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-0.24%
This Month
-0.24%
Year To Date
+55.72%
2 Years
-0.51%
5 Years
+24.7%
10 Years
+4.06%
Annualized
Performance Metrics
Score 2.8/10
Beta
1.2
1.2
0
0.8
1.2
0
2
Sharpe Ratio
0.14
0.14
0
0.5
1
1.5
1.5
Sortino Ratio
0.2
0.2
0
1
2
3
3
Jensen's Alpha
-9.99
-9.99
-10
0
2
4.5
4.5
Omega Ratio
0.72
0.72
0
1
1.5
2.5
2.5
Treynor Ratio
0.27
0.27
0
0.75
1.25
2
2
Information Ratio
-0.38
-0.38
-1
0.3
0.6
1
1
Calmar Ratio
0.03
0.03
0
0.3
0.6
1
1
Beta
1.2
1.2
0
0.8
1.2
0
2
Sharpe Ratio
0.14
0.14
0
0.5
1
1.5
1.5
Sortino Ratio
0.2
0.2
0
1
2
3
3
Jensen's Alpha
-9.99
-9.99
-10
0
2
4.5
4.5
Omega Ratio
0.72
0.72
0
1
1.5
2.5
2.5
Treynor Ratio
0.27
0.27
0
0.75
1.25
2
2
Information Ratio
-0.38
-0.38
-1
0.3
0.6
1
1
Calmar Ratio
0.03
0.03
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 |
|---|---|---|---|
-72.41% | Nov 2021 | - | 51 |
-28.43% | Dec 2015 | Dec 2020 | 60 |
-9.77% | Sep 2021 | Oct 2021 | 1 |
-8.69% | May 2015 | Oct 2015 | 5 |
-6.95% | May 2021 | Aug 2021 | 3 |
-5.6% | Jan 2014 | Mar 2014 | 2 |
-2.12% | Mar 2015 | Apr 2015 | 1 |
-2.02% | Sep 2014 | Nov 2014 | 2 |
-1.37% | Dec 2014 | Feb 2015 | 2 |
-1.22% | May 2014 | Jun 2014 | 1 |