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0%
This Month
-1.28%
Year To Date
+61.71%
2 Years
+105.66%
5 Years
+642.68%
10 Years
+18.54%
Annualized
Performance Metrics
Score 7/10
Beta
0.93
0.93
0
0.8
1.2
0
2
Sharpe Ratio
0.71
0.71
0
0.5
1
1.5
1.5
Sortino Ratio
1.46
1.46
0
1
2
3
3
Jensen's Alpha
13.76
13.76
-2
0
2
14
14
Omega Ratio
1.53
1.53
0
1
1.5
2.5
2.5
Treynor Ratio
2.06
2.06
0
0.75
1.25
3
3
Information Ratio
0.41
0.41
0
0.3
0.6
1
1
Calmar Ratio
0.42
0.42
0
0.3
0.6
1
1
Beta
0.93
0.93
0
0.8
1.2
0
2
Sharpe Ratio
0.71
0.71
0
0.5
1
1.5
1.5
Sortino Ratio
1.46
1.46
0
1
2
3
3
Jensen's Alpha
13.76
13.76
-2
0
2
14
14
Omega Ratio
1.53
1.53
0
1
1.5
2.5
2.5
Treynor Ratio
2.06
2.06
0
0.75
1.25
3
3
Information Ratio
0.41
0.41
0
0.3
0.6
1
1
Calmar Ratio
0.42
0.42
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 |
|---|---|---|---|
-52.76% | Apr 2022 | Feb 2024 | 22 |
-15.78% | Dec 2024 | Jun 2025 | 6 |
-15.3% | Jan 2020 | May 2020 | 4 |
-13.09% | Sep 2017 | Nov 2017 | 2 |
-10.59% | Apr 2024 | Jun 2024 | 2 |
-9.01% | Feb 2021 | Feb 2022 | 12 |
-6.87% | Nov 2025 | - | 6 |
-3.03% | Sep 2019 | Dec 2019 | 3 |
-2.98% | Jul 2024 | Sep 2024 | 2 |
-1.86% | Sep 2020 | Nov 2020 | 2 |
-0.76% | Apr 2014 | May 2014 | 1 |
-0.72% | Aug 2025 | Sep 2025 | 1 |