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0%
This Month
0%
Year To Date
+78.81%
2 Years
+44.42%
5 Years
+65.62%
10 Years
+11.64%
Annualized
Performance Metrics
Score 5.2/10
Beta
3.03
3.03
0
0.8
1.2
0
4
Sharpe Ratio
0.41
0.41
0
0.5
1
1.5
1.5
Sortino Ratio
0.84
0.84
0
1
2
3
3
Jensen's Alpha
3.19
3.19
-2
0
2
4.5
4.5
Omega Ratio
1.34
1.34
0
1
1.5
2.5
2.5
Treynor Ratio
0.87
0.87
0
0.75
1.25
2
2
Information Ratio
0.32
0.32
0
0.3
0.6
1
1
Calmar Ratio
0.14
0.14
0
0.3
0.6
1
1
Beta
3.03
3.03
0
0.8
1.2
0
4
Sharpe Ratio
0.41
0.41
0
0.5
1
1.5
1.5
Sortino Ratio
0.84
0.84
0
1
2
3
3
Jensen's Alpha
3.19
3.19
-2
0
2
4.5
4.5
Omega Ratio
1.34
1.34
0
1
1.5
2.5
2.5
Treynor Ratio
0.87
0.87
0
0.75
1.25
2
2
Information Ratio
0.32
0.32
0
0.3
0.6
1
1
Calmar Ratio
0.14
0.14
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 |
|---|---|---|---|
-75.01% | Nov 2021 | - | 54 |
-17.73% | May 2021 | Aug 2021 | 3 |
-12.35% | Sep 2021 | Oct 2021 | 1 |