0%
Today
0%
This Month
+25.15%
Year To Date
+205.51%
2 Years
+516.73%
5 Years
+102.23%
Annualized
- tashafernando97
- S&P 500
- + Add Benchmark
Performance Metrics
Score 9.4/10
Beta
0.7
0.7
0
0.8
1.2
0
2
Sharpe Ratio
2.53
2.53
0
0.5
1
3
3
Sortino Ratio
10
10
0
1
2
10
10
Jensen's Alpha
86.53
86.53
-2
0
2
87
87
Omega Ratio
8.3
8.3
0
1
1.5
9
9
Treynor Ratio
8.8
8.8
0
0.75
1.25
9
9
Information Ratio
2.14
2.14
0
0.3
0.6
3
3
Calmar Ratio
10
10
0
0.3
0.6
10
10
Beta
0.7
0.7
0
0.8
1.2
0
2
Sharpe Ratio
2.53
2.53
0
0.5
1
3
3
Sortino Ratio
10
10
0
1
2
10
10
Jensen's Alpha
86.53
86.53
-2
0
2
87
87
Omega Ratio
8.3
8.3
0
1
1.5
9
9
Treynor Ratio
8.8
8.8
0
0.75
1.25
9
9
Information Ratio
2.14
2.14
0
0.3
0.6
3
3
Calmar Ratio
10
10
0
0.3
0.6
10
10
Portfolio Valuation
Based on weighted open stock 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
- tashafernando97
- S&P 500
- + Add Benchmark
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-5.72% | May 2023 | Jul 2023 | 2 |
-5.32% | Apr 2024 | May 2024 | 1 |
-3.67% | Sep 2023 | Nov 2023 | 2 |
-2.44% | Jul 2024 | Aug 2024 | 1 |
-2.44% | Dec 2024 | Jan 2025 | 1 |
-0.27% | Jan 2024 | Feb 2024 | 1 |