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+22.93%
This Month
-42.96%
Year To Date
+22.57%
2 Years
+18.12%
5 Years
+71.05%
10 Years
+10.09%
Annualized
Performance Metrics
Score 6.4/10
Beta
0.92
0.92
0
0.8
1.2
0
2
Sharpe Ratio
0.66
0.66
0
0.5
1
1.5
1.5
Sortino Ratio
1.12
1.12
0
1
2
3
3
Jensen's Alpha
7.18
7.18
-2
0
2
8
8
Omega Ratio
1.21
1.21
0
1
1.5
2.5
2.5
Treynor Ratio
1.61
1.61
0
0.75
1.25
2
2
Information Ratio
0.26
0.26
0
0.3
0.6
1
1
Calmar Ratio
0.45
0.45
0
0.3
0.6
1
1
Beta
0.92
0.92
0
0.8
1.2
0
2
Sharpe Ratio
0.66
0.66
0
0.5
1
1.5
1.5
Sortino Ratio
1.12
1.12
0
1
2
3
3
Jensen's Alpha
7.18
7.18
-2
0
2
8
8
Omega Ratio
1.21
1.21
0
1
1.5
2.5
2.5
Treynor Ratio
1.61
1.61
0
0.75
1.25
2
2
Information Ratio
0.26
0.26
0
0.3
0.6
1
1
Calmar Ratio
0.45
0.45
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 |
|---|---|---|---|
-55.14% | Feb 2026 | - | 3 |
-41.68% | Nov 2021 | Nov 2024 | 36 |
-12.23% | Jun 2025 | Oct 2025 | 4 |
-5.64% | Apr 2021 | Oct 2021 | 6 |
-4.64% | Nov 2025 | Dec 2025 | 1 |