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+1.25%
This Month
+4.1%
Year To Date
+53.51%
2 Years
+272.67%
5 Years
+306.58%
10 Years
+35.06%
Annualized
Performance Metrics
Score 6.7/10
Beta
1.98
1.98
0
0.8
1.2
0
2
Sharpe Ratio
0.76
0.76
0
0.5
1
1.5
1.5
Sortino Ratio
1.26
1.26
0
1
2
3
3
Jensen's Alpha
15.79
15.79
-2
0
2
16
16
Omega Ratio
1.76
1.76
0
1
1.5
2.5
2.5
Treynor Ratio
1.23
1.23
0
0.75
1.25
2
2
Information Ratio
0.78
0.78
0
0.3
0.6
1
1
Calmar Ratio
0.5
0.5
0
0.3
0.6
1
1
Beta
1.98
1.98
0
0.8
1.2
0
2
Sharpe Ratio
0.76
0.76
0
0.5
1
1.5
1.5
Sortino Ratio
1.26
1.26
0
1
2
3
3
Jensen's Alpha
15.79
15.79
-2
0
2
16
16
Omega Ratio
1.76
1.76
0
1
1.5
2.5
2.5
Treynor Ratio
1.23
1.23
0
0.75
1.25
2
2
Information Ratio
0.78
0.78
0
0.3
0.6
1
1
Calmar Ratio
0.5
0.5
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 |
|---|---|---|---|
-57.11% | Dec 2021 | Jul 2023 | 19 |
-20.24% | Dec 2024 | Jun 2025 | 6 |
-19.62% | Nov 2025 | - | 7 |
-15.63% | Sep 2021 | Nov 2021 | 2 |
-10.35% | Sep 2023 | Nov 2023 | 2 |
-7.46% | Apr 2024 | May 2024 | 1 |
-4.35% | Jul 2024 | Oct 2024 | 3 |