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0%
This Month
-1.02%
Year To Date
+23.92%
2 Years
+361.6%
5 Years
+361.6%
10 Years
+84.38%
Annualized
Performance Metrics
Score 8.2/10
Beta
-0.13
-0.13
-1
0.8
1.2
-1
2
Sharpe Ratio
1.31
1.31
0
0.5
1
2
2
Sortino Ratio
3.9
3.9
0
1
2
4
4
Jensen's Alpha
86.28
86.28
-2
0
2
87
87
Omega Ratio
2.32
2.32
0
1
1.5
3
3
Treynor Ratio
-40.22
-40.22
-41
0.75
1.25
2
2
Information Ratio
0.94
0.94
0
0.3
0.6
1
1
Calmar Ratio
2.92
2.92
0
0.3
0.6
3
3
Beta
-0.13
-0.13
-1
0.8
1.2
-1
2
Sharpe Ratio
1.31
1.31
0
0.5
1
2
2
Sortino Ratio
3.9
3.9
0
1
2
4
4
Jensen's Alpha
86.28
86.28
-2
0
2
87
87
Omega Ratio
2.32
2.32
0
1
1.5
3
3
Treynor Ratio
-40.22
-40.22
-41
0.75
1.25
2
2
Information Ratio
0.94
0.94
0
0.3
0.6
1
1
Calmar Ratio
2.92
2.92
0
0.3
0.6
3
3
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 |
|---|---|---|---|
-26.12% | Jun 2025 | - | 10 |
-22.92% | Feb 2024 | Oct 2024 | 8 |
-3.11% | Dec 2024 | Feb 2025 | 2 |