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0%
This Month
0%
Year To Date
+315.35%
2 Years
+387.12%
5 Years
+387.12%
10 Years
+88.39%
Annualized
Performance Metrics
Score 8.5/10
Beta
1.87
1.87
0
0.8
1.2
0
2
Sharpe Ratio
1.48
1.48
0
0.5
1
2
2
Sortino Ratio
3.93
3.93
0
1
2
4
4
Jensen's Alpha
52.82
52.82
-2
0
2
53
53
Omega Ratio
3.78
3.78
0
1
1.5
4
4
Treynor Ratio
2.98
2.98
0
0.75
1.25
3
3
Information Ratio
1.33
1.33
0
0.3
0.6
2
2
Calmar Ratio
3.97
3.97
0
0.3
0.6
4
4
Beta
1.87
1.87
0
0.8
1.2
0
2
Sharpe Ratio
1.48
1.48
0
0.5
1
2
2
Sortino Ratio
3.93
3.93
0
1
2
4
4
Jensen's Alpha
52.82
52.82
-2
0
2
53
53
Omega Ratio
3.78
3.78
0
1
1.5
4
4
Treynor Ratio
2.98
2.98
0
0.75
1.25
3
3
Information Ratio
1.33
1.33
0
0.3
0.6
2
2
Calmar Ratio
3.97
3.97
0
0.3
0.6
4
4
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 |
|---|---|---|---|
-21.3% | Nov 2025 | - | 5 |
-12.18% | Mar 2025 | Apr 2025 | 1 |
-9.37% | Apr 2024 | Sep 2024 | 5 |
-3.99% | Dec 2024 | Jan 2025 | 1 |
-3.37% | Sep 2023 | Nov 2023 | 2 |