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0%
This Month
+10.96%
Year To Date
-13.29%
2 Years
+20.08%
5 Years
+20.08%
10 Years
+5.24%
Annualized
Performance Metrics
Score 3.6/10
Beta
1.82
1.82
0
0.8
1.2
0
2
Sharpe Ratio
0.26
0.26
0
0.5
1
1.5
1.5
Sortino Ratio
0.41
0.41
0
1
2
3
3
Jensen's Alpha
-0.43
-0.43
-2
0
2
4.5
4.5
Omega Ratio
1.12
1.12
0
1
1.5
2.5
2.5
Treynor Ratio
0.61
0.61
0
0.75
1.25
2
2
Information Ratio
0.13
0.13
0
0.3
0.6
1
1
Calmar Ratio
0.07
0.07
0
0.3
0.6
1
1
Beta
1.82
1.82
0
0.8
1.2
0
2
Sharpe Ratio
0.26
0.26
0
0.5
1
1.5
1.5
Sortino Ratio
0.41
0.41
0
1
2
3
3
Jensen's Alpha
-0.43
-0.43
-2
0
2
4.5
4.5
Omega Ratio
1.12
1.12
0
1
1.5
2.5
2.5
Treynor Ratio
0.61
0.61
0
0.75
1.25
2
2
Information Ratio
0.13
0.13
0
0.3
0.6
1
1
Calmar Ratio
0.07
0.07
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 |
|---|---|---|---|
-63.11% | Dec 2024 | - | 17 |
-27.37% | Apr 2022 | Apr 2023 | 12 |
-27.14% | Aug 2023 | Dec 2023 | 4 |
-18.11% | Apr 2024 | Nov 2024 | 7 |
-13.85% | Jan 2024 | Feb 2024 | 1 |
-1.91% | May 2023 | Jun 2023 | 1 |