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0%
This Month
0%
Year To Date
+82%
2 Years
+66.45%
5 Years
+188.44%
10 Years
+17.46%
Annualized
Performance Metrics
Score 6.5/10
Beta
0.69
0.69
0
0.8
1.2
0
2
Sharpe Ratio
0.65
0.65
0
0.5
1
1.5
1.5
Sortino Ratio
1.2
1.2
0
1
2
3
3
Jensen's Alpha
7.48
7.48
-2
0
2
8
8
Omega Ratio
1.15
1.15
0
1
1.5
2.5
2.5
Treynor Ratio
1.86
1.86
0
0.75
1.25
2
2
Information Ratio
0.17
0.17
0
0.3
0.6
1
1
Calmar Ratio
0.44
0.44
0
0.3
0.6
1
1
Beta
0.69
0.69
0
0.8
1.2
0
2
Sharpe Ratio
0.65
0.65
0
0.5
1
1.5
1.5
Sortino Ratio
1.2
1.2
0
1
2
3
3
Jensen's Alpha
7.48
7.48
-2
0
2
8
8
Omega Ratio
1.15
1.15
0
1
1.5
2.5
2.5
Treynor Ratio
1.86
1.86
0
0.75
1.25
2
2
Information Ratio
0.17
0.17
0
0.3
0.6
1
1
Calmar Ratio
0.44
0.44
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 |
|---|---|---|---|
-37.81% | Nov 2021 | Sep 2024 | 34 |
-16.16% | Oct 2024 | Feb 2025 | 4 |
-15.26% | Mar 2020 | Aug 2020 | 5 |
-7.65% | Jul 2021 | Oct 2021 | 3 |
-6% | Apr 2025 | Jul 2025 | 3 |
-4.37% | May 2021 | Jun 2021 | 1 |
-2.85% | May 2019 | Jun 2019 | 1 |
-2.2% | Sep 2020 | Nov 2020 | 2 |
-0.67% | Aug 2019 | Sep 2019 | 1 |
-0.03% | Feb 2021 | Mar 2021 | 1 |