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-8.52%
This Month
-22.36%
Year To Date
+31.53%
2 Years
+75.55%
5 Years
+75.55%
10 Years
+13.32%
Annualized
Performance Metrics
Score 6.5/10
Beta
0.7
0.7
0
0.8
1.2
0
2
Sharpe Ratio
0.59
0.59
0
0.5
1
1.5
1.5
Sortino Ratio
1.06
1.06
0
1
2
3
3
Jensen's Alpha
6.4
6.4
-2
0
2
7
7
Omega Ratio
1.19
1.19
0
1
1.5
2.5
2.5
Treynor Ratio
1.45
1.45
0
0.75
1.25
2
2
Information Ratio
0.2
0.2
0
0.3
0.6
1
1
Calmar Ratio
0.79
0.79
0
0.3
0.6
1
1
Beta
0.7
0.7
0
0.8
1.2
0
2
Sharpe Ratio
0.59
0.59
0
0.5
1
1.5
1.5
Sortino Ratio
1.06
1.06
0
1
2
3
3
Jensen's Alpha
6.4
6.4
-2
0
2
7
7
Omega Ratio
1.19
1.19
0
1
1.5
2.5
2.5
Treynor Ratio
1.45
1.45
0
0.75
1.25
2
2
Information Ratio
0.2
0.2
0
0.3
0.6
1
1
Calmar Ratio
0.79
0.79
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 |
|---|---|---|---|
-22.36% | Jan 2026 | - | 3 |
-18.2% | Sep 2021 | Jun 2023 | 21 |
-15.6% | Feb 2025 | Jul 2025 | 5 |
-8.84% | Sep 2025 | Nov 2025 | 2 |
-4.76% | Apr 2024 | Sep 2024 | 5 |
-3.88% | Jul 2021 | Aug 2021 | 1 |
-3.06% | Aug 2023 | Nov 2023 | 3 |
-1.25% | Jan 2024 | Feb 2024 | 1 |