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-82.19%
This Month
-99.45%
Year To Date
-100%
2 Years
-100%
5 Years
-100%
10 Years
-96.94%
Annualized
Performance Metrics
Score 2/10
Beta
4.4
4.4
0
0.8
1.2
0
5
Sharpe Ratio
-0.41
-0.41
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.7
-0.7
-1
1
2
3
3
Jensen's Alpha
-73.89
-73.89
-74
0
2
4.5
4.5
Omega Ratio
0.59
0.59
0
1
1.5
2.5
2.5
Treynor Ratio
-1.59
-1.59
-2
0.75
1.25
2
2
Information Ratio
-0.47
-0.47
-1
0.3
0.6
1
1
Calmar Ratio
-0.96
-0.96
-1
0.3
0.6
1
1
Beta
4.4
4.4
0
0.8
1.2
0
5
Sharpe Ratio
-0.41
-0.41
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.7
-0.7
-1
1
2
3
3
Jensen's Alpha
-73.89
-73.89
-74
0
2
4.5
4.5
Omega Ratio
0.59
0.59
0
1
1.5
2.5
2.5
Treynor Ratio
-1.59
-1.59
-2
0.75
1.25
2
2
Information Ratio
-0.47
-0.47
-1
0.3
0.6
1
1
Calmar Ratio
-0.96
-0.96
-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 |
|---|---|---|---|
-100% | Aug 2024 | - | 21 |
-75.4% | Nov 2021 | Mar 2024 | 28 |
-43.77% | Apr 2024 | Jul 2024 | 3 |
-8.34% | May 2021 | Aug 2021 | 3 |
-6.64% | Sep 2021 | Oct 2021 | 1 |
-4.88% | Oct 2020 | Nov 2020 | 1 |
-2.18% | Feb 2021 | Mar 2021 | 1 |