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+5.33%
This Month
+10.95%
Year To Date
+34.88%
2 Years
-12.74%
5 Years
+317.15%
10 Years
+29.15%
Annualized
Performance Metrics
Score 5.7/10
Beta
2.21
2.21
0
0.8
1.2
0
3
Sharpe Ratio
0.56
0.56
0
0.5
1
1.5
1.5
Sortino Ratio
1.01
1.01
0
1
2
3
3
Jensen's Alpha
9.26
9.26
-2
0
2
10
10
Omega Ratio
1.37
1.37
0
1
1.5
2.5
2.5
Treynor Ratio
1.3
1.3
0
0.75
1.25
2
2
Information Ratio
0.43
0.43
0
0.3
0.6
1
1
Calmar Ratio
0.27
0.27
0
0.3
0.6
1
1
Beta
2.21
2.21
0
0.8
1.2
0
3
Sharpe Ratio
0.56
0.56
0
0.5
1
1.5
1.5
Sortino Ratio
1.01
1.01
0
1
2
3
3
Jensen's Alpha
9.26
9.26
-2
0
2
10
10
Omega Ratio
1.37
1.37
0
1
1.5
2.5
2.5
Treynor Ratio
1.3
1.3
0
0.75
1.25
2
2
Information Ratio
0.43
0.43
0
0.3
0.6
1
1
Calmar Ratio
0.27
0.27
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 |
|---|---|---|---|
-77.69% | Nov 2021 | Jul 2025 | 44 |
-41.63% | Oct 2025 | - | 7 |
-34.93% | May 2021 | Oct 2021 | 5 |
-24.32% | Mar 2020 | Apr 2020 | 1 |
-12.15% | Sep 2020 | Nov 2020 | 2 |
-4.84% | Jun 2020 | Jul 2020 | 1 |