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0%
This Month
0%
Year To Date
+24.67%
2 Years
+80.01%
5 Years
+420.27%
10 Years
+29.74%
Annualized
Performance Metrics
Score 6.5/10
Beta
2.16
2.16
0
0.8
1.2
0
3
Sharpe Ratio
0.67
0.67
0
0.5
1
1.5
1.5
Sortino Ratio
1.3
1.3
0
1
2
3
3
Jensen's Alpha
20.71
20.71
-2
0
2
21
21
Omega Ratio
1.55
1.55
0
1
1.5
2.5
2.5
Treynor Ratio
1.79
1.79
0
0.75
1.25
2
2
Information Ratio
0.54
0.54
0
0.3
0.6
1
1
Calmar Ratio
0.42
0.42
0
0.3
0.6
1
1
Beta
2.16
2.16
0
0.8
1.2
0
3
Sharpe Ratio
0.67
0.67
0
0.5
1
1.5
1.5
Sortino Ratio
1.3
1.3
0
1
2
3
3
Jensen's Alpha
20.71
20.71
-2
0
2
21
21
Omega Ratio
1.55
1.55
0
1
1.5
2.5
2.5
Treynor Ratio
1.79
1.79
0
0.75
1.25
2
2
Information Ratio
0.54
0.54
0
0.3
0.6
1
1
Calmar Ratio
0.42
0.42
0
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 |
|---|---|---|---|
-73.52% | Nov 2021 | Mar 2024 | 28 |
-35.37% | Feb 2020 | Jul 2020 | 5 |
-34.35% | May 2021 | Oct 2021 | 5 |
-29.37% | Nov 2019 | Jan 2020 | 2 |
-28.27% | Dec 2024 | - | 13 |
-24.29% | Apr 2024 | Nov 2024 | 7 |
-19.54% | Sep 2020 | Nov 2020 | 2 |