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0%
This Month
0%
Year To Date
+185.53%
2 Years
+190.25%
5 Years
+190.25%
10 Years
+60.57%
Annualized
Performance Metrics
Score 8.3/10
Beta
1.94
1.94
0
0.8
1.2
0
2
Sharpe Ratio
1.43
1.43
0
0.5
1
2
2
Sortino Ratio
2.96
2.96
0
1
2
3
3
Jensen's Alpha
13.37
13.37
-2
0
2
14
14
Omega Ratio
2.32
2.32
0
1
1.5
3
3
Treynor Ratio
2.22
2.22
0
0.75
1.25
3
3
Information Ratio
1.03
1.03
0
0.3
0.6
2
2
Calmar Ratio
3.53
3.53
0
0.3
0.6
4
4
Beta
1.94
1.94
0
0.8
1.2
0
2
Sharpe Ratio
1.43
1.43
0
0.5
1
2
2
Sortino Ratio
2.96
2.96
0
1
2
3
3
Jensen's Alpha
13.37
13.37
-2
0
2
14
14
Omega Ratio
2.32
2.32
0
1
1.5
3
3
Treynor Ratio
2.22
2.22
0
0.75
1.25
3
3
Information Ratio
1.03
1.03
0
0.3
0.6
2
2
Calmar Ratio
3.53
3.53
0
0.3
0.6
4
4
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 |
|---|---|---|---|
-17.99% | Apr 2024 | Jul 2024 | 3 |
-15.15% | Nov 2025 | - | 3 |
-7.88% | Jan 2024 | Feb 2024 | 1 |
-3.2% | Feb 2025 | Apr 2025 | 2 |
-2.3% | Dec 2024 | Jan 2025 | 1 |