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-0.05%
Today
-0.05%
This Month
+2.72%
Year To Date
+26.49%
2 Years
+38.53%
5 Years
+10.19%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💰 Finance20.4%
- 🖥️ Technology Services18.35%
- 💻 Electronic Technology12.99%
- 📊 ETFs11.77%
- 🛍️ Retail Trade7.46%
- 💇♀️ Consumer Services2.23%
- 📡 Communications1.8%
- 🧬 Health Technology1.78%
- 🍞 Consumer Non Durables1.43%
- 🚚 Transportation1.24%
- 💼 Commercial Services0.86%
- 🏭 Industrial Services0.84%
- ⚡ Utilities0.68%
- 🚗 Consumer Durables0.6%
- 🪙 Cryptocurrencies0.58%
- 🧪 Process Industries0.58%
- 🛠️ Producer Manufacturing0.45%
- ⛏️ Energy Minerals0.45%
- 💵 Cash0.24%
- 🏥 Health Services0.16%
- 📦 Distribution Services0.09%
- 🧩 Miscellaneous0.07%
- 🪨 Non Energy Minerals0.07%
- 📈 Indexes0.04%
- 💹 Forex0.01%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 Nasdaq39.38%
- 🇺🇸 NYSE36.7%
- 🇬🇧 LSE3.78%
- 🇺🇸 Chicago Board Options Exchange1.98%
- 🇩🇪 FRA0.73%
- 🌍 Digital Currency0.58%
- 🇳🇱 Euronext Amsterdam0.4%
- 🇫🇷 Euronext Paris0.38%
- 🇪🇸 Bolsa De Madrid0.34%
- 🇮🇹 Borsa Italiana0.21%
- 🇸🇪 Stockholm Stock Exchange0.17%
- 🇨🇭 SIX0.14%
- 🇧🇪 Euronext Brussels0.05%
- 🌍 CFD0.04%
- 🌍 FX0.01%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States65.71%
- 🇬🇧 United Kingdom1.25%
- 🇳🇱 Netherlands0.74%
- 🇩🇪 Germany0.73%
- 🇨🇦 Canada0.58%
- 🇪🇸 Spain0.44%
- 🇫🇷 France0.41%
- 🇨🇳 China0.38%
- 🇮🇪 Ireland0.28%
- 🇮🇹 Italy0.2%
- 🇮🇱 Israel0.2%
- 🇯🇵 Japan0.19%
- 🇨🇭 Switzerland0.19%
- 🇰🇾 Cayman Islands0.17%
- 🇰🇷 South Korea0.13%
- 🇮🇳 India0.11%
- 🇸🇪 Sweden0.11%
- 🇺🇾 Uruguay0.1%
- 🇲🇽 Mexico0.1%
- 🇧🇷 Brazil0.09%
- 🇧🇪 Belgium0.08%
- 🇸🇬 Singapore0.08%
- 🇹🇼 Taiwan0.07%
- 🇫🇮 Finland0.07%
- 🇩🇰 Denmark0.06%
- 🇵🇦 Panama0.05%
Dividends
Dividend Yield
1.1%
253 out of 444 instruments pay dividend.
34 dividend payments in the next 30 days.
