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0%
This Month
0%
Year To Date
+21.58%
2 Years
+81.79%
5 Years
+81.79%
10 Years
+19.64%
Annualized
Performance Metrics
Score 6.6/10
Beta
0.77
0.77
0
0.8
1.2
0
2
Sharpe Ratio
0.67
0.67
0
0.5
1
1.5
1.5
Sortino Ratio
1.14
1.14
0
1
2
3
3
Jensen's Alpha
6.92
6.92
-2
0
2
7
7
Omega Ratio
1.24
1.24
0
1
1.5
2.5
2.5
Treynor Ratio
1.44
1.44
0
0.75
1.25
2
2
Information Ratio
0.3
0.3
0
0.3
0.6
1
1
Calmar Ratio
0.88
0.88
0
0.3
0.6
1
1
Beta
0.77
0.77
0
0.8
1.2
0
2
Sharpe Ratio
0.67
0.67
0
0.5
1
1.5
1.5
Sortino Ratio
1.14
1.14
0
1
2
3
3
Jensen's Alpha
6.92
6.92
-2
0
2
7
7
Omega Ratio
1.24
1.24
0
1
1.5
2.5
2.5
Treynor Ratio
1.44
1.44
0
0.75
1.25
2
2
Information Ratio
0.3
0.3
0
0.3
0.6
1
1
Calmar Ratio
0.88
0.88
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 |
|---|---|---|---|
-18.75% | Oct 2024 | May 2025 | 7 |
-15.5% | Apr 2022 | Jan 2023 | 9 |
-9.77% | Jan 2024 | Sep 2024 | 8 |
-8.16% | Feb 2023 | Apr 2023 | 2 |
-5.3% | Sep 2023 | Nov 2023 | 2 |
-2.65% | Jul 2025 | Aug 2025 | 1 |
-0.25% | Sep 2025 | Oct 2025 | 1 |