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0%
This Month
-1.07%
Year To Date
+23.27%
2 Years
+58.78%
5 Years
+58.78%
10 Years
+14.12%
Annualized
Performance Metrics
Score 3.8/10
Beta
1.14
1.14
0
0.8
1.2
0
2
Sharpe Ratio
0.47
0.47
0
0.5
1
1.5
1.5
Sortino Ratio
0.75
0.75
0
1
2
3
3
Jensen's Alpha
-2
-2
-3
0
2
4.5
4.5
Omega Ratio
0.98
0.98
0
1
1.5
2.5
2.5
Treynor Ratio
0.77
0.77
0
0.75
1.25
2
2
Information Ratio
-0.03
-0.03
-1
0.3
0.6
1
1
Calmar Ratio
0.62
0.62
0
0.3
0.6
1
1
Beta
1.14
1.14
0
0.8
1.2
0
2
Sharpe Ratio
0.47
0.47
0
0.5
1
1.5
1.5
Sortino Ratio
0.75
0.75
0
1
2
3
3
Jensen's Alpha
-2
-2
-3
0
2
4.5
4.5
Omega Ratio
0.98
0.98
0
1
1.5
2.5
2.5
Treynor Ratio
0.77
0.77
0
0.75
1.25
2
2
Information Ratio
-0.03
-0.03
-1
0.3
0.6
1
1
Calmar Ratio
0.62
0.62
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 |
|---|---|---|---|
-21.26% | Mar 2025 | Aug 2025 | 5 |
-17.01% | Feb 2023 | Nov 2023 | 9 |
-14.56% | Aug 2022 | Nov 2022 | 3 |
-9.92% | Mar 2024 | Nov 2024 | 8 |
-4.56% | Dec 2024 | Feb 2025 | 2 |
-4.08% | Dec 2022 | Jan 2023 | 1 |
-2.75% | Feb 2026 | - | 2 |
-0.55% | Dec 2023 | Jan 2024 | 1 |
-0.32% | Nov 2025 | Dec 2025 | 1 |