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-0.43%
This Month
+0.46%
Year To Date
+7.23%
2 Years
-22.05%
5 Years
-22.05%
10 Years
-5.29%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 📊 ETFs92.04%
- 💵 Cash7.93%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 Chicago Board Options Exchange92.04%
Countries Breakdown
- Country
- Total
Dividends
Dividend Yield
0%
0 out of 1 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 2.6/10
Beta
0.23
0.23
0
0.8
1.2
0
2
Sharpe Ratio
-1.02
-1.02
-2
0.5
1
1.5
1.5
Sortino Ratio
-1.11
-1.11
-2
1
2
3
3
Jensen's Alpha
-10.39
-10.39
-11
0
2
4.5
4.5
Omega Ratio
0.43
0.43
0
1
1.5
2.5
2.5
Treynor Ratio
-3.16
-3.16
-4
0.75
1.25
2
2
Information Ratio
-1.22
-1.22
-2
0.3
0.6
1
1
Calmar Ratio
-0.18
-0.18
-1
0.3
0.6
1
1
Beta
0.23
0.23
0
0.8
1.2
0
2
Sharpe Ratio
-1.02
-1.02
-2
0.5
1
1.5
1.5
Sortino Ratio
-1.11
-1.11
-2
1
2
3
3
Jensen's Alpha
-10.39
-10.39
-11
0
2
4.5
4.5
Omega Ratio
0.43
0.43
0
1
1.5
2.5
2.5
Treynor Ratio
-3.16
-3.16
-4
0.75
1.25
2
2
Information Ratio
-1.22
-1.22
-2
0.3
0.6
1
1
Calmar Ratio
-0.18
-0.18
-1
0.3
0.6
1
1
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 |
|---|---|---|---|
-31.03% | Dec 2021 | - | 53 |