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0%
This Month
0%
Year To Date
+10.01%
2 Years
+93.08%
5 Years
+93.08%
10 Years
+21.24%
Annualized
Performance Metrics
Score 7.4/10
Beta
0.61
0.61
0
0.8
1.2
0
2
Sharpe Ratio
1.02
1.02
0
0.5
1
2
2
Sortino Ratio
2.27
2.27
0
1
2
3
3
Jensen's Alpha
8.3
8.3
-2
0
2
9
9
Omega Ratio
1.13
1.13
0
1
1.5
2.5
2.5
Treynor Ratio
2.28
2.28
0
0.75
1.25
3
3
Information Ratio
0.16
0.16
0
0.3
0.6
1
1
Calmar Ratio
2.51
2.51
0
0.3
0.6
3
3
Beta
0.61
0.61
0
0.8
1.2
0
2
Sharpe Ratio
1.02
1.02
0
0.5
1
2
2
Sortino Ratio
2.27
2.27
0
1
2
3
3
Jensen's Alpha
8.3
8.3
-2
0
2
9
9
Omega Ratio
1.13
1.13
0
1
1.5
2.5
2.5
Treynor Ratio
2.28
2.28
0
0.75
1.25
3
3
Information Ratio
0.16
0.16
0
0.3
0.6
1
1
Calmar Ratio
2.51
2.51
0
0.3
0.6
3
3
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 |
|---|---|---|---|
-8.69% | Apr 2024 | Jan 2025 | 9 |
-8.34% | Aug 2023 | Dec 2023 | 4 |
-4.42% | Jan 2024 | Feb 2024 | 1 |
-2.91% | May 2023 | Jun 2023 | 1 |