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+0.64%
This Month
+0.64%
Year To Date
+20.22%
2 Years
+14.75%
5 Years
+13.32%
10 Years
+2.45%
Annualized
Performance Metrics
Score 2.8/10
Beta
0.41
0.41
0
0.8
1.2
0
2
Sharpe Ratio
-0.03
-0.03
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.04
-0.04
-1
1
2
3
3
Jensen's Alpha
-4.7
-4.7
-5
0
2
4.5
4.5
Omega Ratio
0.5
0.5
0
1
1.5
2.5
2.5
Treynor Ratio
-0.06
-0.06
-1
0.75
1.25
2
2
Information Ratio
-0.96
-0.96
-1
0.3
0.6
1
1
Calmar Ratio
0.16
0.16
0
0.3
0.6
1
1
Beta
0.41
0.41
0
0.8
1.2
0
2
Sharpe Ratio
-0.03
-0.03
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.04
-0.04
-1
1
2
3
3
Jensen's Alpha
-4.7
-4.7
-5
0
2
4.5
4.5
Omega Ratio
0.5
0.5
0
1
1.5
2.5
2.5
Treynor Ratio
-0.06
-0.06
-1
0.75
1.25
2
2
Information Ratio
-0.96
-0.96
-1
0.3
0.6
1
1
Calmar Ratio
0.16
0.16
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 |
|---|---|---|---|
-14.48% | Jan 2022 | Nov 2024 | 34 |
-6.38% | Dec 2024 | Jun 2025 | 6 |
-4.59% | May 2021 | Dec 2021 | 7 |
-3.15% | Oct 2025 | - | 4 |
-1.25% | Jan 2021 | Mar 2021 | 2 |
-0.57% | Jul 2025 | Aug 2025 | 1 |