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+1.24%
This Month
+18.58%
Year To Date
+87.08%
2 Years
-34%
5 Years
+7.63%
10 Years
-2.06%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 🚗 Consumer Durables36.88%
- 💇♀️ Consumer Services25.46%
- 🧪 Process Industries16.61%
- 🍞 Consumer Non Durables10.98%
- 🖥️ Technology Services4.44%
- 🛍️ Retail Trade3.07%
- 💻 Electronic Technology2.56%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 Nasdaq53.06%
- 🇺🇸 NYSE46.94%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States46.56%
- 🇨🇳 China36.84%
- 🇨🇦 Canada16.61%
- 🇱🇺 Luxembourg0%
Dividends
Dividend Yield
0%
0 out of 11 instruments pay dividend.
0 dividend payments in the next 30 days.
Dividend Yield Breakdown
Instrument | Portfolio Yield | Company Yield | Per Share |
|---|
Next Dividends
Stock | Type | Date | Pay Per Share |
|---|
Performance Metrics
Score 2.8/10
Beta
0.96
0.96
0
0.8
1.2
0
2
Sharpe Ratio
0.09
0.09
0
0.5
1
1.5
1.5
Sortino Ratio
0.13
0.13
0
1
2
3
3
Jensen's Alpha
-8.21
-8.21
-9
0
2
4.5
4.5
Omega Ratio
0.75
0.75
0
1
1.5
2.5
2.5
Treynor Ratio
0.21
0.21
0
0.75
1.25
2
2
Information Ratio
-0.36
-0.36
-1
0.3
0.6
1
1
Calmar Ratio
0.01
0.01
0
0.3
0.6
1
1
Beta
0.96
0.96
0
0.8
1.2
0
2
Sharpe Ratio
0.09
0.09
0
0.5
1
1.5
1.5
Sortino Ratio
0.13
0.13
0
1
2
3
3
Jensen's Alpha
-8.21
-8.21
-9
0
2
4.5
4.5
Omega Ratio
0.75
0.75
0
1
1.5
2.5
2.5
Treynor Ratio
0.21
0.21
0
0.75
1.25
2
2
Information Ratio
-0.36
-0.36
-1
0.3
0.6
1
1
Calmar Ratio
0.01
0.01
0
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
-5.27
High:
FSRNQ
-FSRNQLow:
PTON
-35.87PTONDetails
PEG Ratio
-15.5
High:
IDEXQ
-IDEXQLow:PTON
-42.84PTONDetails
Price/Book
23.26
High:
NIO
27.43NIOLow:
BYND
-2,476.67BYNDDetails
Price/Sales
1.24
High:
SPCE
102.34SPCELow:
ARVLF
-ARVLFDetails
Price/CF
7.29
High:
SKLZ
652.51SKLZLow:IDEXQ
0.73IDEXQDetails
Price/FCF
7.47
High:PTON
7.51PTONLow:IDEXQ
0.76IDEXQDetails
P/E Ratio
-5.27
High:FSRNQ
-FSRNQLow:PTON
-35.87PTONDetails
PEG Ratio
-15.5
High:IDEXQ
-IDEXQLow:PTON
-42.84PTONDetails
Price/Book
23.26
High:NIO
27.43NIOLow:BYND
-2,476.67BYNDDetails
Price/Sales
1.24
High:SPCE
102.34SPCELow:ARVLF
-ARVLFDetails
Price/CF
7.29
High:SKLZ
652.51SKLZLow:IDEXQ
0.73IDEXQDetails
Price/FCF
7.47
High:PTON
7.51PTONLow:IDEXQ
0.76IDEXQDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-75.14% | Feb 2021 | - | 63 |
-40.48% | Oct 2014 | Nov 2020 | 73 |