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0%
This Month
+0.13%
Year To Date
+78.67%
2 Years
+74.55%
5 Years
+185.68%
10 Years
+20.68%
Annualized
Performance Metrics
Score 6.7/10
Beta
0.91
0.91
0
0.8
1.2
0
2
Sharpe Ratio
0.63
0.63
0
0.5
1
1.5
1.5
Sortino Ratio
1.51
1.51
0
1
2
3
3
Jensen's Alpha
7.21
7.21
-2
0
2
8
8
Omega Ratio
1.27
1.27
0
1
1.5
2.5
2.5
Treynor Ratio
1.76
1.76
0
0.75
1.25
2
2
Information Ratio
0.21
0.21
0
0.3
0.6
1
1
Calmar Ratio
0.59
0.59
0
0.3
0.6
1
1
Beta
0.91
0.91
0
0.8
1.2
0
2
Sharpe Ratio
0.63
0.63
0
0.5
1
1.5
1.5
Sortino Ratio
1.51
1.51
0
1
2
3
3
Jensen's Alpha
7.21
7.21
-2
0
2
8
8
Omega Ratio
1.27
1.27
0
1
1.5
2.5
2.5
Treynor Ratio
1.76
1.76
0
0.75
1.25
2
2
Information Ratio
0.21
0.21
0
0.3
0.6
1
1
Calmar Ratio
0.59
0.59
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 |
|---|---|---|---|
-33.4% | Nov 2021 | Apr 2025 | 41 |
-20.86% | Aug 2025 | - | 9 |
-6.49% | Jul 2021 | Oct 2021 | 3 |
-0.64% | Mar 2021 | Apr 2021 | 1 |
-0.43% | Sep 2020 | Nov 2020 | 2 |
-0.33% | May 2021 | Jun 2021 | 1 |