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-1.89%
This Month
-2.31%
Year To Date
+11.04%
2 Years
+6.96%
5 Years
+19.34%
10 Years
+3.27%
Annualized
Performance Metrics
Score 3.2/10
Beta
0.4
0.4
0
0.8
1.2
0
2
Sharpe Ratio
0.11
0.11
0
0.5
1
1.5
1.5
Sortino Ratio
0.17
0.17
0
1
2
3
3
Jensen's Alpha
-2.88
-2.88
-3
0
2
4.5
4.5
Omega Ratio
0.67
0.67
0
1
1.5
2.5
2.5
Treynor Ratio
0.38
0.38
0
0.75
1.25
2
2
Information Ratio
-0.58
-0.58
-1
0.3
0.6
1
1
Calmar Ratio
0.16
0.16
0
0.3
0.6
1
1
Beta
0.4
0.4
0
0.8
1.2
0
2
Sharpe Ratio
0.11
0.11
0
0.5
1
1.5
1.5
Sortino Ratio
0.17
0.17
0
1
2
3
3
Jensen's Alpha
-2.88
-2.88
-3
0
2
4.5
4.5
Omega Ratio
0.67
0.67
0
1
1.5
2.5
2.5
Treynor Ratio
0.38
0.38
0
0.75
1.25
2
2
Information Ratio
-0.58
-0.58
-1
0.3
0.6
1
1
Calmar Ratio
0.16
0.16
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 |
|---|---|---|---|
-22.46% | Mar 2021 | Oct 2024 | 43 |
-14.59% | Nov 2025 | - | 5 |
-11.79% | Dec 2024 | Oct 2025 | 10 |
-1.77% | Sep 2020 | Nov 2020 | 2 |
-0.75% | Dec 2020 | Jan 2021 | 1 |