+0%
Today
-1.86%
This Month
+3.05%
Year To Date
+14.04%
2 Years
-1.8%
5 Years
-0.52%
Annualized
- AllSeasonsPort
- S&P 500
- + Add Benchmark
Diversification
Sectors Breakdown
- Sector
- Total
- 📊 ETFs85.54%
- 💰 Finance10.02%
- 🪙 Cryptocurrencies3.67%
- 💵 Cash0.78%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE70.2%
- 🇺🇸 Chicago Board Options Exchange13.18%
- 🇺🇸 Nasdaq12.19%
- 🌍 Digital Currency3.67%
Countries Breakdown
- Country
- Total
Dividends
Dividend Yield
2.12%
12 out of 16 instruments pay dividend.
0 dividend payments in the next 30 days.
Highest Dividend: $MINT (5.19%)
Performance Metrics
Score 2.3/10
Beta
0.74
0.74
0
0.8
1.2
0
2
Sharpe Ratio
-0.15
-0.15
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.2
-0.2
-1
1
2
3
3
Jensen's Alpha
-8.7
-8.7
-9
0
2
4.5
4.5
Omega Ratio
0.39
0.39
0
1
1.5
2.5
2.5
Treynor Ratio
-0.24
-0.24
-1
0.75
1.25
2
2
Information Ratio
-1.36
-1.36
-2
0.3
0.6
1
1
Calmar Ratio
0
0
0
0.3
0.6
1
1
Beta
0.74
0.74
0
0.8
1.2
0
2
Sharpe Ratio
-0.15
-0.15
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.2
-0.2
-1
1
2
3
3
Jensen's Alpha
-8.7
-8.7
-9
0
2
4.5
4.5
Omega Ratio
0.39
0.39
0
1
1.5
2.5
2.5
Treynor Ratio
-0.24
-0.24
-1
0.75
1.25
2
2
Information Ratio
-1.36
-1.36
-2
0.3
0.6
1
1
Calmar Ratio
0
0
0
0.3
0.6
1
1
Drawdowns
- AllSeasonsPort
- S&P 500
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Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-29.56% | Nov 2021 | - | 41 |
-2.82% | Sep 2021 | Oct 2021 | 1 |