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+0.07%
This Month
+40.29%
Year To Date
+51.78%
2 Years
-84.72%
5 Years
-86.69%
10 Years
-19.28%
Annualized
Performance Metrics
Score 2.8/10
Beta
0.57
0.57
0
0.8
1.2
0
2
Sharpe Ratio
-0.06
-0.06
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.1
-0.1
-1
1
2
3
3
Jensen's Alpha
-9.99
-9.99
-10
0
2
4.5
4.5
Omega Ratio
0.81
0.81
0
1
1.5
2.5
2.5
Treynor Ratio
-0.56
-0.56
-1
0.75
1.25
2
2
Information Ratio
-0.25
-0.25
-1
0.3
0.6
1
1
Calmar Ratio
-0.19
-0.19
-1
0.3
0.6
1
1
Beta
0.57
0.57
0
0.8
1.2
0
2
Sharpe Ratio
-0.06
-0.06
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.1
-0.1
-1
1
2
3
3
Jensen's Alpha
-9.99
-9.99
-10
0
2
4.5
4.5
Omega Ratio
0.81
0.81
0
1
1.5
2.5
2.5
Treynor Ratio
-0.56
-0.56
-1
0.75
1.25
2
2
Information Ratio
-0.25
-0.25
-1
0.3
0.6
1
1
Calmar Ratio
-0.19
-0.19
-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 |
|---|---|---|---|
-96.67% | May 2019 | - | 82 |
-13.36% | Jul 2018 | Jan 2019 | 6 |
-12.59% | Jan 2017 | Oct 2017 | 9 |
-9.61% | Dec 2017 | Feb 2018 | 2 |
-2.51% | Feb 2019 | Apr 2019 | 2 |