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0%
This Month
+16.44%
Year To Date
+108.68%
2 Years
+208.21%
5 Years
+208.21%
10 Years
+29.66%
Annualized
Performance Metrics
Score 8.1/10
Beta
1.35
1.35
0
0.8
1.2
0
2
Sharpe Ratio
0.95
0.95
0
0.5
1
1.5
1.5
Sortino Ratio
1.69
1.69
0
1
2
3
3
Jensen's Alpha
21.53
21.53
-2
0
2
22
22
Omega Ratio
2.45
2.45
0
1
1.5
3
3
Treynor Ratio
1.65
1.65
0
0.75
1.25
2
2
Information Ratio
1.1
1.1
0
0.3
0.6
2
2
Calmar Ratio
0.74
0.74
0
0.3
0.6
1
1
Beta
1.35
1.35
0
0.8
1.2
0
2
Sharpe Ratio
0.95
0.95
0
0.5
1
1.5
1.5
Sortino Ratio
1.69
1.69
0
1
2
3
3
Jensen's Alpha
21.53
21.53
-2
0
2
22
22
Omega Ratio
2.45
2.45
0
1
1.5
3
3
Treynor Ratio
1.65
1.65
0
0.75
1.25
2
2
Information Ratio
1.1
1.1
0
0.3
0.6
2
2
Calmar Ratio
0.74
0.74
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 |
|---|---|---|---|
-39.56% | Feb 2022 | Jun 2023 | 16 |
-14.15% | Feb 2025 | Jun 2025 | 4 |
-11.55% | Aug 2023 | Dec 2023 | 4 |
-5.11% | Nov 2025 | Jan 2026 | 2 |
-3.96% | Apr 2024 | May 2024 | 1 |
-3.68% | Jul 2024 | Sep 2024 | 2 |
-2.52% | Feb 2026 | Mar 2026 | 1 |