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0%
This Month
0%
Year To Date
+18.56%
2 Years
+315.39%
5 Years
+315.39%
10 Years
+51.71%
Annualized
Performance Metrics
Score 8.3/10
Beta
1.74
1.74
0
0.8
1.2
0
2
Sharpe Ratio
1.19
1.19
0
0.5
1
2
2
Sortino Ratio
3.06
3.06
0
1
2
4
4
Jensen's Alpha
26.86
26.86
-2
0
2
27
27
Omega Ratio
2.24
2.24
0
1
1.5
3
3
Treynor Ratio
2.26
2.26
0
0.75
1.25
3
3
Information Ratio
0.98
0.98
0
0.3
0.6
1
1
Calmar Ratio
1.9
1.9
0
0.3
0.6
2
2
Beta
1.74
1.74
0
0.8
1.2
0
2
Sharpe Ratio
1.19
1.19
0
0.5
1
2
2
Sortino Ratio
3.06
3.06
0
1
2
4
4
Jensen's Alpha
26.86
26.86
-2
0
2
27
27
Omega Ratio
2.24
2.24
0
1
1.5
3
3
Treynor Ratio
2.26
2.26
0
0.75
1.25
3
3
Information Ratio
0.98
0.98
0
0.3
0.6
1
1
Calmar Ratio
1.9
1.9
0
0.3
0.6
2
2
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 |
|---|---|---|---|
-28.91% | Dec 2024 | Jul 2025 | 7 |
-19.93% | Sep 2023 | Feb 2024 | 5 |
-11.63% | Aug 2024 | Oct 2024 | 2 |
-2.55% | Feb 2023 | Apr 2023 | 2 |
-2.36% | Apr 2024 | May 2024 | 1 |
-0.59% | May 2023 | Jun 2023 | 1 |