Loading...
-0.18%
This Month
+9.28%
Year To Date
+10.26%
2 Years
+33.26%
5 Years
+16.07%
10 Years
+2.66%
Annualized
Performance Metrics
Score 3.6/10
Beta
0.17
0.17
0
0.8
1.2
0
2
Sharpe Ratio
0.05
0.05
0
0.5
1
1.5
1.5
Sortino Ratio
0.07
0.07
0
1
2
3
3
Jensen's Alpha
-0.71
-0.71
-2
0
2
4.5
4.5
Omega Ratio
0.74
0.74
0
1
1.5
2.5
2.5
Treynor Ratio
0.39
0.39
0
0.75
1.25
2
2
Information Ratio
-0.41
-0.41
-1
0.3
0.6
1
1
Calmar Ratio
0.11
0.11
0
0.3
0.6
1
1
Beta
0.17
0.17
0
0.8
1.2
0
2
Sharpe Ratio
0.05
0.05
0
0.5
1
1.5
1.5
Sortino Ratio
0.07
0.07
0
1
2
3
3
Jensen's Alpha
-0.71
-0.71
-2
0
2
4.5
4.5
Omega Ratio
0.74
0.74
0
1
1.5
2.5
2.5
Treynor Ratio
0.39
0.39
0
0.75
1.25
2
2
Information Ratio
-0.41
-0.41
-1
0.3
0.6
1
1
Calmar Ratio
0.11
0.11
0
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 |
|---|---|---|---|
-24.83% | Oct 2020 | Feb 2023 | 28 |
-17.44% | Feb 2025 | - | 16 |
-12.9% | Aug 2023 | Aug 2024 | 12 |
-2.44% | May 2023 | Jun 2023 | 1 |
-1.51% | Sep 2024 | Oct 2024 | 1 |
-0.36% | Nov 2024 | Dec 2024 | 1 |