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+0.11%
This Month
-2.32%
Year To Date
+31.29%
2 Years
+92.93%
5 Years
+92.93%
10 Years
+32.53%
Annualized
Performance Metrics
Score 7.3/10
Beta
1.31
1.31
0
0.8
1.2
0
2
Sharpe Ratio
0.97
0.97
0
0.5
1
1.5
1.5
Sortino Ratio
3.3
3.3
0
1
2
4
4
Jensen's Alpha
9.03
9.03
-2
0
2
10
10
Omega Ratio
1.6
1.6
0
1
1.5
2.5
2.5
Treynor Ratio
1.84
1.84
0
0.75
1.25
2
2
Information Ratio
0.5
0.5
0
0.3
0.6
1
1
Calmar Ratio
3.17
3.17
0
0.3
0.6
4
4
Beta
1.31
1.31
0
0.8
1.2
0
2
Sharpe Ratio
0.97
0.97
0
0.5
1
1.5
1.5
Sortino Ratio
3.3
3.3
0
1
2
4
4
Jensen's Alpha
9.03
9.03
-2
0
2
10
10
Omega Ratio
1.6
1.6
0
1
1.5
2.5
2.5
Treynor Ratio
1.84
1.84
0
0.75
1.25
2
2
Information Ratio
0.5
0.5
0
0.3
0.6
1
1
Calmar Ratio
3.17
3.17
0
0.3
0.6
4
4
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 |
|---|---|---|---|
-10.67% | Dec 2024 | Feb 2025 | 2 |
-5.34% | Oct 2025 | - | 6 |
-4.28% | Apr 2024 | Aug 2024 | 4 |
-3.67% | Mar 2025 | Sep 2025 | 6 |
-2.99% | Sep 2024 | Nov 2024 | 2 |