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-0.78%
This Month
+33.33%
Year To Date
-40.21%
2 Years
-30.77%
5 Years
-76.36%
10 Years
-22.76%
Annualized
Performance Metrics
Score 3.3/10
Beta
3.27
3.27
0
0.8
1.2
0
4
Sharpe Ratio
0.29
0.29
0
0.5
1
1.5
1.5
Sortino Ratio
0.52
0.52
0
1
2
3
3
Jensen's Alpha
-4.37
-4.37
-5
0
2
4.5
4.5
Omega Ratio
1.22
1.22
0
1
1.5
2.5
2.5
Treynor Ratio
0.85
0.85
0
0.75
1.25
2
2
Information Ratio
0.2
0.2
0
0.3
0.6
1
1
Calmar Ratio
-0.23
-0.23
-1
0.3
0.6
1
1
Beta
3.27
3.27
0
0.8
1.2
0
4
Sharpe Ratio
0.29
0.29
0
0.5
1
1.5
1.5
Sortino Ratio
0.52
0.52
0
1
2
3
3
Jensen's Alpha
-4.37
-4.37
-5
0
2
4.5
4.5
Omega Ratio
1.22
1.22
0
1
1.5
2.5
2.5
Treynor Ratio
0.85
0.85
0
0.75
1.25
2
2
Information Ratio
0.2
0.2
0
0.3
0.6
1
1
Calmar Ratio
-0.23
-0.23
-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 |
|---|---|---|---|
-96.87% | Mar 2020 | - | 74 |