Annual Compound Return | |||
Cumulative Return | |||
Profitable Percentage | |||
Annualized Volatility | |||
Sharpe Ratio (RFR) | 0.65 | 0.60 | |
Sortino Ratio (RFR) | |||
Downside Deviation |
Top 5 Long Positions | % of NAV |
---|---|
First Citizens Bancshares | 11.68% |
Genworth Financial Inc. | 8.69% |
Jackson Financial Inc. | 6.10% |
First Bancorp Puerto Rico | 5.99% |
OFG Bancorp | 5.93% |