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0%
This Month
-4.01%
Year To Date
+203.87%
2 Years
+550.02%
5 Years
+550.02%
10 Years
+111.43%
Annualized
Performance Metrics
Score 8.2/10
Beta
-1.43
-1.43
-2
0.8
1.2
-2
2
Sharpe Ratio
1.12
1.12
0
0.5
1
2
2
Sortino Ratio
2.5
2.5
0
1
2
3
3
Jensen's Alpha
374
374
-2
0
2
375
375
Omega Ratio
2.5
2.5
0
1
1.5
3
3
Treynor Ratio
-8.45
-8.45
-9
0.75
1.25
2
2
Information Ratio
0.98
0.98
0
0.3
0.6
1
1
Calmar Ratio
1.28
1.28
0
0.3
0.6
2
2
Beta
-1.43
-1.43
-2
0.8
1.2
-2
2
Sharpe Ratio
1.12
1.12
0
0.5
1
2
2
Sortino Ratio
2.5
2.5
0
1
2
3
3
Jensen's Alpha
374
374
-2
0
2
375
375
Omega Ratio
2.5
2.5
0
1
1.5
3
3
Treynor Ratio
-8.45
-8.45
-9
0.75
1.25
2
2
Information Ratio
0.98
0.98
0
0.3
0.6
1
1
Calmar Ratio
1.28
1.28
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 |
|---|---|---|---|
-76.31% | Oct 2025 | - | 6 |
-54.17% | Nov 2024 | Mar 2025 | 4 |
-20.72% | Apr 2025 | Aug 2025 | 4 |
-16.44% | Aug 2024 | Sep 2024 | 1 |
-4.94% | Oct 2023 | Nov 2023 | 1 |