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0%
This Month
0%
Year To Date
+0.56%
2 Years
+46.2%
5 Years
+46.2%
10 Years
+15.84%
Annualized
Performance Metrics
Score 6.9/10
Beta
0.37
0.37
0
0.8
1.2
0
2
Sharpe Ratio
0.78
0.78
0
0.5
1
1.5
1.5
Sortino Ratio
10
10
0
1
2
10
10
Jensen's Alpha
6.4
6.4
-2
0
2
7
7
Omega Ratio
0.81
0.81
0
1
1.5
2.5
2.5
Treynor Ratio
2.78
2.78
0
0.75
1.25
3
3
Information Ratio
-0.25
-0.25
-1
0.3
0.6
1
1
Calmar Ratio
10
10
0
0.3
0.6
10
10
Beta
0.37
0.37
0
0.8
1.2
0
2
Sharpe Ratio
0.78
0.78
0
0.5
1
1.5
1.5
Sortino Ratio
10
10
0
1
2
10
10
Jensen's Alpha
6.4
6.4
-2
0
2
7
7
Omega Ratio
0.81
0.81
0
1
1.5
2.5
2.5
Treynor Ratio
2.78
2.78
0
0.75
1.25
3
3
Information Ratio
-0.25
-0.25
-1
0.3
0.6
1
1
Calmar Ratio
10
10
0
0.3
0.6
10
10
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 |
|---|