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0%
This Month
0%
Year To Date
+84.36%
2 Years
+53.5%
5 Years
+2726.28%
10 Years
+47.54%
Annualized
Performance Metrics
Score 7/10
Beta
2.23
2.23
0
0.8
1.2
0
3
Sharpe Ratio
0.79
0.79
0
0.5
1
1.5
1.5
Sortino Ratio
1.53
1.53
0
1
2
3
3
Jensen's Alpha
31.31
31.31
-2
0
2
32
32
Omega Ratio
1.73
1.73
0
1
1.5
2.5
2.5
Treynor Ratio
1.98
1.98
0
0.75
1.25
2
2
Information Ratio
0.68
0.68
0
0.3
0.6
1
1
Calmar Ratio
0.47
0.47
0
0.3
0.6
1
1
Beta
2.23
2.23
0
0.8
1.2
0
3
Sharpe Ratio
0.79
0.79
0
0.5
1
1.5
1.5
Sortino Ratio
1.53
1.53
0
1
2
3
3
Jensen's Alpha
31.31
31.31
-2
0
2
32
32
Omega Ratio
1.73
1.73
0
1
1.5
2.5
2.5
Treynor Ratio
1.98
1.98
0
0.75
1.25
2
2
Information Ratio
0.68
0.68
0
0.3
0.6
1
1
Calmar Ratio
0.47
0.47
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 |
|---|---|---|---|
-85.69% | Nov 2021 | Nov 2024 | 36 |
-60.98% | Jan 2018 | Oct 2020 | 33 |
-43.42% | Dec 2013 | Oct 2016 | 34 |
-41.81% | Dec 2024 | Jun 2025 | 6 |
-41.46% | Aug 2012 | May 2013 | 9 |
-24.22% | Apr 2021 | Oct 2021 | 6 |
-5.59% | Jul 2013 | Sep 2013 | 2 |
-5.18% | Nov 2016 | Jan 2017 | 2 |
-4.95% | Sep 2017 | Oct 2017 | 1 |