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0%
This Month
0%
Year To Date
+21.72%
2 Years
+23.51%
5 Years
+23.51%
10 Years
+5.09%
Annualized
Performance Metrics
Score 3.7/10
Beta
0.38
0.38
0
0.8
1.2
0
2
Sharpe Ratio
0.16
0.16
0
0.5
1
1.5
1.5
Sortino Ratio
0.24
0.24
0
1
2
3
3
Jensen's Alpha
-0.9
-0.9
-2
0
2
4.5
4.5
Omega Ratio
0.75
0.75
0
1
1.5
2.5
2.5
Treynor Ratio
0.36
0.36
0
0.75
1.25
2
2
Information Ratio
-0.39
-0.39
-1
0.3
0.6
1
1
Calmar Ratio
0.43
0.43
0
0.3
0.6
1
1
Beta
0.38
0.38
0
0.8
1.2
0
2
Sharpe Ratio
0.16
0.16
0
0.5
1
1.5
1.5
Sortino Ratio
0.24
0.24
0
1
2
3
3
Jensen's Alpha
-0.9
-0.9
-2
0
2
4.5
4.5
Omega Ratio
0.75
0.75
0
1
1.5
2.5
2.5
Treynor Ratio
0.36
0.36
0
0.75
1.25
2
2
Information Ratio
-0.39
-0.39
-1
0.3
0.6
1
1
Calmar Ratio
0.43
0.43
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 |
|---|---|---|---|
-12.17% | Feb 2022 | Mar 2024 | 25 |
-7.53% | Feb 2025 | Jun 2025 | 4 |
-4.99% | Jul 2025 | Aug 2025 | 1 |
-3.67% | Apr 2024 | Aug 2024 | 4 |
-1.75% | Dec 2024 | Jan 2025 | 1 |
-0.07% | Oct 2024 | Nov 2024 | 1 |