Loading...
-24.58%
This Month
-30.19%
Year To Date
-28.54%
2 Years
+26.6%
5 Years
+2.68%
10 Years
+0.5%
Annualized
Performance Metrics
Score 6.2/10
Beta
-0.14
-0.14
-1
0.8
1.2
-1
2
Sharpe Ratio
0.52
0.52
0
0.5
1
1.5
1.5
Sortino Ratio
1.26
1.26
0
1
2
3
3
Jensen's Alpha
93.06
93.06
-2
0
2
94
94
Omega Ratio
1.63
1.63
0
1
1.5
2.5
2.5
Treynor Ratio
-38.17
-38.17
-39
0.75
1.25
2
2
Information Ratio
0.43
0.43
0
0.3
0.6
1
1
Calmar Ratio
0.07
0.07
0
0.3
0.6
1
1
Beta
-0.14
-0.14
-1
0.8
1.2
-1
2
Sharpe Ratio
0.52
0.52
0
0.5
1
1.5
1.5
Sortino Ratio
1.26
1.26
0
1
2
3
3
Jensen's Alpha
93.06
93.06
-2
0
2
94
94
Omega Ratio
1.63
1.63
0
1
1.5
2.5
2.5
Treynor Ratio
-38.17
-38.17
-39
0.75
1.25
2
2
Information Ratio
0.43
0.43
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 |
|---|---|---|---|
-91.48% | Sep 2025 | - | 7 |
-68.39% | May 2021 | Mar 2024 | 34 |
-37.45% | Apr 2024 | Nov 2024 | 7 |
-20.59% | Feb 2021 | Apr 2021 | 2 |
-10.18% | Jul 2025 | Aug 2025 | 1 |
-2.58% | Dec 2024 | Jan 2025 | 1 |