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+4.19%
This Month
-93.59%
Year To Date
-99.97%
2 Years
-99.97%
5 Years
-99.97%
10 Years
-99.97%
Annualized
Performance Metrics
Score 1.6/10
Beta
16.6
16.6
0
0.8
1.2
0
17
Sharpe Ratio
-0.18
-0.18
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.37
-0.37
-1
1
2
3
3
Jensen's Alpha
-99.46
-99.46
-100
0
2
4.5
4.5
Omega Ratio
0.83
0.83
0
1
1.5
2.5
2.5
Treynor Ratio
-0.34
-0.34
-1
0.75
1.25
2
2
Information Ratio
-0.24
-0.24
-1
0.3
0.6
1
1
Calmar Ratio
-1
-1
-2
0.3
0.6
1
1
Beta
16.6
16.6
0
0.8
1.2
0
17
Sharpe Ratio
-0.18
-0.18
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.37
-0.37
-1
1
2
3
3
Jensen's Alpha
-99.46
-99.46
-100
0
2
4.5
4.5
Omega Ratio
0.83
0.83
0
1
1.5
2.5
2.5
Treynor Ratio
-0.34
-0.34
-1
0.75
1.25
2
2
Information Ratio
-0.24
-0.24
-1
0.3
0.6
1
1
Calmar Ratio
-1
-1
-2
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 |
|---|---|---|---|
-99.95% | Jun 2025 | - | 11 |