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0%
This Month
+2.18%
Year To Date
+91.19%
2 Years
+50.29%
5 Years
+50.29%
10 Years
+9.86%
Annualized
Performance Metrics
Score 6.1/10
Beta
0.36
0.36
0
0.8
1.2
0
2
Sharpe Ratio
0.35
0.35
0
0.5
1
1.5
1.5
Sortino Ratio
0.89
0.89
0
1
2
3
3
Jensen's Alpha
6.16
6.16
-2
0
2
7
7
Omega Ratio
1.06
1.06
0
1
1.5
2.5
2.5
Treynor Ratio
1.96
1.96
0
0.75
1.25
2
2
Information Ratio
0.07
0.07
0
0.3
0.6
1
1
Calmar Ratio
0.46
0.46
0
0.3
0.6
1
1
Beta
0.36
0.36
0
0.8
1.2
0
2
Sharpe Ratio
0.35
0.35
0
0.5
1
1.5
1.5
Sortino Ratio
0.89
0.89
0
1
2
3
3
Jensen's Alpha
6.16
6.16
-2
0
2
7
7
Omega Ratio
1.06
1.06
0
1
1.5
2.5
2.5
Treynor Ratio
1.96
1.96
0
0.75
1.25
2
2
Information Ratio
0.07
0.07
0
0.3
0.6
1
1
Calmar Ratio
0.46
0.46
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 |
|---|---|---|---|
-21.98% | Feb 2022 | Apr 2025 | 38 |
-1.76% | Feb 2026 | - | 3 |
-1.4% | Jul 2025 | Sep 2025 | 2 |
-0.14% | Oct 2025 | Nov 2025 | 1 |