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0%
This Month
0%
Year To Date
+33.09%
2 Years
+33.09%
5 Years
+33.09%
10 Years
+12.11%
Annualized
Performance Metrics
Score 6.3/10
Beta
0.4
0.4
0
0.8
1.2
0
2
Sharpe Ratio
0.76
0.76
0
0.5
1
1.5
1.5
Sortino Ratio
1.87
1.87
0
1
2
3
3
Jensen's Alpha
1.11
1.11
-2
0
2
4.5
4.5
Omega Ratio
0.57
0.57
0
1
1.5
2.5
2.5
Treynor Ratio
1.78
1.78
0
0.75
1.25
2
2
Information Ratio
-0.83
-0.83
-1
0.3
0.6
1
1
Calmar Ratio
2.46
2.46
0
0.3
0.6
3
3
Beta
0.4
0.4
0
0.8
1.2
0
2
Sharpe Ratio
0.76
0.76
0
0.5
1
1.5
1.5
Sortino Ratio
1.87
1.87
0
1
2
3
3
Jensen's Alpha
1.11
1.11
-2
0
2
4.5
4.5
Omega Ratio
0.57
0.57
0
1
1.5
2.5
2.5
Treynor Ratio
1.78
1.78
0
0.75
1.25
2
2
Information Ratio
-0.83
-0.83
-1
0.3
0.6
1
1
Calmar Ratio
2.46
2.46
0
0.3
0.6
3
3
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 |
|---|---|---|---|
-5.3% | Feb 2025 | May 2025 | 3 |
-4% | Dec 2024 | Jan 2025 | 1 |
-0.59% | Jul 2025 | Aug 2025 | 1 |