Highest Dividend: $JKS (14.25%)
Dividend Yield Breakdown
Instrument | Portfolio Yield | Company Yield | Per Share |
|---|---|---|---|
 BLK | 0.32% | 1.91% | $20.2 |
 NOBL | 0.05% | 2.29% | - |
 HDV | 0.04% | 3.91% | - |
 SCHD | 0.04% | 3.8% | - |
 MSFT | 0.03% | 0.76% | $3 |
 INTC | 0.03% | 2.57% | $0.5 |
 DVY | 0.03% | 3.91% | - |
 IVV | 0.02% | 1.41% | - |
 VTV | 0.02% | 2.22% | - |
 LHA.DE | 0.02% | 4.79% | $0.3 |
 GOOG | 0.01% | 0.29% | $0.2 |
 ISF.L | 0.01% | 2.37% | - |
 AAPL | 0.01% | 0.53% | $0.97 |
 ENB | 0.01% | 6.31% | $2.66 |
 BBY | 0.01% | 4.38% | $3.72 |
 VZ | 0.01% | 6.82% | $2.66 |
 O | 0.01% | 5.73% | $3.09 |
 NOV | 0.01% | 1.9% | $0.23 |
 TU | 0.01% | 7.95% | $1.11 |
 VOD.L | 0.01% | 8.27% | $0.08 |
 AMT | 0.01% | 3.5% | $6.56 |
 ORA.PA | 0.01% | 6.95% | $0.72 |
 NKE | 0.01% | 1.96% | $1.45 |
 AMGN | 0.01% | 3.2% | $8.76 |
 PFE | 0.01% | 6.37% | $1.66 |
 TEL2B.ST | 0.01% | 5.58% | $6.9 |
 ENEL.MI | 0.01% | 6.28% | $0.43 |
 T | 0.01% | 4.68% | $1.11 |
 TGT | 0.01% | 3.23% | $4.42 |
 TEF | 0.01% | 5.87% | $0.24 |
 PM | 0.01% | 4.07% | $5.2 |
 BT.L | 0.01% | 5.73% | $0.08 |
 NDA_SE.ST | 0.01% | 8.02% | $10.62 |
 OEF | 0.01% | 1.04% | - |
 AKE.PA | 0.01% | 4.54% | $3.5 |
 SKM | 0.01% | 5.34% | $0.83 |
 VICI | 0% | 5.69% | $1.66 |
 GOOGL | 0% | 0.29% | $0.2 |
 ABR | 0% | 12.85% | $1.72 |
 KPN.NV | 0% | 4.86% | $0.15 |
 MS | 0% | 2.62% | $3.4 |
 ASRNL.NV | 0% | 6.24% | $2.89 |
 CNQ | 0% | 5.21% | $1.48 |
 LAND.L | 0% | 6.94% | $0.4 |
 PRU | 0% | 4.31% | $5.1 |
 NEE | 0% | 2.88% | $1.97 |
 BBOX.L | 0% | 5.16% | $0.07 |
 COP | 0% | 3.16% | $3.25 |
 TROW | 0% | 4.24% | $4.92 |
 VOO | 0% | 1.26% | - |
 NXST | 0% | 4.52% | $6.08 |
 TXN | 0% | 2.88% | $5.14 |
 OHI | 0% | 7.23% | $2.68 |
 BLND.L | 0% | 6.09% | $0.23 |
 CCI | 0% | 7.01% | $6.26 |
 PK | 0% | 7.41% | $0.8 |
 JNJ | 0% | 3.26% | $4.81 |
 CPA | 0% | 6.91% | $4.86 |
 ALB | 0% | 1.91% | $1.6 |
 SU | 0% | 4.35% | $1.59 |
 CMCSA | 0% | 3.74% | $1.2 |
 CVX | 0% | 4.42% | $6.28 |
 INGA.NV | 0% | 6.89% | $1.11 |
 CSCO | 0% | 2.64% | $1.58 |
 MDT.US | 0% | 3.07% | $2.77 |
 LYB | 0% | 6.96% | $5.09 |
 GLPI | 0% | 6.28% | $2.98 |
 ES | 0% | 5.02% | $2.78 |
