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0%
This Month
0%
Year To Date
+72.12%
2 Years
-66.84%
5 Years
-99.25%
10 Years
-55.7%
Annualized
Performance Metrics
Score 2.3/10
Beta
1.44
1.44
0
0.8
1.2
0
2
Sharpe Ratio
-0.23
-0.23
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.31
-0.31
-1
1
2
3
3
Jensen's Alpha
-28.6
-28.6
-29
0
2
4.5
4.5
Omega Ratio
0.68
0.68
0
1
1.5
2.5
2.5
Treynor Ratio
-0.98
-0.98
-1
0.75
1.25
2
2
Information Ratio
-0.39
-0.39
-1
0.3
0.6
1
1
Calmar Ratio
-0.39
-0.39
-1
0.3
0.6
1
1
Beta
1.44
1.44
0
0.8
1.2
0
2
Sharpe Ratio
-0.23
-0.23
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.31
-0.31
-1
1
2
3
3
Jensen's Alpha
-28.6
-28.6
-29
0
2
4.5
4.5
Omega Ratio
0.68
0.68
0
1
1.5
2.5
2.5
Treynor Ratio
-0.98
-0.98
-1
0.75
1.25
2
2
Information Ratio
-0.39
-0.39
-1
0.3
0.6
1
1
Calmar Ratio
-0.39
-0.39
-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 |
|---|---|---|---|
-100% | Mar 2014 | - | 145 |
-42.01% | Jan 2014 | Feb 2014 | 1 |