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0%
This Month
+1.58%
Year To Date
+50.69%
2 Years
+2.92%
5 Years
+2.92%
10 Years
+0.65%
Annualized
Performance Metrics
Score 2.7/10
Beta
0.36
0.36
0
0.8
1.2
0
2
Sharpe Ratio
-0.02
-0.02
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.02
-0.02
-1
1
2
3
3
Jensen's Alpha
-2.95
-2.95
-3
0
2
4.5
4.5
Omega Ratio
0.73
0.73
0
1
1.5
2.5
2.5
Treynor Ratio
-0.1
-0.1
-1
0.75
1.25
2
2
Information Ratio
-0.33
-0.33
-1
0.3
0.6
1
1
Calmar Ratio
0.01
0.01
0
0.3
0.6
1
1
Beta
0.36
0.36
0
0.8
1.2
0
2
Sharpe Ratio
-0.02
-0.02
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.02
-0.02
-1
1
2
3
3
Jensen's Alpha
-2.95
-2.95
-3
0
2
4.5
4.5
Omega Ratio
0.73
0.73
0
1
1.5
2.5
2.5
Treynor Ratio
-0.1
-0.1
-1
0.75
1.25
2
2
Information Ratio
-0.33
-0.33
-1
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 |
|---|---|---|---|
-21.01% | Mar 2022 | Dec 2023 | 21 |
-1.77% | Dec 2024 | Jan 2025 | 1 |
-1.57% | Oct 2024 | Nov 2024 | 1 |
-1.01% | Aug 2025 | Dec 2025 | 4 |
-0.89% | Jan 2022 | Feb 2022 | 1 |
-0.76% | Jan 2024 | Mar 2024 | 2 |
-0.18% | Apr 2024 | May 2024 | 1 |