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0%
This Month
0%
Year To Date
+70.69%
2 Years
+921.13%
5 Years
+921.13%
10 Years
+66.02%
Annualized
Performance Metrics
Score 8.8/10
Beta
1.6
1.6
0
0.8
1.2
0
2
Sharpe Ratio
1.29
1.29
0
0.5
1
2
2
Sortino Ratio
2.88
2.88
0
1
2
3
3
Jensen's Alpha
48.18
48.18
-2
0
2
49
49
Omega Ratio
3.24
3.24
0
1
1.5
4
4
Treynor Ratio
2.8
2.8
0
0.75
1.25
3
3
Information Ratio
1.28
1.28
0
0.3
0.6
2
2
Calmar Ratio
2.14
2.14
0
0.3
0.6
3
3
Beta
1.6
1.6
0
0.8
1.2
0
2
Sharpe Ratio
1.29
1.29
0
0.5
1
2
2
Sortino Ratio
2.88
2.88
0
1
2
3
3
Jensen's Alpha
48.18
48.18
-2
0
2
49
49
Omega Ratio
3.24
3.24
0
1
1.5
4
4
Treynor Ratio
2.8
2.8
0
0.75
1.25
3
3
Information Ratio
1.28
1.28
0
0.3
0.6
2
2
Calmar Ratio
2.14
2.14
0
0.3
0.6
3
3
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 |
|---|---|---|---|
-28.79% | Dec 2021 | Nov 2022 | 11 |
-24.94% | Feb 2025 | - | 15 |
-17.41% | Sep 2023 | Dec 2023 | 3 |
-13.51% | Dec 2022 | Jan 2023 | 1 |
-6.6% | Sep 2021 | Nov 2021 | 2 |
-4.35% | Apr 2024 | May 2024 | 1 |
-0.83% | Oct 2024 | Nov 2024 | 1 |
-0.22% | Apr 2023 | May 2023 | 1 |