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0%
This Month
0%
Year To Date
+104.58%
2 Years
+658.78%
5 Years
+738.81%
10 Years
+47.21%
Annualized
Performance Metrics
Score 7.7/10
Beta
1.76
1.76
0
0.8
1.2
0
2
Sharpe Ratio
0.61
0.61
0
0.5
1
1.5
1.5
Sortino Ratio
3.26
3.26
0
1
2
4
4
Jensen's Alpha
50.47
50.47
-2
0
2
51
51
Omega Ratio
2.53
2.53
0
1
1.5
3
3
Treynor Ratio
3.01
3.01
0
0.75
1.25
4
4
Information Ratio
0.5
0.5
0
0.3
0.6
1
1
Calmar Ratio
0.83
0.83
0
0.3
0.6
1
1
Beta
1.76
1.76
0
0.8
1.2
0
2
Sharpe Ratio
0.61
0.61
0
0.5
1
1.5
1.5
Sortino Ratio
3.26
3.26
0
1
2
4
4
Jensen's Alpha
50.47
50.47
-2
0
2
51
51
Omega Ratio
2.53
2.53
0
1
1.5
3
3
Treynor Ratio
3.01
3.01
0
0.75
1.25
4
4
Information Ratio
0.5
0.5
0
0.3
0.6
1
1
Calmar Ratio
0.83
0.83
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 |
|---|---|---|---|
-58.8% | May 2021 | Nov 2022 | 18 |
-15.04% | Dec 2024 | Jan 2025 | 1 |
-14.85% | Aug 2023 | Nov 2024 | 15 |
-5.25% | Feb 2021 | Apr 2021 | 2 |
-3.43% | Feb 2025 | Apr 2025 | 2 |