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0%
This Month
-14.81%
Year To Date
+64.03%
2 Years
+728.42%
5 Years
+728.42%
10 Years
+126.7%
Annualized
Performance Metrics
Score 8.1/10
Beta
6.7
6.7
0
0.8
1.2
0
7
Sharpe Ratio
1.09
1.09
0
0.5
1
2
2
Sortino Ratio
3.49
3.49
0
1
2
4
4
Jensen's Alpha
45.69
45.69
-2
0
2
46
46
Omega Ratio
2.64
2.64
0
1
1.5
3
3
Treynor Ratio
1.87
1.87
0
0.75
1.25
2
2
Information Ratio
1.01
1.01
0
0.3
0.6
2
2
Calmar Ratio
1.84
1.84
0
0.3
0.6
2
2
Beta
6.7
6.7
0
0.8
1.2
0
7
Sharpe Ratio
1.09
1.09
0
0.5
1
2
2
Sortino Ratio
3.49
3.49
0
1
2
4
4
Jensen's Alpha
45.69
45.69
-2
0
2
46
46
Omega Ratio
2.64
2.64
0
1
1.5
3
3
Treynor Ratio
1.87
1.87
0
0.75
1.25
2
2
Information Ratio
1.01
1.01
0
0.3
0.6
2
2
Calmar Ratio
1.84
1.84
0
0.3
0.6
2
2
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 |
|---|---|---|---|
-76.1% | Dec 2024 | - | 17 |
-8.77% | Apr 2024 | May 2024 | 1 |
-5.44% | Jul 2024 | Sep 2024 | 2 |