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+6.39%
This Month
-3.44%
Year To Date
+106.42%
2 Years
+42.03%
5 Years
+42.03%
10 Years
+8.11%
Annualized
Performance Metrics
Score 4.9/10
Beta
1.51
1.51
0
0.8
1.2
0
2
Sharpe Ratio
0.32
0.32
0
0.5
1
1.5
1.5
Sortino Ratio
0.51
0.51
0
1
2
3
3
Jensen's Alpha
3.23
3.23
-2
0
2
4.5
4.5
Omega Ratio
1.13
1.13
0
1
1.5
2.5
2.5
Treynor Ratio
0.96
0.96
0
0.75
1.25
2
2
Information Ratio
0.16
0.16
0
0.3
0.6
1
1
Calmar Ratio
0.08
0.08
0
0.3
0.6
1
1
Beta
1.51
1.51
0
0.8
1.2
0
2
Sharpe Ratio
0.32
0.32
0
0.5
1
1.5
1.5
Sortino Ratio
0.51
0.51
0
1
2
3
3
Jensen's Alpha
3.23
3.23
-2
0
2
4.5
4.5
Omega Ratio
1.13
1.13
0
1
1.5
2.5
2.5
Treynor Ratio
0.96
0.96
0
0.75
1.25
2
2
Information Ratio
0.16
0.16
0
0.3
0.6
1
1
Calmar Ratio
0.08
0.08
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 |
|---|---|---|---|
-72.77% | Nov 2021 | Nov 2024 | 36 |
-39.35% | May 2021 | Oct 2021 | 5 |
-29.56% | Jun 2025 | - | 10 |
-2.92% | Mar 2025 | Apr 2025 | 1 |