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0%
This Month
0%
Year To Date
+122.93%
2 Years
+119.85%
5 Years
+119.85%
10 Years
+50.84%
Annualized
Performance Metrics
Score 8.7/10
Beta
0.15
0.15
0
0.8
1.2
0
2
Sharpe Ratio
1.44
1.44
0
0.5
1
2
2
Sortino Ratio
5.63
5.63
0
1
2
6
6
Jensen's Alpha
43.99
43.99
-2
0
2
44
44
Omega Ratio
1.98
1.98
0
1
1.5
2.5
2.5
Treynor Ratio
21.42
21.42
0
0.75
1.25
22
22
Information Ratio
0.82
0.82
0
0.3
0.6
1
1
Calmar Ratio
4.59
4.59
0
0.3
0.6
5
5
Beta
0.15
0.15
0
0.8
1.2
0
2
Sharpe Ratio
1.44
1.44
0
0.5
1
2
2
Sortino Ratio
5.63
5.63
0
1
2
6
6
Jensen's Alpha
43.99
43.99
-2
0
2
44
44
Omega Ratio
1.98
1.98
0
1
1.5
2.5
2.5
Treynor Ratio
21.42
21.42
0
0.75
1.25
22
22
Information Ratio
0.82
0.82
0
0.3
0.6
1
1
Calmar Ratio
4.59
4.59
0
0.3
0.6
5
5
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 |
|---|---|---|---|
-10.51% | Feb 2025 | May 2025 | 3 |
-2.38% | Oct 2024 | Dec 2024 | 2 |
-0.72% | Sep 2025 | Oct 2025 | 1 |