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0%
This Month
-1%
Year To Date
+150.52%
2 Years
+1122.2%
5 Years
+1122.2%
10 Years
+163.53%
Annualized
Performance Metrics
Score 8.4/10
Beta
3.64
3.64
0
0.8
1.2
0
4
Sharpe Ratio
1.33
1.33
0
0.5
1
2
2
Sortino Ratio
4.19
4.19
0
1
2
5
5
Jensen's Alpha
83.09
83.09
-2
0
2
84
84
Omega Ratio
3.35
3.35
0
1
1.5
4
4
Treynor Ratio
2.64
2.64
0
0.75
1.25
3
3
Information Ratio
1.23
1.23
0
0.3
0.6
2
2
Calmar Ratio
4.28
4.28
0
0.3
0.6
5
5
Beta
3.64
3.64
0
0.8
1.2
0
4
Sharpe Ratio
1.33
1.33
0
0.5
1
2
2
Sortino Ratio
4.19
4.19
0
1
2
5
5
Jensen's Alpha
83.09
83.09
-2
0
2
84
84
Omega Ratio
3.35
3.35
0
1
1.5
4
4
Treynor Ratio
2.64
2.64
0
0.75
1.25
3
3
Information Ratio
1.23
1.23
0
0.3
0.6
2
2
Calmar Ratio
4.28
4.28
0
0.3
0.6
5
5
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 |
|---|---|---|---|
-33.17% | Aug 2023 | Nov 2023 | 3 |
-27.88% | Feb 2025 | Sep 2025 | 7 |
-25.44% | Jan 2024 | Feb 2024 | 1 |
-6.61% | Aug 2024 | Sep 2024 | 1 |
-2.9% | May 2024 | Jun 2024 | 1 |
-2.3% | Nov 2025 | - | 6 |
-1.2% | Dec 2024 | Jan 2025 | 1 |
-0.2% | Jun 2023 | Jul 2023 | 1 |