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-0.54%
This Month
+32.99%
Year To Date
+923.17%
2 Years
+1117.7%
5 Years
+1331.09%
10 Years
+61.06%
Annualized
Performance Metrics
Score 7.4/10
Beta
-0.08
-0.08
-1
0.8
1.2
-1
2
Sharpe Ratio
0.77
0.77
0
0.5
1
1.5
1.5
Sortino Ratio
2.07
2.07
0
1
2
3
3
Jensen's Alpha
109.5
109.5
-2
0
2
110
110
Omega Ratio
1.93
1.93
0
1
1.5
2.5
2.5
Treynor Ratio
-73.81
-73.81
-74
0.75
1.25
2
2
Information Ratio
0.63
0.63
0
0.3
0.6
1
1
Calmar Ratio
0.72
0.72
0
0.3
0.6
1
1
Beta
-0.08
-0.08
-1
0.8
1.2
-1
2
Sharpe Ratio
0.77
0.77
0
0.5
1
1.5
1.5
Sortino Ratio
2.07
2.07
0
1
2
3
3
Jensen's Alpha
109.5
109.5
-2
0
2
110
110
Omega Ratio
1.93
1.93
0
1
1.5
2.5
2.5
Treynor Ratio
-73.81
-73.81
-74
0.75
1.25
2
2
Information Ratio
0.63
0.63
0
0.3
0.6
1
1
Calmar Ratio
0.72
0.72
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 |
|---|---|---|---|
-70.79% | Sep 2020 | Apr 2024 | 43 |
-53.13% | May 2025 | Sep 2025 | 4 |
-40.39% | Nov 2024 | Mar 2025 | 4 |
-12.54% | Aug 2024 | Sep 2024 | 1 |
-1.46% | Oct 2025 | Nov 2025 | 1 |
-0.54% | Apr 2026 | - | 1 |