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0%
This Month
0%
Year To Date
+84.84%
2 Years
+182.05%
5 Years
+182.05%
10 Years
+49.39%
Annualized
Performance Metrics
Score 7.7/10
Beta
1.81
1.81
0
0.8
1.2
0
2
Sharpe Ratio
1.01
1.01
0
0.5
1
2
2
Sortino Ratio
2.34
2.34
0
1
2
3
3
Jensen's Alpha
24.18
24.18
-2
0
2
25
25
Omega Ratio
1.95
1.95
0
1
1.5
2.5
2.5
Treynor Ratio
2.07
2.07
0
0.75
1.25
3
3
Information Ratio
0.8
0.8
0
0.3
0.6
1
1
Calmar Ratio
2.55
2.55
0
0.3
0.6
3
3
Beta
1.81
1.81
0
0.8
1.2
0
2
Sharpe Ratio
1.01
1.01
0
0.5
1
2
2
Sortino Ratio
2.34
2.34
0
1
2
3
3
Jensen's Alpha
24.18
24.18
-2
0
2
25
25
Omega Ratio
1.95
1.95
0
1
1.5
2.5
2.5
Treynor Ratio
2.07
2.07
0
0.75
1.25
3
3
Information Ratio
0.8
0.8
0
0.3
0.6
1
1
Calmar Ratio
2.55
2.55
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 |
|---|---|---|---|
-19.38% | Feb 2025 | May 2025 | 3 |
-17.3% | Apr 2024 | Nov 2024 | 7 |
-6.48% | Aug 2025 | - | 9 |
-3.2% | Dec 2024 | Jan 2025 | 1 |