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0%
This Month
0%
Year To Date
-2.93%
2 Years
-2.93%
5 Years
-2.93%
10 Years
-2.2%
Annualized
Performance Metrics
Score 1.8/10
Beta
1.04
1.04
0
0.8
1.2
0
2
Sharpe Ratio
-0.32
-0.32
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.42
-0.42
-1
1
2
3
3
Jensen's Alpha
-16.63
-16.63
-17
0
2
4.5
4.5
Omega Ratio
0.31
0.31
0
1
1.5
2.5
2.5
Treynor Ratio
-0.42
-0.42
-1
0.75
1.25
2
2
Information Ratio
-1.57
-1.57
-2
0.3
0.6
1
1
Calmar Ratio
-0.13
-0.13
-1
0.3
0.6
1
1
Beta
1.04
1.04
0
0.8
1.2
0
2
Sharpe Ratio
-0.32
-0.32
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.42
-0.42
-1
1
2
3
3
Jensen's Alpha
-16.63
-16.63
-17
0
2
4.5
4.5
Omega Ratio
0.31
0.31
0
1
1.5
2.5
2.5
Treynor Ratio
-0.42
-0.42
-1
0.75
1.25
2
2
Information Ratio
-1.57
-1.57
-2
0.3
0.6
1
1
Calmar Ratio
-0.13
-0.13
-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 |
|---|---|---|---|
-16.04% | Dec 2024 | - | 14 |