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0%
This Month
0%
Year To Date
-19.58%
2 Years
-45.1%
5 Years
-33.34%
10 Years
-7.01%
Annualized
Performance Metrics
Score 3.7/10
Beta
-0.52
-0.52
-1
0.8
1.2
-1
2
Sharpe Ratio
-0.39
-0.39
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.54
-0.54
-1
1
2
3
3
Jensen's Alpha
-1.33
-1.33
-2
0
2
4.5
4.5
Omega Ratio
0.58
0.58
0
1
1.5
2.5
2.5
Treynor Ratio
1.28
1.28
0
0.75
1.25
2
2
Information Ratio
-0.69
-0.69
-1
0.3
0.6
1
1
Calmar Ratio
-0.13
-0.13
-1
0.3
0.6
1
1
Beta
-0.52
-0.52
-1
0.8
1.2
-1
2
Sharpe Ratio
-0.39
-0.39
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.54
-0.54
-1
1
2
3
3
Jensen's Alpha
-1.33
-1.33
-2
0
2
4.5
4.5
Omega Ratio
0.58
0.58
0
1
1.5
2.5
2.5
Treynor Ratio
1.28
1.28
0
0.75
1.25
2
2
Information Ratio
-0.69
-0.69
-1
0.3
0.6
1
1
Calmar Ratio
-0.13
-0.13
-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 |
|---|---|---|---|
-54.08% | Jul 2022 | - | 46 |
-16.18% | Jul 2021 | Apr 2022 | 9 |
-5.95% | Sep 2020 | Nov 2020 | 2 |
-2.79% | Mar 2021 | Jun 2021 | 3 |