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+23.33%
This Month
-99.99%
Year To Date
-99.99%
2 Years
-99.98%
5 Years
-99.98%
10 Years
-90.22%
Annualized
Performance Metrics
Score 3.7/10
Beta
-0.36
-0.36
-1
0.8
1.2
-1
2
Sharpe Ratio
-0.19
-0.19
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.2
-0.2
-1
1
2
3
3
Jensen's Alpha
-6.54
-6.54
-7
0
2
4.5
4.5
Omega Ratio
0.54
0.54
0
1
1.5
2.5
2.5
Treynor Ratio
2.33
2.33
0
0.75
1.25
3
3
Information Ratio
-0.34
-0.34
-1
0.3
0.6
1
1
Calmar Ratio
-0.63
-0.63
-1
0.3
0.6
1
1
Beta
-0.36
-0.36
-1
0.8
1.2
-1
2
Sharpe Ratio
-0.19
-0.19
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.2
-0.2
-1
1
2
3
3
Jensen's Alpha
-6.54
-6.54
-7
0
2
4.5
4.5
Omega Ratio
0.54
0.54
0
1
1.5
2.5
2.5
Treynor Ratio
2.33
2.33
0
0.75
1.25
3
3
Information Ratio
-0.34
-0.34
-1
0.3
0.6
1
1
Calmar Ratio
-0.63
-0.63
-1
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 |
|---|---|---|---|
-99.99% | Oct 2025 | - | 9 |
-13.66% | Feb 2025 | Jul 2025 | 5 |
-13.29% | Jul 2022 | Mar 2023 | 8 |
-5.44% | Aug 2023 | Nov 2023 | 3 |
-5.08% | Dec 2024 | Jan 2025 | 1 |
-4.38% | Apr 2024 | May 2024 | 1 |
-2.79% | Aug 2024 | Sep 2024 | 1 |
-1.92% | Apr 2023 | Jun 2023 | 2 |
-1.03% | Jan 2024 | Feb 2024 | 1 |
-0.08% | Jun 2024 | Jul 2024 | 1 |