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-6.31%
This Month
-8.24%
Year To Date
+743.51%
2 Years
-85.46%
5 Years
-92.05%
10 Years
-43.03%
Annualized
Performance Metrics
Score 5.1/10
Beta
2.81
2.81
0
0.8
1.2
0
3
Sharpe Ratio
0.37
0.37
0
0.5
1
1.5
1.5
Sortino Ratio
0.59
0.59
0
1
2
3
3
Jensen's Alpha
19.36
19.36
-2
0
2
20
20
Omega Ratio
1.27
1.27
0
1
1.5
2.5
2.5
Treynor Ratio
1.4
1.4
0
0.75
1.25
2
2
Information Ratio
0.3
0.3
0
0.3
0.6
1
1
Calmar Ratio
-0.39
-0.39
-1
0.3
0.6
1
1
Beta
2.81
2.81
0
0.8
1.2
0
3
Sharpe Ratio
0.37
0.37
0
0.5
1
1.5
1.5
Sortino Ratio
0.59
0.59
0
1
2
3
3
Jensen's Alpha
19.36
19.36
-2
0
2
20
20
Omega Ratio
1.27
1.27
0
1
1.5
2.5
2.5
Treynor Ratio
1.4
1.4
0
0.75
1.25
2
2
Information Ratio
0.3
0.3
0
0.3
0.6
1
1
Calmar Ratio
-0.39
-0.39
-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 |
|---|---|---|---|
-99.8% | Mar 2021 | - | 61 |