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-51.08%
This Month
-55.32%
Year To Date
-96.59%
2 Years
-95.68%
5 Years
-95.68%
10 Years
-72.74%
Annualized
Performance Metrics
Score 1.9/10
Beta
1.39
1.39
0
0.8
1.2
0
2
Sharpe Ratio
-0.67
-0.67
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.85
-0.85
-1
1
2
3
3
Jensen's Alpha
-59.33
-59.33
-60
0
2
4.5
4.5
Omega Ratio
0.5
0.5
0
1
1.5
2.5
2.5
Treynor Ratio
-3.64
-3.64
-4
0.75
1.25
2
2
Information Ratio
-0.89
-0.89
-1
0.3
0.6
1
1
Calmar Ratio
-0.67
-0.67
-1
0.3
0.6
1
1
Beta
1.39
1.39
0
0.8
1.2
0
2
Sharpe Ratio
-0.67
-0.67
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.85
-0.85
-1
1
2
3
3
Jensen's Alpha
-59.33
-59.33
-60
0
2
4.5
4.5
Omega Ratio
0.5
0.5
0
1
1.5
2.5
2.5
Treynor Ratio
-3.64
-3.64
-4
0.75
1.25
2
2
Information Ratio
-0.89
-0.89
-1
0.3
0.6
1
1
Calmar Ratio
-0.67
-0.67
-1
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 |
|---|---|---|---|
-96.9% | Jun 2024 | - | 22 |
-21.56% | Jan 2024 | Feb 2024 | 1 |
-5.96% | Apr 2024 | May 2024 | 1 |