Annual Compound Return | |||
Cumulative Return | |||
Profitable Percentage | |||
Annualized Volatility | |||
Sharpe Ratio (RFR) | 0.67 | 0.56 | |
Sortino Ratio (RFR) | |||
Downside Deviation |
Top 5 Long Positions | % of NAV |
---|---|
Genworth Financial Inc | 10.45% |
Jackson Financial Inc. | 7.40% |
OFG Bancorp | 6.55% |
First Bancorp Puerto Rico | 6.31 |
PennyMac Financial Services | 5.61% |