Loading...
-0.08%
This Month
-0.1%
Year To Date
-14.3%
2 Years
-5.21%
5 Years
-5.21%
10 Years
-1.16%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💵 Cash87.32%
- 💹 Forex12.19%
Exchanges Breakdown
- Exchange
- Total
- 🌍 FX12.19%
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 3.8/10
Beta
-0.08
-0.08
-1
0.8
1.2
-1
2
Sharpe Ratio
-0.75
-0.75
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.81
-0.81
-1
1
2
3
3
Jensen's Alpha
-4.07
-4.07
-5
0
2
4.5
4.5
Omega Ratio
0.63
0.63
0
1
1.5
2.5
2.5
Treynor Ratio
4.75
4.75
0
0.75
1.25
5
5
Information Ratio
-0.68
-0.68
-1
0.3
0.6
1
1
Calmar Ratio
-0.08
-0.08
-1
0.3
0.6
1
1
Beta
-0.08
-0.08
-1
0.8
1.2
-1
2
Sharpe Ratio
-0.75
-0.75
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.81
-0.81
-1
1
2
3
3
Jensen's Alpha
-4.07
-4.07
-5
0
2
4.5
4.5
Omega Ratio
0.63
0.63
0
1
1.5
2.5
2.5
Treynor Ratio
4.75
4.75
0
0.75
1.25
5
5
Information Ratio
-0.68
-0.68
-1
0.3
0.6
1
1
Calmar Ratio
-0.08
-0.08
-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 |
|---|---|---|---|
-16.87% | May 2024 | - | 24 |
-4.22% | Nov 2022 | Feb 2024 | 15 |