Loading...
+0.73%
This Month
-5.04%
Year To Date
+106.36%
2 Years
+256.61%
5 Years
+256.61%
10 Years
+33.36%
Annualized
Performance Metrics
Score 7.9/10
Beta
1.43
1.43
0
0.8
1.2
0
2
Sharpe Ratio
0.87
0.87
0
0.5
1
1.5
1.5
Sortino Ratio
1.8
1.8
0
1
2
3
3
Jensen's Alpha
23.61
23.61
-2
0
2
24
24
Omega Ratio
1.91
1.91
0
1
1.5
2.5
2.5
Treynor Ratio
1.87
1.87
0
0.75
1.25
2
2
Information Ratio
0.81
0.81
0
0.3
0.6
1
1
Calmar Ratio
1.08
1.08
0
0.3
0.6
2
2
Beta
1.43
1.43
0
0.8
1.2
0
2
Sharpe Ratio
0.87
0.87
0
0.5
1
1.5
1.5
Sortino Ratio
1.8
1.8
0
1
2
3
3
Jensen's Alpha
23.61
23.61
-2
0
2
24
24
Omega Ratio
1.91
1.91
0
1
1.5
2.5
2.5
Treynor Ratio
1.87
1.87
0
0.75
1.25
2
2
Information Ratio
0.81
0.81
0
0.3
0.6
1
1
Calmar Ratio
1.08
1.08
0
0.3
0.6
2
2
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 |
|---|---|---|---|
-27.35% | Jan 2022 | Mar 2023 | 14 |
-15.12% | Oct 2023 | Nov 2023 | 1 |
-10.8% | Jan 2024 | Feb 2024 | 1 |
-10.03% | Apr 2023 | Jun 2023 | 2 |
-7.18% | Jan 2026 | - | 4 |
-5.09% | Jun 2025 | Sep 2025 | 3 |
-3.33% | Oct 2024 | Nov 2024 | 1 |
-3.26% | Apr 2024 | May 2024 | 1 |
-1.95% | Nov 2025 | Dec 2025 | 1 |
-0.43% | Aug 2023 | Sep 2023 | 1 |