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0%
This Month
0%
Year To Date
+5.78%
2 Years
-29.14%
5 Years
-29.14%
10 Years
-9.82%
Annualized
Performance Metrics
Score 2.2/10
Beta
0.94
0.94
0
0.8
1.2
0
2
Sharpe Ratio
-0.5
-0.5
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.63
-0.63
-1
1
2
3
3
Jensen's Alpha
-17.05
-17.05
-18
0
2
4.5
4.5
Omega Ratio
0.4
0.4
0
1
1.5
2.5
2.5
Treynor Ratio
-0.93
-0.93
-1
0.75
1.25
2
2
Information Ratio
-1.25
-1.25
-2
0.3
0.6
1
1
Calmar Ratio
-0.18
-0.18
-1
0.3
0.6
1
1
Beta
0.94
0.94
0
0.8
1.2
0
2
Sharpe Ratio
-0.5
-0.5
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.63
-0.63
-1
1
2
3
3
Jensen's Alpha
-17.05
-17.05
-18
0
2
4.5
4.5
Omega Ratio
0.4
0.4
0
1
1.5
2.5
2.5
Treynor Ratio
-0.93
-0.93
-1
0.75
1.25
2
2
Information Ratio
-1.25
-1.25
-2
0.3
0.6
1
1
Calmar Ratio
-0.18
-0.18
-1
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 |
|---|---|---|---|
-47.02% | Apr 2022 | - | 46 |