0%
Today
-0.63%
This Month
+66.97%
Year To Date
+100.81%
2 Years
+114.08%
5 Years
+38.57%
Annualized
- Goldcraft
- S&P 500
- + Add Benchmark
Performance Metrics
Score 7.2/10
Beta
0.69
0.69
0
0.8
1.2
0
2
Sharpe Ratio
0.69
0.69
0
0.5
1
1.5
1.5
Sortino Ratio
1.6
1.6
0
1
2
3
3
Jensen's Alpha
73.24
73.24
-2
0
2
74
74
Omega Ratio
1.53
1.53
0
1
1.5
2.5
2.5
Treynor Ratio
7.91
7.91
0
0.75
1.25
8
8
Information Ratio
0.56
0.56
0
0.3
0.6
1
1
Calmar Ratio
0.77
0.77
0
0.3
0.6
1
1
Beta
0.69
0.69
0
0.8
1.2
0
2
Sharpe Ratio
0.69
0.69
0
0.5
1
1.5
1.5
Sortino Ratio
1.6
1.6
0
1
2
3
3
Jensen's Alpha
73.24
73.24
-2
0
2
74
74
Omega Ratio
1.53
1.53
0
1
1.5
2.5
2.5
Treynor Ratio
7.91
7.91
0
0.75
1.25
8
8
Information Ratio
0.56
0.56
0
0.3
0.6
1
1
Calmar Ratio
0.77
0.77
0
0.3
0.6
1
1
Portfolio Valuation
Based on weighted open stock 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
- Goldcraft
- S&P 500
- + Add Benchmark
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-52.99% | Apr 2023 | May 2024 | 13 |
-29.32% | Oct 2024 | Mar 2025 | 5 |
-12.61% | Feb 2023 | Mar 2023 | 1 |
-9.64% | Jun 2024 | Jul 2024 | 1 |
-4% | Aug 2024 | Sep 2024 | 1 |
-0.63% | Apr 2025 | - | 1 |