0%
Today
0%
This Month
+204.13%
Year To Date
+604.87%
2 Years
+604.87%
5 Years
+243.28%
Annualized
- Dara5911
- S&P 500
- + Add Benchmark
Performance Metrics
Score 8.4/10
Beta
-0.22
-0.22
-1
0.8
1.2
-1
2
Sharpe Ratio
1.63
1.63
0
0.5
1
2
2
Sortino Ratio
3.62
3.62
0
1
2
4
4
Jensen's Alpha
438.84
438.84
-2
0
2
439
439
Omega Ratio
2.73
2.73
0
1
1.5
3
3
Treynor Ratio
-67.35
-67.35
-68
0.75
1.25
2
2
Information Ratio
1.52
1.52
0
0.3
0.6
2
2
Calmar Ratio
4.19
4.19
0
0.3
0.6
5
5
Beta
-0.22
-0.22
-1
0.8
1.2
-1
2
Sharpe Ratio
1.63
1.63
0
0.5
1
2
2
Sortino Ratio
3.62
3.62
0
1
2
4
4
Jensen's Alpha
438.84
438.84
-2
0
2
439
439
Omega Ratio
2.73
2.73
0
1
1.5
3
3
Treynor Ratio
-67.35
-67.35
-68
0.75
1.25
2
2
Information Ratio
1.52
1.52
0
0.3
0.6
2
2
Calmar Ratio
4.19
4.19
0
0.3
0.6
5
5
Portfolio Valuation
Based on weighted open stock 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
- Dara5911
- S&P 500
- + Add Benchmark
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-58.08% | Nov 2024 | Mar 2025 | 4 |
-37.74% | Oct 2023 | Mar 2024 | 5 |
-19.88% | May 2024 | Jun 2024 | 1 |