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0%
This Month
+12.49%
Year To Date
+36.87%
2 Years
+69.22%
5 Years
+77.6%
10 Years
+11.56%
Annualized
Performance Metrics
Score 6.2/10
Beta
0.64
0.64
0
0.8
1.2
0
2
Sharpe Ratio
0.67
0.67
0
0.5
1
1.5
1.5
Sortino Ratio
1.14
1.14
0
1
2
3
3
Jensen's Alpha
2.36
2.36
-2
0
2
4.5
4.5
Omega Ratio
0.92
0.92
0
1
1.5
2.5
2.5
Treynor Ratio
1.15
1.15
0
0.75
1.25
2
2
Information Ratio
-0.12
-0.12
-1
0.3
0.6
1
1
Calmar Ratio
0.92
0.92
0
0.3
0.6
1
1
Beta
0.64
0.64
0
0.8
1.2
0
2
Sharpe Ratio
0.67
0.67
0
0.5
1
1.5
1.5
Sortino Ratio
1.14
1.14
0
1
2
3
3
Jensen's Alpha
2.36
2.36
-2
0
2
4.5
4.5
Omega Ratio
0.92
0.92
0
1
1.5
2.5
2.5
Treynor Ratio
1.15
1.15
0
0.75
1.25
2
2
Information Ratio
-0.12
-0.12
-1
0.3
0.6
1
1
Calmar Ratio
0.92
0.92
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 |
|---|---|---|---|
-12.78% | Feb 2022 | Nov 2022 | 9 |
-10.4% | Feb 2023 | Dec 2023 | 10 |
-3.77% | Oct 2024 | Jan 2025 | 3 |
-3.35% | Apr 2024 | May 2024 | 1 |
-2.86% | Sep 2021 | Oct 2021 | 1 |
-2.85% | Dec 2022 | Jan 2023 | 1 |
-2.85% | Mar 2025 | Aug 2025 | 5 |
-2.04% | Nov 2021 | Dec 2021 | 1 |
-1.66% | Dec 2025 | Jan 2026 | 1 |
-0.81% | Jun 2024 | Jul 2024 | 1 |
-0.17% | Jun 2021 | Jul 2021 | 1 |
-0.06% | Jan 2024 | Feb 2024 | 1 |
-0.05% | Oct 2025 | Nov 2025 | 1 |