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0%
This Month
+5.98%
Year To Date
+62.08%
2 Years
+28.21%
5 Years
+28.21%
10 Years
+10.45%
Annualized
Performance Metrics
Score 6.3/10
Beta
0.31
0.31
0
0.8
1.2
0
2
Sharpe Ratio
0.51
0.51
0
0.5
1
1.5
1.5
Sortino Ratio
0.89
0.89
0
1
2
3
3
Jensen's Alpha
58.88
58.88
-2
0
2
59
59
Omega Ratio
1.33
1.33
0
1
1.5
2.5
2.5
Treynor Ratio
14.04
14.04
0
0.75
1.25
15
15
Information Ratio
0.37
0.37
0
0.3
0.6
1
1
Calmar Ratio
0.14
0.14
0
0.3
0.6
1
1
Beta
0.31
0.31
0
0.8
1.2
0
2
Sharpe Ratio
0.51
0.51
0
0.5
1
1.5
1.5
Sortino Ratio
0.89
0.89
0
1
2
3
3
Jensen's Alpha
58.88
58.88
-2
0
2
59
59
Omega Ratio
1.33
1.33
0
1
1.5
2.5
2.5
Treynor Ratio
14.04
14.04
0
0.75
1.25
15
15
Information Ratio
0.37
0.37
0
0.3
0.6
1
1
Calmar Ratio
0.14
0.14
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 |
|---|---|---|---|
-66.04% | Jun 2024 | Oct 2025 | 16 |
-35.74% | Dec 2023 | Feb 2024 | 2 |
-31.03% | Aug 2023 | Nov 2023 | 3 |
-2.23% | Mar 2024 | Apr 2024 | 1 |