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-0.66%
This Month
+40.07%
Year To Date
-50.68%
2 Years
+159.92%
5 Years
-41.15%
10 Years
-9.32%
Annualized
Performance Metrics
Score 5.1/10
Beta
1.5
1.5
0
0.8
1.2
0
2
Sharpe Ratio
0.28
0.28
0
0.5
1
1.5
1.5
Sortino Ratio
0.52
0.52
0
1
2
3
3
Jensen's Alpha
7.85
7.85
-2
0
2
8
8
Omega Ratio
1.16
1.16
0
1
1.5
2.5
2.5
Treynor Ratio
1.42
1.42
0
0.75
1.25
2
2
Information Ratio
0.15
0.15
0
0.3
0.6
1
1
Calmar Ratio
-0.1
-0.1
-1
0.3
0.6
1
1
Beta
1.5
1.5
0
0.8
1.2
0
2
Sharpe Ratio
0.28
0.28
0
0.5
1
1.5
1.5
Sortino Ratio
0.52
0.52
0
1
2
3
3
Jensen's Alpha
7.85
7.85
-2
0
2
8
8
Omega Ratio
1.16
1.16
0
1
1.5
2.5
2.5
Treynor Ratio
1.42
1.42
0
0.75
1.25
2
2
Information Ratio
0.15
0.15
0
0.3
0.6
1
1
Calmar Ratio
-0.1
-0.1
-1
0.3
0.6
1
1
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 |
|---|---|---|---|
-80.69% | Oct 2024 | - | 17 |
-62.71% | Mar 2020 | May 2023 | 38 |
-50.1% | Feb 2024 | Sep 2024 | 7 |
-31.62% | Sep 2023 | Dec 2023 | 3 |