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0%
This Month
0%
Year To Date
+31.65%
2 Years
+348.48%
5 Years
+348.48%
10 Years
+39.58%
Annualized
Performance Metrics
Score 8.1/10
Beta
0.38
0.38
0
0.8
1.2
0
2
Sharpe Ratio
0.75
0.75
0
0.5
1
1.5
1.5
Sortino Ratio
1.84
1.84
0
1
2
3
3
Jensen's Alpha
43.52
43.52
-2
0
2
44
44
Omega Ratio
1.87
1.87
0
1
1.5
2.5
2.5
Treynor Ratio
8.76
8.76
0
0.75
1.25
9
9
Information Ratio
0.59
0.59
0
0.3
0.6
1
1
Calmar Ratio
0.94
0.94
0
0.3
0.6
1
1
Beta
0.38
0.38
0
0.8
1.2
0
2
Sharpe Ratio
0.75
0.75
0
0.5
1
1.5
1.5
Sortino Ratio
1.84
1.84
0
1
2
3
3
Jensen's Alpha
43.52
43.52
-2
0
2
44
44
Omega Ratio
1.87
1.87
0
1
1.5
2.5
2.5
Treynor Ratio
8.76
8.76
0
0.75
1.25
9
9
Information Ratio
0.59
0.59
0
0.3
0.6
1
1
Calmar Ratio
0.94
0.94
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 |
|---|---|---|---|
-39.56% | Oct 2022 | Nov 2022 | 1 |
-15.37% | Jan 2023 | Mar 2023 | 2 |
-10.95% | Aug 2023 | Oct 2023 | 2 |
-8.58% | Jun 2023 | Jul 2023 | 1 |
-7.37% | Apr 2024 | Sep 2024 | 5 |
-6.87% | Jan 2024 | Feb 2024 | 1 |
-6.82% | Dec 2024 | - | 16 |
-2.04% | Nov 2021 | Sep 2022 | 10 |