Loading...
0%
This Month
+12.78%
Year To Date
+59.48%
2 Years
+59.48%
5 Years
+59.48%
10 Years
+59.48%
Annualized
Performance Metrics
Score 8.8/10
Beta
1.36
1.36
0
0.8
1.2
0
2
Sharpe Ratio
1.84
1.84
0
0.5
1
2
2
Sortino Ratio
7.27
7.27
0
1
2
8
8
Jensen's Alpha
31.48
31.48
-2
0
2
32
32
Omega Ratio
5.35
5.35
0
1
1.5
6
6
Treynor Ratio
2.59
2.59
0
0.75
1.25
3
3
Information Ratio
1.73
1.73
0
0.3
0.6
2
2
Calmar Ratio
10
10
0
0.3
0.6
10
10
Beta
1.36
1.36
0
0.8
1.2
0
2
Sharpe Ratio
1.84
1.84
0
0.5
1
2
2
Sortino Ratio
7.27
7.27
0
1
2
8
8
Jensen's Alpha
31.48
31.48
-2
0
2
32
32
Omega Ratio
5.35
5.35
0
1
1.5
6
6
Treynor Ratio
2.59
2.59
0
0.75
1.25
3
3
Information Ratio
1.73
1.73
0
0.3
0.6
2
2
Calmar Ratio
10
10
0
0.3
0.6
10
10
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 |
|---|---|---|---|
-5.2% | Mar 2025 | May 2025 | 2 |
-2.07% | Nov 2025 | Jan 2026 | 2 |