18.69% | May 2025 | Jul 2025 | 2 |
-13.79% | Feb 2025 | Mar 2025 | 1 |
-8.09% | Oct 2024 | Dec 2024 | 2 |