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+2.27%
This Month
+13.39%
Year To Date
+106.29%
2 Years
+106.29%
5 Years
+106.29%
10 Years
+57.99%
Annualized
Performance Metrics
Score 9.5/10
Beta
0.2
0.2
0
0.8
1.2
0
2
Sharpe Ratio
2.03
2.03
0
0.5
1
3
3
Sortino Ratio
5.7
5.7
0
1
2
6
6
Jensen's Alpha
41.02
41.02
-2
0
2
42
42
Omega Ratio
2.66
2.66
0
1
1.5
3
3
Treynor Ratio
15.54
15.54
0
0.75
1.25
16
16
Information Ratio
1.24
1.24
0
0.3
0.6
2
2
Calmar Ratio
8.48
8.48
0
0.3
0.6
9
9
Beta
0.2
0.2
0
0.8
1.2
0
2
Sharpe Ratio
2.03
2.03
0
0.5
1
3
3
Sortino Ratio
5.7
5.7
0
1
2
6
6
Jensen's Alpha
41.02
41.02
-2
0
2
42
42
Omega Ratio
2.66
2.66
0
1
1.5
3
3
Treynor Ratio
15.54
15.54
0
0.75
1.25
16
16
Information Ratio
1.24
1.24
0
0.3
0.6
2
2
Calmar Ratio
8.48
8.48
0
0.3
0.6
9
9
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 |
|---|---|---|---|
-5.69% | Dec 2024 | Feb 2025 | 2 |
-5.32% | Oct 2024 | Nov 2024 | 1 |
-2.68% | Apr 2025 | Jun 2025 | 2 |