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0%
This Month
-94.43%
Year To Date
-27.67%
2 Years
+3.94%
5 Years
+3.94%
10 Years
+1.08%
Annualized
Performance Metrics
Score 7.9/10
Beta
2.04
2.04
0
0.8
1.2
0
3
Sharpe Ratio
0.86
0.86
0
0.5
1
1.5
1.5
Sortino Ratio
2.08
2.08
0
1
2
3
3
Jensen's Alpha
85.31
85.31
-2
0
2
86
86
Omega Ratio
2.12
2.12
0
1
1.5
3
3
Treynor Ratio
3.25
3.25
0
0.75
1.25
4
4
Information Ratio
0.81
0.81
0
0.3
0.6
1
1
Calmar Ratio
1.05
1.05
0
0.3
0.6
2
2
Beta
2.04
2.04
0
0.8
1.2
0
3
Sharpe Ratio
0.86
0.86
0
0.5
1
1.5
1.5
Sortino Ratio
2.08
2.08
0
1
2
3
3
Jensen's Alpha
85.31
85.31
-2
0
2
86
86
Omega Ratio
2.12
2.12
0
1
1.5
3
3
Treynor Ratio
3.25
3.25
0
0.75
1.25
4
4
Information Ratio
0.81
0.81
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 |
|---|---|---|---|
-94.43% | Jan 2026 | - | 4 |
-35.65% | Apr 2022 | Mar 2024 | 23 |
-29.5% | Aug 2025 | Sep 2025 | 1 |
-25.04% | Apr 2025 | May 2025 | 1 |
-16.77% | May 2024 | Oct 2024 | 5 |
-14.47% | Oct 2025 | Dec 2025 | 2 |