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-6.44%
This Month
-47.31%
Year To Date
-43.03%
2 Years
-51.02%
5 Years
-26.22%
10 Years
-5.46%
Annualized
Performance Metrics
Score 3/10
Beta
2.09
2.09
0
0.8
1.2
0
3
Sharpe Ratio
0.26
0.26
0
0.5
1
1.5
1.5
Sortino Ratio
0.45
0.45
0
1
2
3
3
Jensen's Alpha
-5.42
-5.42
-6
0
2
4.5
4.5
Omega Ratio
1.08
1.08
0
1
1.5
2.5
2.5
Treynor Ratio
0.67
0.67
0
0.75
1.25
2
2
Information Ratio
0.1
0.1
0
0.3
0.6
1
1
Calmar Ratio
0.01
0.01
0
0.3
0.6
1
1
Beta
2.09
2.09
0
0.8
1.2
0
3
Sharpe Ratio
0.26
0.26
0
0.5
1
1.5
1.5
Sortino Ratio
0.45
0.45
0
1
2
3
3
Jensen's Alpha
-5.42
-5.42
-6
0
2
4.5
4.5
Omega Ratio
1.08
1.08
0
1
1.5
2.5
2.5
Treynor Ratio
0.67
0.67
0
0.75
1.25
2
2
Information Ratio
0.1
0.1
0
0.3
0.6
1
1
Calmar Ratio
0.01
0.01
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 |
|---|---|---|---|
-76.72% | Nov 2021 | May 2024 | 30 |
-65.7% | Dec 2024 | - | 17 |
-31.85% | Apr 2021 | Aug 2021 | 4 |
-24.11% | Jun 2024 | Nov 2024 | 5 |
-13.88% | Sep 2021 | Oct 2021 | 1 |
-1.22% | Feb 2021 | Mar 2021 | 1 |