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0%
This Month
0%
Year To Date
+55.5%
2 Years
+503.53%
5 Years
+503.53%
10 Years
+100.54%
Annualized
Performance Metrics
Score 8.3/10
Beta
2.36
2.36
0
0.8
1.2
0
3
Sharpe Ratio
1.21
1.21
0
0.5
1
2
2
Sortino Ratio
3.37
3.37
0
1
2
4
4
Jensen's Alpha
41.46
41.46
-2
0
2
42
42
Omega Ratio
2.57
2.57
0
1
1.5
3
3
Treynor Ratio
2.52
2.52
0
0.75
1.25
3
3
Information Ratio
1.03
1.03
0
0.3
0.6
2
2
Calmar Ratio
2.11
2.11
0
0.3
0.6
3
3
Beta
2.36
2.36
0
0.8
1.2
0
3
Sharpe Ratio
1.21
1.21
0
0.5
1
2
2
Sortino Ratio
3.37
3.37
0
1
2
4
4
Jensen's Alpha
41.46
41.46
-2
0
2
42
42
Omega Ratio
2.57
2.57
0
1
1.5
3
3
Treynor Ratio
2.52
2.52
0
0.75
1.25
3
3
Information Ratio
1.03
1.03
0
0.3
0.6
2
2
Calmar Ratio
2.11
2.11
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 |
|---|---|---|---|
-38.8% | Aug 2024 | Jul 2025 | 11 |
-18.45% | Sep 2023 | Dec 2023 | 3 |
-8.74% | Jan 2024 | Feb 2024 | 1 |
-4.41% | Aug 2025 | - | 9 |
-3.69% | Apr 2024 | May 2024 | 1 |