Loading...
0%
This Month
0%
Year To Date
+27.27%
2 Years
+27.27%
5 Years
+27.27%
10 Years
+17.44%
Annualized
Performance Metrics
Score 7/10
Beta
0.52
0.52
0
0.8
1.2
0
2
Sharpe Ratio
0.79
0.79
0
0.5
1
1.5
1.5
Sortino Ratio
2.34
2.34
0
1
2
3
3
Jensen's Alpha
7.86
7.86
-2
0
2
8
8
Omega Ratio
1.11
1.11
0
1
1.5
2.5
2.5
Treynor Ratio
2.13
2.13
0
0.75
1.25
3
3
Information Ratio
0.14
0.14
0
0.3
0.6
1
1
Calmar Ratio
2.56
2.56
0
0.3
0.6
3
3
Beta
0.52
0.52
0
0.8
1.2
0
2
Sharpe Ratio
0.79
0.79
0
0.5
1
1.5
1.5
Sortino Ratio
2.34
2.34
0
1
2
3
3
Jensen's Alpha
7.86
7.86
-2
0
2
8
8
Omega Ratio
1.11
1.11
0
1
1.5
2.5
2.5
Treynor Ratio
2.13
2.13
0
0.75
1.25
3
3
Information Ratio
0.14
0.14
0
0.3
0.6
1
1
Calmar Ratio
2.56
2.56
0
0.3
0.6
3
3
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 |
|---|---|---|---|
-6.8% | Feb 2025 | Apr 2025 | 2 |
-3.13% | Jul 2025 | - | 9 |
-2.35% | Nov 2024 | Jan 2025 | 2 |