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0%
This Month
+0.22%
Year To Date
+1.79%
2 Years
+14.57%
5 Years
+14.57%
10 Years
+5.79%
Annualized
Performance Metrics
Score 3.1/10
Beta
0.42
0.42
0
0.8
1.2
0
2
Sharpe Ratio
0.24
0.24
0
0.5
1
1.5
1.5
Sortino Ratio
0.36
0.36
0
1
2
3
3
Jensen's Alpha
-6.07
-6.07
-7
0
2
4.5
4.5
Omega Ratio
0.16
0.16
0
1
1.5
2.5
2.5
Treynor Ratio
0.32
0.32
0
0.75
1.25
2
2
Information Ratio
-2.09
-2.09
-3
0.3
0.6
1
1
Calmar Ratio
0.81
0.81
0
0.3
0.6
1
1
Beta
0.42
0.42
0
0.8
1.2
0
2
Sharpe Ratio
0.24
0.24
0
0.5
1
1.5
1.5
Sortino Ratio
0.36
0.36
0
1
2
3
3
Jensen's Alpha
-6.07
-6.07
-7
0
2
4.5
4.5
Omega Ratio
0.16
0.16
0
1
1.5
2.5
2.5
Treynor Ratio
0.32
0.32
0
0.75
1.25
2
2
Information Ratio
-2.09
-2.09
-3
0.3
0.6
1
1
Calmar Ratio
0.81
0.81
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 |
|---|---|---|---|
-7.42% | Oct 2024 | - | 18 |
-3.19% | Apr 2024 | May 2024 | 1 |