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0%
This Month
0%
Year To Date
+78.61%
2 Years
+106.83%
5 Years
+106.83%
10 Years
+39.85%
Annualized
Performance Metrics
Score 9/10
Beta
0.27
0.27
0
0.8
1.2
0
2
Sharpe Ratio
1.74
1.74
0
0.5
1
2
2
Sortino Ratio
5.84
5.84
0
1
2
6
6
Jensen's Alpha
32.57
32.57
-2
0
2
33
33
Omega Ratio
2.16
2.16
0
1
1.5
3
3
Treynor Ratio
10.25
10.25
0
0.75
1.25
11
11
Information Ratio
0.86
0.86
0
0.3
0.6
1
1
Calmar Ratio
7.85
7.85
0
0.3
0.6
8
8
Beta
0.27
0.27
0
0.8
1.2
0
2
Sharpe Ratio
1.74
1.74
0
0.5
1
2
2
Sortino Ratio
5.84
5.84
0
1
2
6
6
Jensen's Alpha
32.57
32.57
-2
0
2
33
33
Omega Ratio
2.16
2.16
0
1
1.5
3
3
Treynor Ratio
10.25
10.25
0
0.75
1.25
11
11
Information Ratio
0.86
0.86
0
0.3
0.6
1
1
Calmar Ratio
7.85
7.85
0
0.3
0.6
8
8
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 |
|---|---|---|---|
-5.32% | Aug 2024 | Sep 2024 | 1 |
-4.26% | Jun 2024 | Jul 2024 | 1 |
-2.77% | Feb 2025 | May 2025 | 3 |
-1.22% | Oct 2024 | Nov 2024 | 1 |
-0.75% | Dec 2024 | Jan 2025 | 1 |