Loading...
0%
This Month
+7.86%
Year To Date
+96.68%
2 Years
+60.42%
5 Years
+1558.65%
10 Years
+30.4%
Annualized
Performance Metrics
Score 6.7/10
Beta
-0.18
-0.18
-1
0.8
1.2
-1
2
Sharpe Ratio
0.67
0.67
0
0.5
1
1.5
1.5
Sortino Ratio
1.55
1.55
0
1
2
3
3
Jensen's Alpha
61.43
61.43
-2
0
2
62
62
Omega Ratio
1.6
1.6
0
1
1.5
2.5
2.5
Treynor Ratio
-21.57
-21.57
-22
0.75
1.25
2
2
Information Ratio
0.49
0.49
0
0.3
0.6
1
1
Calmar Ratio
0.41
0.41
0
0.3
0.6
1
1
Beta
-0.18
-0.18
-1
0.8
1.2
-1
2
Sharpe Ratio
0.67
0.67
0
0.5
1
1.5
1.5
Sortino Ratio
1.55
1.55
0
1
2
3
3
Jensen's Alpha
61.43
61.43
-2
0
2
62
62
Omega Ratio
1.6
1.6
0
1
1.5
2.5
2.5
Treynor Ratio
-21.57
-21.57
-22
0.75
1.25
2
2
Information Ratio
0.49
0.49
0
0.3
0.6
1
1
Calmar Ratio
0.41
0.41
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 |
|---|---|---|---|
-81.38% | Aug 2018 | Dec 2020 | 28 |
-47.16% | May 2022 | Jan 2026 | 44 |
-26.52% | Apr 2016 | May 2016 | 1 |
-21.33% | Oct 2016 | Nov 2016 | 1 |
-20.71% | May 2017 | Feb 2018 | 9 |
-18.62% | Feb 2021 | Feb 2022 | 12 |
-18.21% | Mar 2015 | Nov 2015 | 8 |
-14.59% | May 2018 | Jun 2018 | 1 |
-14.18% | Dec 2016 | Jan 2017 | 1 |
-12.43% | Jan 2016 | Mar 2016 | 2 |
-4.05% | Jun 2016 | Jul 2016 | 1 |
-2.4% | Oct 2014 | Nov 2014 | 1 |
-1.33% | Jan 2015 | Feb 2015 | 1 |