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0%
This Month
0%
Year To Date
+63.46%
2 Years
+125.83%
5 Years
+125.83%
10 Years
+25.53%
Annualized
Performance Metrics
Score 7.8/10
Beta
0.43
0.43
0
0.8
1.2
0
2
Sharpe Ratio
0.93
0.93
0
0.5
1
1.5
1.5
Sortino Ratio
3.62
3.62
0
1
2
4
4
Jensen's Alpha
16.87
16.87
-2
0
2
17
17
Omega Ratio
1.44
1.44
0
1
1.5
2.5
2.5
Treynor Ratio
4.13
4.13
0
0.75
1.25
5
5
Information Ratio
0.35
0.35
0
0.3
0.6
1
1
Calmar Ratio
2.89
2.89
0
0.3
0.6
3
3
Beta
0.43
0.43
0
0.8
1.2
0
2
Sharpe Ratio
0.93
0.93
0
0.5
1
1.5
1.5
Sortino Ratio
3.62
3.62
0
1
2
4
4
Jensen's Alpha
16.87
16.87
-2
0
2
17
17
Omega Ratio
1.44
1.44
0
1
1.5
2.5
2.5
Treynor Ratio
4.13
4.13
0
0.75
1.25
5
5
Information Ratio
0.35
0.35
0
0.3
0.6
1
1
Calmar Ratio
2.89
2.89
0
0.3
0.6
3
3
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 |
|---|---|---|---|
-9.08% | Nov 2022 | Mar 2023 | 4 |
-4.52% | Aug 2023 | Oct 2023 | 2 |
-2.4% | Dec 2024 | Jan 2025 | 1 |
-1.38% | Feb 2025 | Mar 2025 | 1 |
-0.15% | Jun 2025 | Aug 2025 | 2 |