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0%
This Month
-0.81%
Year To Date
+23.04%
2 Years
+56.84%
5 Years
+56.84%
10 Years
+10.12%
Annualized
Performance Metrics
Score 4.7/10
Beta
0.96
0.96
0
0.8
1.2
0
2
Sharpe Ratio
0.4
0.4
0
0.5
1
1.5
1.5
Sortino Ratio
0.62
0.62
0
1
2
3
3
Jensen's Alpha
0.81
0.81
-2
0
2
4.5
4.5
Omega Ratio
1.02
1.02
0
1
1.5
2.5
2.5
Treynor Ratio
0.74
0.74
0
0.75
1.25
2
2
Information Ratio
0.03
0.03
0
0.3
0.6
1
1
Calmar Ratio
0.29
0.29
0
0.3
0.6
1
1
Beta
0.96
0.96
0
0.8
1.2
0
2
Sharpe Ratio
0.4
0.4
0
0.5
1
1.5
1.5
Sortino Ratio
0.62
0.62
0
1
2
3
3
Jensen's Alpha
0.81
0.81
-2
0
2
4.5
4.5
Omega Ratio
1.02
1.02
0
1
1.5
2.5
2.5
Treynor Ratio
0.74
0.74
0
0.75
1.25
2
2
Information Ratio
0.03
0.03
0
0.3
0.6
1
1
Calmar Ratio
0.29
0.29
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 |
|---|---|---|---|
-32.26% | Dec 2021 | Jul 2023 | 19 |
-15.74% | Oct 2025 | - | 9 |
-8.08% | Aug 2023 | Nov 2023 | 3 |
-7.29% | Mar 2025 | Jun 2025 | 3 |
-4.17% | Apr 2024 | May 2024 | 1 |
-3.97% | Jul 2024 | Sep 2024 | 2 |
-1.01% | Oct 2024 | Dec 2024 | 2 |