 PEP | 0% | 3.54% | $5.15 |
 HD | 0% | 2.18% | $8.52 |
 KO | 0% | 3.06% | $1.89 |
 BTI | 0% | 7.45% | $2.92 |
 LHX | 0% | 2.19% | $4.6 |
 BMY | 0% | 4.11% | $2.34 |
 RIO | 0% | 7.18% | $4.34 |
 EVRG | 0% | 4.04% | $2.54 |
 AVGO | 0% | 0.98% | $19.7 |
 MCD | 0% | 2.35% | $6.53 |
 DTE.DE | 0% | 2.38% | $0.77 |
 CUBE | 0% | 4.92% | $2.02 |
 LW | 0% | 2.42% | $1.28 |
 SLB | 0% | 2.76% | $1.05 |
 XEL | 0% | 3.26% | $2.13 |
 MTN | 0% | 5.22% | $8.56 |
 SIX2.DE | 0% | 4.95% | $3.9 |
 EIX | 0% | 5.87% | $3.04 |
 HPQ | 0% | 3.48% | $1.1 |
 CAG | 0% | 5.41% | $1.4 |
 HST | 0% | 4.79% | $0.78 |
 UTG.L | 0% | 4.21% | $0.35 |
 KMB | 0% | 3.79% | $4.8 |
 HPE | 0% | 2.45% | $0.51 |
 LMT | 0% | 2.79% | $12.45 |
 QCOM | 0% | 1.97% | $3.25 |
 RHP | 0% | 4.24% | $4.3 |
 NTDOY | 0% | 1.08% | $0.24 |
 SSE.L | 0% | 3.75% | $0.6 |
 GLW | 0% | 2.15% | $1.12 |
 ASML | 0% | 0.77% | $5.57 |
 MRL.MC | 0% | 3.05% | $0.36 |
 TRIG.L | 0% | 8.61% | $0.07 |
 PAC | 0% | 3.84% | $3.79 |
 DELL | 0% | 1.72% | $1.63 |
 IBE.MC | 0% | 3.46% | $0.45 |
 AZN | 0% | 2.06% | $1.42 |
 HASI | 0% | 5.93% | $1.62 |
 SYY | 0% | 2.78% | $2.01 |
 APD | 0% | 2.12% | $7.04 |
 KEY | 0% | 4.56% | $0.82 |
 NESN.ZU | 0% | 3.86% | $3 |
 BAS.DE | 0% | 7.31% | $3.4 |
 VNA.DE | 0% | 3.04% | $0.9 |
 PG | 0% | 2.43% | $3.83 |
 EA | 0% | 0.62% | $0.76 |
 ELS | 0% | 2.92% | $1.85 |
 VAC | 0% | 3.54% | $3 |
 EOG | 0% | 2.95% | $5.06 |
 INFY | 0% | 1.89% | $0.39 |
 ADI | 0% | 1.74% | $3.56 |
 MKC | 0% | 2.21% | $1.62 |
 CL | 0% | 2.31% | $1.96 |
 EQIX | 0% | 1.87% | $16.19 |
 MU | 0% | 0.5% | $0.46 |
 RF | 0% | 3.98% | $0.96 |
 AENA.MC | 0% | 2.96% | $6.2 |
 SPG | 0% | 4.66% | $7.75 |
 VIE.PA | 0% | 4.53% | $1.25 |
 ALLY | 0% | 3.08% | $1.2 |
 LOW | 0% | 1.75% | $4.45 |
 ABEV | 0% | 5.54% | $0.13 |
 BABA | 0% | 0.99% | $0.98 |
 ATO | 0% | 2.31% | $3.16 |
 NOC | 0% | 1.65% | $7.67 |
 TMUS | 0% | 1.31% | $1.95 |
 SHO | 0% | 3% | $0.3 |
 STLAM.MI | 0% | 12.01% | $1.55 |
 GD | 0% | 2.21% | $5.48 |
 NVDA | 0% | 0.03% | $0.02 |
 GSK | 0% | 4.33% | $1.45 |
 PETS.L | 0% | 5.77% | $0.13 |
 SWKS | 0% | 3.11% | $2.72 |
 MGA | 0% | 4.87% | $1.88 |
 BARN.ZU | 0% | 2.89% | $29 |
 TSCO | 0% | 1.62% | $4.26 |
