Loading...
0%
This Month
-0.33%
Year To Date
-6.14%
2 Years
-7.39%
5 Years
-20.26%
10 Years
-2.76%
Annualized
Performance Metrics
Score 3.7/10
Beta
-0.02
-0.02
-1
0.8
1.2
-1
2
Sharpe Ratio
-2.54
-2.54
-3
0.5
1
1.5
1.5
Sortino Ratio
-2.07
-2.07
-3
1
2
3
3
Jensen's Alpha
-4.96
-4.96
-5
0
2
4.5
4.5
Omega Ratio
0.5
0.5
0
1
1.5
2.5
2.5
Treynor Ratio
25.82
25.82
0
0.75
1.25
26
26
Information Ratio
-0.97
-0.97
-1
0.3
0.6
1
1
Calmar Ratio
-0.13
-0.13
-1
0.3
0.6
1
1
Beta
-0.02
-0.02
-1
0.8
1.2
-1
2
Sharpe Ratio
-2.54
-2.54
-3
0.5
1
1.5
1.5
Sortino Ratio
-2.07
-2.07
-3
1
2
3
3
Jensen's Alpha
-4.96
-4.96
-5
0
2
4.5
4.5
Omega Ratio
0.5
0.5
0
1
1.5
2.5
2.5
Treynor Ratio
25.82
25.82
0
0.75
1.25
26
26
Information Ratio
-0.97
-0.97
-1
0.3
0.6
1
1
Calmar Ratio
-0.13
-0.13
-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 |
|---|---|---|---|
-19.84% | Apr 2018 | - | 103 |