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-0.03%
Today
-0.03%
This Month
+5.42%
Year To Date
+43.86%
2 Years
+221.05%
5 Years
+25.89%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💵 Cash91.06%
- 💹 Forex7.69%
Exchanges Breakdown
- Exchange
- Total
- 🌍 FX7.69%
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
Instrument | Type | Date | Pay Per Share |
|---|
Performance Metrics
Score 7.8/10
Beta
0
0
-1
0.8
1.2
-1
2
Sharpe Ratio
1.57
1.57
0
0.5
1
2
2
Sortino Ratio
3.24
3.24
0
1
2
4
4
Jensen's Alpha
24.44
24.44
-2
0
2
25
25
Omega Ratio
1.49
1.49
0
1
1.5
2.5
2.5
Treynor Ratio
-2587.56
-2587.56
-2588
0.75
1.25
2
2
Information Ratio
0.53
0.53
0
0.3
0.6
1
1
Calmar Ratio
3.06
3.06
0
0.3
0.6
4
4
Beta
0
0
-1
0.8
1.2
-1
2
Sharpe Ratio
1.57
1.57
0
0.5
1
2
2
Sortino Ratio
3.24
3.24
0
1
2
4
4
Jensen's Alpha
24.44
24.44
-2
0
2
25
25
Omega Ratio
1.49
1.49
0
1
1.5
2.5
2.5
Treynor Ratio
-2587.56
-2587.56
-2588
0.75
1.25
2
2
Information Ratio
0.53
0.53
0
0.3
0.6
1
1
Calmar Ratio
3.06
3.06
0
0.3
0.6
4
4
Portfolio Valuation
Based on weighted open stock 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 |
|---|---|---|---|
-8.61% | Mar 2021 | Apr 2021 | 1 |
-7.35% | May 2021 | Jun 2021 | 1 |
-5.35% | Apr 2020 | Jun 2020 | 2 |
-5.11% | Oct 2020 | Nov 2020 | 1 |
-3.97% | Sep 2022 | Oct 2022 | 1 |
-3.44% | Nov 2024 | Jan 2025 | 2 |
-3.32% | Mar 2024 | May 2024 | 2 |
-2.71% | Dec 2023 | Jan 2024 | 1 |
-2.03% | Nov 2022 | Jan 2023 | 2 |
-1.63% | Sep 2024 | Oct 2024 | 1 |
-1.12% | Oct 2023 | Nov 2023 | 1 |
-0.92% | Jan 2020 | Feb 2020 | 1 |
-0.28% | Mar 2025 | - | 2 |
-0.13% | Feb 2022 | Mar 2022 | 1 |