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0%
This Month
+10.42%
Year To Date
+56.91%
2 Years
+30.6%
5 Years
+30.6%
10 Years
+6.23%
Annualized
Performance Metrics
Score 5.5/10
Beta
0.15
0.15
0
0.8
1.2
0
2
Sharpe Ratio
0.28
0.28
0
0.5
1
1.5
1.5
Sortino Ratio
0.5
0.5
0
1
2
3
3
Jensen's Alpha
1.86
1.86
-2
0
2
4.5
4.5
Omega Ratio
0.84
0.84
0
1
1.5
2.5
2.5
Treynor Ratio
1.59
1.59
0
0.75
1.25
2
2
Information Ratio
-0.25
-0.25
-1
0.3
0.6
1
1
Calmar Ratio
0.3
0.3
0
0.3
0.6
1
1
Beta
0.15
0.15
0
0.8
1.2
0
2
Sharpe Ratio
0.28
0.28
0
0.5
1
1.5
1.5
Sortino Ratio
0.5
0.5
0
1
2
3
3
Jensen's Alpha
1.86
1.86
-2
0
2
4.5
4.5
Omega Ratio
0.84
0.84
0
1
1.5
2.5
2.5
Treynor Ratio
1.59
1.59
0
0.75
1.25
2
2
Information Ratio
-0.25
-0.25
-1
0.3
0.6
1
1
Calmar Ratio
0.3
0.3
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 |
|---|---|---|---|
-17.72% | Dec 2021 | May 2025 | 41 |
-1.4% | Jul 2025 | Aug 2025 | 1 |