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0%
This Month
0%
Year To Date
+27.67%
2 Years
-29.32%
5 Years
+152.95%
10 Years
+18.08%
Annualized
Performance Metrics
Score 5.6/10
Beta
2.33
2.33
0
0.8
1.2
0
3
Sharpe Ratio
0.51
0.51
0
0.5
1
1.5
1.5
Sortino Ratio
0.95
0.95
0
1
2
3
3
Jensen's Alpha
6.67
6.67
-2
0
2
7
7
Omega Ratio
1.35
1.35
0
1
1.5
2.5
2.5
Treynor Ratio
1.23
1.23
0
0.75
1.25
2
2
Information Ratio
0.36
0.36
0
0.3
0.6
1
1
Calmar Ratio
0.25
0.25
0
0.3
0.6
1
1
Beta
2.33
2.33
0
0.8
1.2
0
3
Sharpe Ratio
0.51
0.51
0
0.5
1
1.5
1.5
Sortino Ratio
0.95
0.95
0
1
2
3
3
Jensen's Alpha
6.67
6.67
-2
0
2
7
7
Omega Ratio
1.35
1.35
0
1
1.5
2.5
2.5
Treynor Ratio
1.23
1.23
0
0.75
1.25
2
2
Information Ratio
0.36
0.36
0
0.3
0.6
1
1
Calmar Ratio
0.25
0.25
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 |
|---|---|---|---|
-73.55% | May 2021 | - | 60 |
-5.38% | Sep 2020 | Oct 2020 | 1 |