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-0.08%
This Month
-5.3%
Year To Date
+43.74%
2 Years
+340.68%
5 Years
+1876.17%
10 Years
+70.64%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💵 Cash74.58%
- 💹 Forex25.12%
Exchanges Breakdown
- Exchange
- Total
- 🌍 FX25.12%
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 9/10
Beta
0.15
0.15
0
0.8
1.2
0
2
Sharpe Ratio
1.04
1.04
0
0.5
1
2
2
Sortino Ratio
3.98
3.98
0
1
2
4
4
Jensen's Alpha
73.13
73.13
-2
0
2
74
74
Omega Ratio
2.36
2.36
0
1
1.5
3
3
Treynor Ratio
31.64
31.64
0
0.75
1.25
32
32
Information Ratio
0.78
0.78
0
0.3
0.6
1
1
Calmar Ratio
3.23
3.23
0
0.3
0.6
4
4
Beta
0.15
0.15
0
0.8
1.2
0
2
Sharpe Ratio
1.04
1.04
0
0.5
1
2
2
Sortino Ratio
3.98
3.98
0
1
2
4
4
Jensen's Alpha
73.13
73.13
-2
0
2
74
74
Omega Ratio
2.36
2.36
0
1
1.5
3
3
Treynor Ratio
31.64
31.64
0
0.75
1.25
32
32
Information Ratio
0.78
0.78
0
0.3
0.6
1
1
Calmar Ratio
3.23
3.23
0
0.3
0.6
4
4
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 |
|---|---|---|---|
-19.57% | Feb 2023 | Mar 2024 | 13 |
-17.77% | Oct 2021 | Feb 2022 | 4 |
-15.54% | Jan 2026 | - | 4 |
-8.03% | Jun 2021 | Aug 2021 | 2 |
-6.49% | Sep 2020 | Nov 2020 | 2 |
-5.81% | Sep 2025 | Oct 2025 | 1 |
-5.54% | Jun 2025 | Jul 2025 | 1 |
-5.08% | Mar 2022 | Apr 2022 | 1 |
-4.03% | Jun 2020 | Aug 2020 | 2 |
-3.91% | Oct 2024 | Nov 2024 | 1 |
-3.62% | Jun 2024 | Sep 2024 | 3 |
-3.09% | Mar 2021 | Apr 2021 | 1 |
-3.04% | Jan 2025 | Mar 2025 | 2 |
-2.05% | Oct 2022 | Nov 2022 | 1 |