0%
Today
0%
This Month
+0.5%
Year To Date
+8.69%
2 Years
+107.18%
5 Years
+22.54%
Annualized
- johntbirch
- S&P 500
- + Add Benchmark
Performance Metrics
Score 8.2/10
Beta
0.81
0.81
0
0.8
1.2
0
2
Sharpe Ratio
0.89
0.89
0
0.5
1
1.5
1.5
Sortino Ratio
1.86
1.86
0
1
2
3
3
Jensen's Alpha
17.14
17.14
-2
0
2
18
18
Omega Ratio
1.87
1.87
0
1
1.5
2.5
2.5
Treynor Ratio
1.96
1.96
0
0.75
1.25
2
2
Information Ratio
0.91
0.91
0
0.3
0.6
1
1
Calmar Ratio
1.12
1.12
0
0.3
0.6
2
2
Beta
0.81
0.81
0
0.8
1.2
0
2
Sharpe Ratio
0.89
0.89
0
0.5
1
1.5
1.5
Sortino Ratio
1.86
1.86
0
1
2
3
3
Jensen's Alpha
17.14
17.14
-2
0
2
18
18
Omega Ratio
1.87
1.87
0
1
1.5
2.5
2.5
Treynor Ratio
1.96
1.96
0
0.75
1.25
2
2
Information Ratio
0.91
0.91
0
0.3
0.6
1
1
Calmar Ratio
1.12
1.12
0
0.3
0.6
2
2
Portfolio Valuation
Based on weighted open stock 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
- johntbirch
- S&P 500
- + Add Benchmark
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-20.13% | Aug 2022 | Nov 2022 | 3 |
-9.44% | Dec 2022 | Jan 2023 | 1 |
-4.12% | Nov 2021 | Dec 2021 | 1 |
-2.86% | Jun 2022 | Jul 2022 | 1 |
-1.8% | Sep 2023 | Nov 2023 | 2 |
-0.83% | Feb 2023 | Mar 2023 | 1 |
-0.38% | Apr 2024 | May 2024 | 1 |
-0.06% | Jun 2024 | Aug 2024 | 2 |