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0%
This Month
+0.94%
Year To Date
+37.78%
2 Years
+47%
5 Years
+47%
10 Years
+16.66%
Annualized
Performance Metrics
Score 6.8/10
Beta
0.44
0.44
0
0.8
1.2
0
2
Sharpe Ratio
0.67
0.67
0
0.5
1
1.5
1.5
Sortino Ratio
2.6
2.6
0
1
2
3
3
Jensen's Alpha
6.05
6.05
-2
0
2
7
7
Omega Ratio
0.81
0.81
0
1
1.5
2.5
2.5
Treynor Ratio
2.67
2.67
0
0.75
1.25
3
3
Information Ratio
-0.22
-0.22
-1
0.3
0.6
1
1
Calmar Ratio
2.44
2.44
0
0.3
0.6
3
3
Beta
0.44
0.44
0
0.8
1.2
0
2
Sharpe Ratio
0.67
0.67
0
0.5
1
1.5
1.5
Sortino Ratio
2.6
2.6
0
1
2
3
3
Jensen's Alpha
6.05
6.05
-2
0
2
7
7
Omega Ratio
0.81
0.81
0
1
1.5
2.5
2.5
Treynor Ratio
2.67
2.67
0
0.75
1.25
3
3
Information Ratio
-0.22
-0.22
-1
0.3
0.6
1
1
Calmar Ratio
2.44
2.44
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 |
|---|---|---|---|
-7.36% | Jul 2024 | May 2025 | 10 |
-1.44% | Apr 2024 | May 2024 | 1 |
-0.17% | Jun 2025 | Aug 2025 | 2 |