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0%
This Month
-7.58%
Year To Date
+65.73%
2 Years
+35.75%
5 Years
+224.89%
10 Years
-6%
Annualized
Performance Metrics
Score 6.2/10
Beta
0.46
0.46
0
0.8
1.2
0
2
Sharpe Ratio
0.44
0.44
0
0.5
1
1.5
1.5
Sortino Ratio
0.76
0.76
0
1
2
3
3
Jensen's Alpha
13.36
13.36
-2
0
2
14
14
Omega Ratio
1.14
1.14
0
1
1.5
2.5
2.5
Treynor Ratio
3.23
3.23
0
0.75
1.25
4
4
Information Ratio
0.16
0.16
0
0.3
0.6
1
1
Calmar Ratio
0.26
0.26
0
0.3
0.6
1
1
Beta
0.46
0.46
0
0.8
1.2
0
2
Sharpe Ratio
0.44
0.44
0
0.5
1
1.5
1.5
Sortino Ratio
0.76
0.76
0
1
2
3
3
Jensen's Alpha
13.36
13.36
-2
0
2
14
14
Omega Ratio
1.14
1.14
0
1
1.5
2.5
2.5
Treynor Ratio
3.23
3.23
0
0.75
1.25
4
4
Information Ratio
0.16
0.16
0
0.3
0.6
1
1
Calmar Ratio
0.26
0.26
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 |
|---|---|---|---|
-90.06% | Dec 2014 | - | 137 |