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0%
This Month
0%
Year To Date
+384.42%
2 Years
+105.34%
5 Years
+105.34%
10 Years
+30.97%
Annualized
Performance Metrics
Score 6.1/10
Beta
-0.6
-0.6
-1
0.8
1.2
-1
2
Sharpe Ratio
0.64
0.64
0
0.5
1
1.5
1.5
Sortino Ratio
1.09
1.09
0
1
2
3
3
Jensen's Alpha
53.7
53.7
-2
0
2
54
54
Omega Ratio
1.51
1.51
0
1
1.5
2.5
2.5
Treynor Ratio
-4.94
-4.94
-5
0.75
1.25
2
2
Information Ratio
0.39
0.39
0
0.3
0.6
1
1
Calmar Ratio
0.44
0.44
0
0.3
0.6
1
1
Beta
-0.6
-0.6
-1
0.8
1.2
-1
2
Sharpe Ratio
0.64
0.64
0
0.5
1
1.5
1.5
Sortino Ratio
1.09
1.09
0
1
2
3
3
Jensen's Alpha
53.7
53.7
-2
0
2
54
54
Omega Ratio
1.51
1.51
0
1
1.5
2.5
2.5
Treynor Ratio
-4.94
-4.94
-5
0.75
1.25
2
2
Information Ratio
0.39
0.39
0
0.3
0.6
1
1
Calmar Ratio
0.44
0.44
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 |
|---|---|---|---|
-10.34% | Oct 2024 | Nov 2024 | 1 |
-9.61% | Apr 2023 | Jul 2024 | 15 |
-3.01% | Dec 2024 | Jan 2025 | 1 |
-1.21% | Aug 2025 | - | 10 |