Loading...
0%
This Month
+45.24%
Year To Date
+271.15%
2 Years
+1168.39%
5 Years
+1168.39%
10 Years
+74.06%
Annualized
Performance Metrics
Score 8.7/10
Beta
1.11
1.11
0
0.8
1.2
0
2
Sharpe Ratio
0.98
0.98
0
0.5
1
1.5
1.5
Sortino Ratio
3.27
3.27
0
1
2
4
4
Jensen's Alpha
88.13
88.13
-2
0
2
89
89
Omega Ratio
3.37
3.37
0
1
1.5
4
4
Treynor Ratio
5.59
5.59
0
0.75
1.25
6
6
Information Ratio
0.89
0.89
0
0.3
0.6
1
1
Calmar Ratio
1.99
1.99
0
0.3
0.6
2
2
Beta
1.11
1.11
0
0.8
1.2
0
2
Sharpe Ratio
0.98
0.98
0
0.5
1
1.5
1.5
Sortino Ratio
3.27
3.27
0
1
2
4
4
Jensen's Alpha
88.13
88.13
-2
0
2
89
89
Omega Ratio
3.37
3.37
0
1
1.5
4
4
Treynor Ratio
5.59
5.59
0
0.75
1.25
6
6
Information Ratio
0.89
0.89
0
0.3
0.6
1
1
Calmar Ratio
1.99
1.99
0
0.3
0.6
2
2
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 |
|---|---|---|---|
-39.06% | Sep 2025 | Feb 2026 | 5 |
-27.34% | Aug 2023 | Dec 2023 | 4 |
-12.89% | Apr 2024 | May 2024 | 1 |
-9.7% | Jun 2022 | Jul 2022 | 1 |
-6.95% | Jul 2024 | Nov 2024 | 4 |
-4.43% | Feb 2025 | May 2025 | 3 |
-3.28% | Nov 2021 | Apr 2022 | 5 |
-3.06% | Feb 2023 | Mar 2023 | 1 |
-1.48% | Sep 2022 | Jan 2023 | 4 |