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0%
This Month
0%
Year To Date
+11.7%
2 Years
+57.63%
5 Years
+57.63%
10 Years
+13.89%
Annualized
Performance Metrics
Score 5.2/10
Beta
0.81
0.81
0
0.8
1.2
0
2
Sharpe Ratio
0.54
0.54
0
0.5
1
1.5
1.5
Sortino Ratio
0.99
0.99
0
1
2
3
3
Jensen's Alpha
0.32
0.32
-2
0
2
4.5
4.5
Omega Ratio
0.9
0.9
0
1
1.5
2.5
2.5
Treynor Ratio
0.93
0.93
0
0.75
1.25
2
2
Information Ratio
-0.15
-0.15
-1
0.3
0.6
1
1
Calmar Ratio
1.05
1.05
0
0.3
0.6
2
2
Beta
0.81
0.81
0
0.8
1.2
0
2
Sharpe Ratio
0.54
0.54
0
0.5
1
1.5
1.5
Sortino Ratio
0.99
0.99
0
1
2
3
3
Jensen's Alpha
0.32
0.32
-2
0
2
4.5
4.5
Omega Ratio
0.9
0.9
0
1
1.5
2.5
2.5
Treynor Ratio
0.93
0.93
0
0.75
1.25
2
2
Information Ratio
-0.15
-0.15
-1
0.3
0.6
1
1
Calmar Ratio
1.05
1.05
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 |
|---|---|---|---|
-11.99% | Feb 2023 | Jul 2023 | 5 |
-7.8% | Sep 2022 | Oct 2022 | 1 |
-7.37% | Dec 2024 | - | 16 |
-7.33% | Aug 2023 | Dec 2023 | 4 |
-5.32% | Jun 2022 | Jul 2022 | 1 |
-5.24% | Dec 2022 | Jan 2023 | 1 |
-4.8% | Apr 2024 | Jul 2024 | 3 |
-0.2% | Oct 2024 | Nov 2024 | 1 |