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-0.82%
This Month
-0.82%
Year To Date
-2.4%
2 Years
+13.64%
5 Years
+187.91%
10 Years
+12%
Annualized
Performance Metrics
Score 5.9/10
Beta
0.77
0.77
0
0.8
1.2
0
2
Sharpe Ratio
0.43
0.43
0
0.5
1
1.5
1.5
Sortino Ratio
0.69
0.69
0
1
2
3
3
Jensen's Alpha
8
8
-2
0
2
8
8
Omega Ratio
1.13
1.13
0
1
1.5
2.5
2.5
Treynor Ratio
1.8
1.8
0
0.75
1.25
2
2
Information Ratio
0.14
0.14
0
0.3
0.6
1
1
Calmar Ratio
0.22
0.22
0
0.3
0.6
1
1
Beta
0.77
0.77
0
0.8
1.2
0
2
Sharpe Ratio
0.43
0.43
0
0.5
1
1.5
1.5
Sortino Ratio
0.69
0.69
0
1
2
3
3
Jensen's Alpha
8
8
-2
0
2
8
8
Omega Ratio
1.13
1.13
0
1
1.5
2.5
2.5
Treynor Ratio
1.8
1.8
0
0.75
1.25
2
2
Information Ratio
0.14
0.14
0
0.3
0.6
1
1
Calmar Ratio
0.22
0.22
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 |
|---|---|---|---|
-55.73% | Jun 2018 | Dec 2020 | 30 |
-36.95% | Oct 2016 | Jan 2017 | 3 |
-18.31% | Apr 2023 | May 2025 | 25 |
-16.22% | Jun 2025 | - | 8 |
-13.43% | Sep 2017 | Jan 2018 | 4 |
-12.29% | Jun 2021 | Nov 2022 | 17 |
-3.34% | Feb 2021 | Mar 2021 | 1 |
-1.44% | Jan 2023 | Feb 2023 | 1 |
-1.26% | Mar 2018 | Apr 2018 | 1 |