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0%
This Month
0%
Year To Date
-24.03%
2 Years
-34.71%
5 Years
-47.45%
10 Years
-7.5%
Annualized
Performance Metrics
Score 3.8/10
Beta
-0.27
-0.27
-1
0.8
1.2
-1
2
Sharpe Ratio
-0.55
-0.55
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.69
-0.69
-1
1
2
3
3
Jensen's Alpha
-5.95
-5.95
-6
0
2
4.5
4.5
Omega Ratio
0.57
0.57
0
1
1.5
2.5
2.5
Treynor Ratio
2.82
2.82
0
0.75
1.25
3
3
Information Ratio
-0.77
-0.77
-1
0.3
0.6
1
1
Calmar Ratio
-0.16
-0.16
-1
0.3
0.6
1
1
Beta
-0.27
-0.27
-1
0.8
1.2
-1
2
Sharpe Ratio
-0.55
-0.55
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.69
-0.69
-1
1
2
3
3
Jensen's Alpha
-5.95
-5.95
-6
0
2
4.5
4.5
Omega Ratio
0.57
0.57
0
1
1.5
2.5
2.5
Treynor Ratio
2.82
2.82
0
0.75
1.25
3
3
Information Ratio
-0.77
-0.77
-1
0.3
0.6
1
1
Calmar Ratio
-0.16
-0.16
-1
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 |
|---|---|---|---|
-44.5% | Jan 2018 | - | 98 |