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0%
This Month
-20.84%
Year To Date
-63.55%
2 Years
-52.87%
5 Years
+242.87%
10 Years
+24.69%
Annualized
Performance Metrics
Score 6.3/10
Beta
1.62
1.62
0
0.8
1.2
0
2
Sharpe Ratio
0.55
0.55
0
0.5
1
1.5
1.5
Sortino Ratio
1.26
1.26
0
1
2
3
3
Jensen's Alpha
15.46
15.46
-2
0
2
16
16
Omega Ratio
1.42
1.42
0
1
1.5
2.5
2.5
Treynor Ratio
1.87
1.87
0
0.75
1.25
2
2
Information Ratio
0.37
0.37
0
0.3
0.6
1
1
Calmar Ratio
0.32
0.32
0
0.3
0.6
1
1
Beta
1.62
1.62
0
0.8
1.2
0
2
Sharpe Ratio
0.55
0.55
0
0.5
1
1.5
1.5
Sortino Ratio
1.26
1.26
0
1
2
3
3
Jensen's Alpha
15.46
15.46
-2
0
2
16
16
Omega Ratio
1.42
1.42
0
1
1.5
2.5
2.5
Treynor Ratio
1.87
1.87
0
0.75
1.25
2
2
Information Ratio
0.37
0.37
0
0.3
0.6
1
1
Calmar Ratio
0.32
0.32
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 |
|---|---|---|---|
-74.58% | Dec 2024 | - | 17 |
-39.18% | Apr 2024 | Nov 2024 | 7 |
-30.64% | Nov 2021 | Dec 2023 | 25 |
-15.32% | Sep 2020 | Nov 2020 | 2 |
-12.62% | Jan 2024 | Feb 2024 | 1 |
-8.6% | Jun 2021 | Aug 2021 | 2 |
-5.5% | Sep 2021 | Oct 2021 | 1 |