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0%
This Month
0%
Year To Date
+51.43%
2 Years
-12.09%
5 Years
-6.45%
10 Years
-1.21%
Annualized
Performance Metrics
Score 5.2/10
Beta
-0.22
-0.22
-1
0.8
1.2
-1
2
Sharpe Ratio
0.35
0.35
0
0.5
1
1.5
1.5
Sortino Ratio
0.59
0.59
0
1
2
3
3
Jensen's Alpha
37.61
37.61
-2
0
2
38
38
Omega Ratio
1.18
1.18
0
1
1.5
2.5
2.5
Treynor Ratio
-10.96
-10.96
-11
0.75
1.25
2
2
Information Ratio
0.18
0.18
0
0.3
0.6
1
1
Calmar Ratio
-0.01
-0.01
-1
0.3
0.6
1
1
Beta
-0.22
-0.22
-1
0.8
1.2
-1
2
Sharpe Ratio
0.35
0.35
0
0.5
1
1.5
1.5
Sortino Ratio
0.59
0.59
0
1
2
3
3
Jensen's Alpha
37.61
37.61
-2
0
2
38
38
Omega Ratio
1.18
1.18
0
1
1.5
2.5
2.5
Treynor Ratio
-10.96
-10.96
-11
0.75
1.25
2
2
Information Ratio
0.18
0.18
0
0.3
0.6
1
1
Calmar Ratio
-0.01
-0.01
-1
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 |
|---|---|---|---|
-93.51% | Dec 2023 | - | 28 |
-59.13% | Apr 2023 | Oct 2023 | 6 |
-27.68% | Jan 2021 | Aug 2022 | 19 |
-18.53% | Jan 2023 | Mar 2023 | 2 |
-2.87% | Sep 2020 | Nov 2020 | 2 |
-1.28% | Jun 2020 | Aug 2020 | 2 |