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0%
This Month
0%
Year To Date
+3.51%
2 Years
+40.84%
5 Years
+40.84%
10 Years
+14.17%
Annualized
Performance Metrics
Score 4/10
Beta
0.82
0.82
0
0.8
1.2
0
2
Sharpe Ratio
0.41
0.41
0
0.5
1
1.5
1.5
Sortino Ratio
0.78
0.78
0
1
2
3
3
Jensen's Alpha
-2.09
-2.09
-3
0
2
4.5
4.5
Omega Ratio
0.82
0.82
0
1
1.5
2.5
2.5
Treynor Ratio
0.88
0.88
0
0.75
1.25
2
2
Information Ratio
-0.24
-0.24
-1
0.3
0.6
1
1
Calmar Ratio
0.84
0.84
0
0.3
0.6
1
1
Beta
0.82
0.82
0
0.8
1.2
0
2
Sharpe Ratio
0.41
0.41
0
0.5
1
1.5
1.5
Sortino Ratio
0.78
0.78
0
1
2
3
3
Jensen's Alpha
-2.09
-2.09
-3
0
2
4.5
4.5
Omega Ratio
0.82
0.82
0
1
1.5
2.5
2.5
Treynor Ratio
0.88
0.88
0
0.75
1.25
2
2
Information Ratio
-0.24
-0.24
-1
0.3
0.6
1
1
Calmar Ratio
0.84
0.84
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 |
|---|---|---|---|
-14.01% | Aug 2023 | Mar 2024 | 7 |
-12.95% | Jun 2024 | - | 23 |
-6.45% | Apr 2024 | May 2024 | 1 |