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+0.35%
This Month
-7.46%
Year To Date
+943.04%
2 Years
+1734.4%
5 Years
+8.73%
10 Years
+1.03%
Annualized
Performance Metrics
Score 6.2/10
Beta
1.4
1.4
0
0.8
1.2
0
2
Sharpe Ratio
0.36
0.36
0
0.5
1
1.5
1.5
Sortino Ratio
1.43
1.43
0
1
2
3
3
Jensen's Alpha
68.46
68.46
-2
0
2
69
69
Omega Ratio
1.65
1.65
0
1
1.5
2.5
2.5
Treynor Ratio
4.08
4.08
0
0.75
1.25
5
5
Information Ratio
0.3
0.3
0
0.3
0.6
1
1
Calmar Ratio
0.01
0.01
0
0.3
0.6
1
1
Beta
1.4
1.4
0
0.8
1.2
0
2
Sharpe Ratio
0.36
0.36
0
0.5
1
1.5
1.5
Sortino Ratio
1.43
1.43
0
1
2
3
3
Jensen's Alpha
68.46
68.46
-2
0
2
69
69
Omega Ratio
1.65
1.65
0
1
1.5
2.5
2.5
Treynor Ratio
4.08
4.08
0
0.75
1.25
5
5
Information Ratio
0.3
0.3
0
0.3
0.6
1
1
Calmar Ratio
0.01
0.01
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 |
|---|---|---|---|
-96.47% | Feb 2018 | Dec 2024 | 82 |
-58.05% | Jan 2025 | - | 14 |