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0%
This Month
0%
Year To Date
+32.28%
2 Years
+48.88%
5 Years
+48.88%
10 Years
+17.26%
Annualized
Performance Metrics
Score 6.3/10
Beta
0.68
0.68
0
0.8
1.2
0
2
Sharpe Ratio
1.14
1.14
0
0.5
1
2
2
Sortino Ratio
3.64
3.64
0
1
2
4
4
Jensen's Alpha
0.69
0.69
-2
0
2
4.5
4.5
Omega Ratio
0.65
0.65
0
1
1.5
2.5
2.5
Treynor Ratio
1.63
1.63
0
0.75
1.25
2
2
Information Ratio
-0.54
-0.54
-1
0.3
0.6
1
1
Calmar Ratio
3.68
3.68
0
0.3
0.6
4
4
Beta
0.68
0.68
0
0.8
1.2
0
2
Sharpe Ratio
1.14
1.14
0
0.5
1
2
2
Sortino Ratio
3.64
3.64
0
1
2
4
4
Jensen's Alpha
0.69
0.69
-2
0
2
4.5
4.5
Omega Ratio
0.65
0.65
0
1
1.5
2.5
2.5
Treynor Ratio
1.63
1.63
0
0.75
1.25
2
2
Information Ratio
-0.54
-0.54
-1
0.3
0.6
1
1
Calmar Ratio
3.68
3.68
0
0.3
0.6
4
4
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 |
|---|---|---|---|
-5.06% | Feb 2025 | Jun 2025 | 4 |
-2.24% | Apr 2024 | May 2024 | 1 |
-1.85% | Dec 2024 | Jan 2025 | 1 |
-0.42% | Oct 2024 | Nov 2024 | 1 |
-0.36% | Aug 2024 | Sep 2024 | 1 |