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+1.96%
This Month
+3.6%
Year To Date
+322.64%
2 Years
+435.41%
5 Years
+435.41%
10 Years
+95.65%
Annualized
Performance Metrics
Score 8/10
Beta
-0.28
-0.28
-1
0.8
1.2
-1
2
Sharpe Ratio
1.11
1.11
0
0.5
1
2
2
Sortino Ratio
2.49
2.49
0
1
2
3
3
Jensen's Alpha
160.84
160.84
-2
0
2
161
161
Omega Ratio
2.32
2.32
0
1
1.5
3
3
Treynor Ratio
-28.19
-28.19
-29
0.75
1.25
2
2
Information Ratio
0.93
0.93
0
0.3
0.6
1
1
Calmar Ratio
1.63
1.63
0
0.3
0.6
2
2
Beta
-0.28
-0.28
-1
0.8
1.2
-1
2
Sharpe Ratio
1.11
1.11
0
0.5
1
2
2
Sortino Ratio
2.49
2.49
0
1
2
3
3
Jensen's Alpha
160.84
160.84
-2
0
2
161
161
Omega Ratio
2.32
2.32
0
1
1.5
3
3
Treynor Ratio
-28.19
-28.19
-29
0.75
1.25
2
2
Information Ratio
0.93
0.93
0
0.3
0.6
1
1
Calmar Ratio
1.63
1.63
0
0.3
0.6
2
2
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 |
|---|---|---|---|
-57.82% | Apr 2024 | Jan 2025 | 9 |
-33.5% | Feb 2024 | Mar 2024 | 1 |
-17.27% | Oct 2025 | - | 6 |
-0.78% | Mar 2025 | Apr 2025 | 1 |