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-89.32%
This Month
-97.16%
Year To Date
-95.93%
2 Years
-94.25%
5 Years
-94.25%
10 Years
-71.89%
Annualized
Performance Metrics
Score 6.3/10
Beta
3.19
3.19
0
0.8
1.2
0
4
Sharpe Ratio
0.78
0.78
0
0.5
1
1.5
1.5
Sortino Ratio
1.41
1.41
0
1
2
3
3
Jensen's Alpha
122.02
122.02
-2
0
2
123
123
Omega Ratio
1.76
1.76
0
1
1.5
2.5
2.5
Treynor Ratio
3.34
3.34
0
0.75
1.25
4
4
Information Ratio
0.7
0.7
0
0.3
0.6
1
1
Calmar Ratio
-0.28
-0.28
-1
0.3
0.6
1
1
Beta
3.19
3.19
0
0.8
1.2
0
4
Sharpe Ratio
0.78
0.78
0
0.5
1
1.5
1.5
Sortino Ratio
1.41
1.41
0
1
2
3
3
Jensen's Alpha
122.02
122.02
-2
0
2
123
123
Omega Ratio
1.76
1.76
0
1
1.5
2.5
2.5
Treynor Ratio
3.34
3.34
0
0.75
1.25
4
4
Information Ratio
0.7
0.7
0
0.3
0.6
1
1
Calmar Ratio
-0.28
-0.28
-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 |
|---|---|---|---|
-98.9% | Nov 2024 | - | 17 |
-26.95% | Apr 2024 | May 2024 | 1 |