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0%
This Month
+31200%
Year To Date
+43450.84%
2 Years
+26516.87%
5 Years
+34920.04%
10 Years
+56.5%
Annualized
Performance Metrics
Score 7.3/10
Beta
-30.15
-30.15
-31
0.8
1.2
-31
2
Sharpe Ratio
0.32
0.32
0
0.5
1
1.5
1.5
Sortino Ratio
10
10
0
1
2
10
10
Jensen's Alpha
1276409797.92
1276409797.92
-2
0
2
1276409798
1276409798
Omega Ratio
80.35
80.35
0
1
1.5
81
81
Treynor Ratio
-8.71
-8.71
-9
0.75
1.25
2
2
Information Ratio
0.32
0.32
0
0.3
0.6
1
1
Calmar Ratio
1.22
1.22
0
0.3
0.6
2
2
Beta
-30.15
-30.15
-31
0.8
1.2
-31
2
Sharpe Ratio
0.32
0.32
0
0.5
1
1.5
1.5
Sortino Ratio
10
10
0
1
2
10
10
Jensen's Alpha
1276409797.92
1276409797.92
-2
0
2
1276409798
1276409798
Omega Ratio
80.35
80.35
0
1
1.5
81
81
Treynor Ratio
-8.71
-8.71
-9
0.75
1.25
2
2
Information Ratio
0.32
0.32
0
0.3
0.6
1
1
Calmar Ratio
1.22
1.22
0
0.3
0.6
2
2
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 |
|---|---|---|---|
-73.37% | Sep 2012 | Feb 2026 | 161 |