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0%
This Month
0%
Year To Date
+33.4%
2 Years
+46.59%
5 Years
+46.59%
10 Years
+16.53%
Annualized
Performance Metrics
Score 5.2/10
Beta
0.77
0.77
0
0.8
1.2
0
2
Sharpe Ratio
1.23
1.23
0
0.5
1
2
2
Sortino Ratio
2.14
2.14
0
1
2
3
3
Jensen's Alpha
-1.74
-1.74
-2
0
2
4.5
4.5
Omega Ratio
0.37
0.37
0
1
1.5
2.5
2.5
Treynor Ratio
1.36
1.36
0
0.75
1.25
2
2
Information Ratio
-0.98
-0.98
-1
0.3
0.6
1
1
Calmar Ratio
1.86
1.86
0
0.3
0.6
2
2
Beta
0.77
0.77
0
0.8
1.2
0
2
Sharpe Ratio
1.23
1.23
0
0.5
1
2
2
Sortino Ratio
2.14
2.14
0
1
2
3
3
Jensen's Alpha
-1.74
-1.74
-2
0
2
4.5
4.5
Omega Ratio
0.37
0.37
0
1
1.5
2.5
2.5
Treynor Ratio
1.36
1.36
0
0.75
1.25
2
2
Information Ratio
-0.98
-0.98
-1
0.3
0.6
1
1
Calmar Ratio
1.86
1.86
0
0.3
0.6
2
2
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 |
|---|---|---|---|
-9.55% | Feb 2025 | Jun 2025 | 4 |
-3.66% | Apr 2024 | May 2024 | 1 |
-1.31% | Dec 2024 | Jan 2025 | 1 |
-0.3% | Oct 2024 | Nov 2024 | 1 |