 FUN | 0% | 2.72% | $1.2 |
 ADP | 0% | 1.94% | $5.45 |
 META | 0% | 0.29% | $1 |
 BDX | 0% | 1.61% | $3.76 |
 ITUB | 0% | 1.83% | $0.15 |
 LUV | 0% | 2.34% | $0.72 |
 ASR | 0% | 2.11% | $5.78 |
 LIN | 0% | 1.25% | $5.33 |
 ORCL | 0% | 0.94% | $1.6 |
 MCHI | 0% | 3.68% | - |
 GILD | 0% | 3.17% | $3.04 |
 HTHT | 0% | 1.9% | $0.6 |
 AVOL.ZU | 0% | 1.69% | $0.7 |
 TLT | 0% | 1.42% | - |
 VOW3.DE | 0% | 9.21% | $9.06 |
 RYAAY | 0% | 1.8% | $0.93 |
 CVS | 0% | 4.71% | $2.54 |
 SNY | 0% | 2.72% | $1.48 |
 BLV | 0% | 1.57% | - |
 BAM | 0% | 2.57% | $1.41 |
 TEP.PA | 0% | 4.25% | $3.85 |
 KR | 0% | 2.03% | $1.16 |
 LVS | 0% | 1.75% | $0.8 |
 ACX.MC | 0% | 5.17% | $0.5 |
 ATAT | 0% | 1.53% | $0.13 |
 MSI | 0% | 0.86% | $3.82 |
 MCHP | 0% | 3.34% | $1.75 |
 SMSN.L | 0% | 2.7% | $23.68 |
 OXY | 0% | 1.89% | $0.8 |
 LLY | 0% | 0.67% | $4.86 |
 TSM | 0% | 0.93% | $1.74 |
 CRM | 0% | 0.47% | $0.4 |
 UNH | 0% | 1.51% | $7.74 |
 ABI.BR | 0% | 1.2% | $0.57 |
 RSG | 0% | 1.03% | $2.14 |
 CHD | 0% | 1.09% | $1.11 |
 PUK | 0% | 2.53% | $0.41 |
 MKS.L | 0% | 0.9% | $0.03 |
 JKS | 0% | 14.25% | $1.48 |
 WYNN | 0% | 1.15% | $1 |
 SHW | 0% | 0.77% | $2.64 |
 DPZ | 0% | 1.34% | $5.44 |
 COFA.PA | 0% | 8.35% | $1.3 |
 IAG.L | 0% | 0.61% | - |
 AMAT | 0% | 0.89% | $1.44 |
 NXPI | 0% | 1.94% | $4.06 |
 MAR | 0% | 0.83% | $2.19 |
 PSN.L | 0% | 4.76% | $0.6 |
 BKNG | 0% | 0.74% | $17.5 |
 KER.PA | 0% | 4.54% | $14 |
 SPGI | 0% | 0.71% | $3.62 |
 RI.PA | 0% | 4.26% | $4.7 |
 BYD | 0% | 0.89% | $0.66 |
 MRVL | 0% | 0.21% | $0.24 |
 DIS | 0% | 0.88% | $0.75 |
 KLIC | 0% | 1.82% | $0.79 |
 SBRY.L | 0% | 5.15% | $0.13 |
 DAL | 0% | 0.74% | $0.3 |
 BUD | 0% | 1.32% | $0.65 |
 GLEN.L | 0% | 2.9% | $0.1 |
 NVO | 0% | 1.21% | $0.98 |
 PLD | 0% | 3.22% | $3.66 |
 MMT.PA | 0% | 10.08% | $1.25 |
 MDLZ | 0% | 3.09% | $1.7 |
 BA.L | 0% | 2.53% | $0.3 |
 MPWR | 0% | 0.78% | $4.5 |
 PRX.NV | 0% | 0.27% | $0.07 |
 BRO | 0% | 0.54% | $0.51 |
 P911.DE | 0% | 3.74% | $2.31 |
 ASM.NV | 0% | 0.48% | $2.75 |
 CLNX.MC | 0% | 0.19% | $0.06 |
 TSCO.L | 0% | 3.36% | $0.12 |
 CASY | 0% | 0.46% | $1.79 |
 BESI.NV | 0% | 1.72% | $2.15 |
 SQQQ | 0% | 11.25% | - |
