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+32.62%
This Month
+9.09%
Year To Date
-28.13%
2 Years
-91.15%
5 Years
-98.95%
10 Years
-45.13%
Annualized
Performance Metrics
Score 3.7/10
Beta
-0.27
-0.27
-1
0.8
1.2
-1
2
Sharpe Ratio
-0.87
-0.87
-1
0.5
1
1.5
1.5
Sortino Ratio
-1
-1
-2
1
2
3
3
Jensen's Alpha
-36.3
-36.3
-37
0
2
4.5
4.5
Omega Ratio
0.44
0.44
0
1
1.5
2.5
2.5
Treynor Ratio
14.62
14.62
0
0.75
1.25
15
15
Information Ratio
-1.02
-1.02
-2
0.3
0.6
1
1
Calmar Ratio
-0.47
-0.47
-1
0.3
0.6
1
1
Beta
-0.27
-0.27
-1
0.8
1.2
-1
2
Sharpe Ratio
-0.87
-0.87
-1
0.5
1
1.5
1.5
Sortino Ratio
-1
-1
-2
1
2
3
3
Jensen's Alpha
-36.3
-36.3
-37
0
2
4.5
4.5
Omega Ratio
0.44
0.44
0
1
1.5
2.5
2.5
Treynor Ratio
14.62
14.62
0
0.75
1.25
15
15
Information Ratio
-1.02
-1.02
-2
0.3
0.6
1
1
Calmar Ratio
-0.47
-0.47
-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 |
|---|---|---|---|
-99.37% | Nov 2019 | - | 80 |
-20.5% | Jan 2019 | Aug 2019 | 7 |