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+0.42%
This Month
+13.76%
Year To Date
-17.7%
2 Years
+15.72%
5 Years
+15.72%
10 Years
+5.82%
Annualized
Performance Metrics
Score 2.7/10
Beta
1.48
1.48
0
0.8
1.2
0
2
Sharpe Ratio
0.2
0.2
0
0.5
1
1.5
1.5
Sortino Ratio
0.36
0.36
0
1
2
3
3
Jensen's Alpha
-10.18
-10.18
-11
0
2
4.5
4.5
Omega Ratio
0.92
0.92
0
1
1.5
2.5
2.5
Treynor Ratio
0.52
0.52
0
0.75
1.25
2
2
Information Ratio
-0.1
-0.1
-1
0.3
0.6
1
1
Calmar Ratio
0.09
0.09
0
0.3
0.6
1
1
Beta
1.48
1.48
0
0.8
1.2
0
2
Sharpe Ratio
0.2
0.2
0
0.5
1
1.5
1.5
Sortino Ratio
0.36
0.36
0
1
2
3
3
Jensen's Alpha
-10.18
-10.18
-11
0
2
4.5
4.5
Omega Ratio
0.92
0.92
0
1
1.5
2.5
2.5
Treynor Ratio
0.52
0.52
0
0.75
1.25
2
2
Information Ratio
-0.1
-0.1
-1
0.3
0.6
1
1
Calmar Ratio
0.09
0.09
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 |
|---|---|---|---|
-49.63% | Apr 2024 | - | 25 |
-13.29% | Aug 2023 | Nov 2023 | 3 |
-7.63% | Jan 2024 | Feb 2024 | 1 |