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0%
This Month
0%
Year To Date
+4.51%
2 Years
+4.51%
5 Years
+4.51%
10 Years
+3.36%
Annualized
Performance Metrics
Score 2.8/10
Beta
0.32
0.32
0
0.8
1.2
0
2
Sharpe Ratio
-0.08
-0.08
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.16
-0.16
-1
1
2
3
3
Jensen's Alpha
-4.23
-4.23
-5
0
2
4.5
4.5
Omega Ratio
0.34
0.34
0
1
1.5
2.5
2.5
Treynor Ratio
-0.11
-0.11
-1
0.75
1.25
2
2
Information Ratio
-1.51
-1.51
-2
0.3
0.6
1
1
Calmar Ratio
1.61
1.61
0
0.3
0.6
2
2
Beta
0.32
0.32
0
0.8
1.2
0
2
Sharpe Ratio
-0.08
-0.08
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.16
-0.16
-1
1
2
3
3
Jensen's Alpha
-4.23
-4.23
-5
0
2
4.5
4.5
Omega Ratio
0.34
0.34
0
1
1.5
2.5
2.5
Treynor Ratio
-0.11
-0.11
-1
0.75
1.25
2
2
Information Ratio
-1.51
-1.51
-2
0.3
0.6
1
1
Calmar Ratio
1.61
1.61
0
0.3
0.6
2
2
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 |
|---|---|---|---|
-2.23% | Feb 2025 | May 2025 | 3 |
-1.23% | Dec 2024 | Jan 2025 | 1 |
-0.29% | Jul 2025 | - | 7 |