 WMT | 0% | 0.85% | $0.81 |
 DBRG | 0% | 0.36% | $0.04 |
 CA.PA | 0% | 6.36% | $0.87 |
 HDB | 0% | 0.98% | $0.6 |
 V | 0% | 0.65% | $2.01 |
 MA | 0% | 0.49% | $2.46 |
 LRCX | 0% | 1.06% | $8 |
 RCL | 0% | 0.36% | - |
 H | 0% | 0.38% | $0.6 |
 KLAC | 0% | 0.79% | $5.65 |
 FXI | 0% | 2.83% | - |
 TJX | 0% | 1.2% | $1.42 |
 ACA.PA | 0% | 7.22% | $1.05 |
 PEB | 0% | 0.3% | $0.04 |
 CHDN | 0% | 0.33% | $0.38 |
 JD.L | 0% | 1.04% | $0.01 |
 LIT | 0% | 0.05% | - |
 COST | 0% | 0.47% | $19.22 |
 EMR | 0% | 1.62% | $2.1 |
 HLT | 0% | 0.23% | $0.6 |
 SYK | 0% | 0.83% | $3.15 |
 PAH3.DE | 0% | 6.73% | $2.56 |
 TER | 0% | 0.41% | $0.46 |
 ENTG | 0% | 0.39% | $0.4 |
 HSBC | 0% | 5.78% | $3.03 |
 YINN | 0% | 0.36% | - |
 STMPA.PA | 0% | 1.55% | $0.28 |
 PCAR | 0% | 1.11% | $1.11 |
 ED | 0% | 3.56% | $3.28 |
 PARA | 0% | 1.84% | $0.2 |
 PHIN | 0% | 1.97% | $1 |
 MCK | 0% | 0.46% | $2.48 |
 ROP | 0% | 0.53% | $2.93 |
 SAP.DE | 0% | 0.82% | $2.2 |
Next Dividends
Instrument | Type | Date | Pay Per Share |
|---|---|---|---|
T | Pay Day | Feb 3 | $0.28 |
VZ | Pay Day | Feb 3 | $0.68 |
CVS | Pay Day | Feb 3 | $0.66 |
BMY | Pay Day | Feb 3 | $0.62 |
CASY | Ex-Dividend | Feb 3 | $0.50 |
AMT | Pay Day | Feb 3 | $1.62 |
O | Ex-Dividend | Feb 3 | $0.26 |
LOW | Pay Day | Feb 5 | $1.15 |
SLB | Ex-Dividend | Feb 5 | $0.28 |
BRO | Ex-Dividend | Feb 5 | $0.15 |
BTI | Pay Day | Feb 6 | $0.74 |
MA | Pay Day | Feb 7 | $0.76 |
COST | Ex-Dividend | Feb 7 | $1.16 |
GD | Pay Day | Feb 7 | $1.42 |
VOD.L | Pay Day | Feb 7 | $0.02 |
AAPL | Ex-Dividend | Feb 10 | $0.25 |
LVS | Ex-Dividend | Feb 10 | $0.20 |
OHI | Ex-Dividend | Feb 10 | $0.67 |
V | Ex-Dividend | Feb 11 | $0.59 |
TXN | Pay Day | Feb 11 | $1.36 |
TGT | Ex-Dividend | Feb 12 | $1.12 |
PCAR | Ex-Dividend | Feb 12 | $0.33 |
BRO | Pay Day | Feb 12 | $0.15 |
NXST | Ex-Dividend | Feb 12 | $1.86 |
AAPL | Pay Day | Feb 13 | $0.25 |
TJX | Ex-Dividend | Feb 13 | $0.38 |
CVX | Ex-Dividend | Feb 14 | $1.71 |
CL | Pay Day | Feb 14 | $0.50 |
AMGN | Ex-Dividend | Feb 14 | $2.38 |
KR | Ex-Dividend | Feb 14 | $0.32 |
LLY | Ex-Dividend | Feb 14 | $1.50 |
ALLY | Pay Day | Feb 14 | $0.30 |
MS | Pay Day | Feb 14 | $0.92 |
ENB | Ex-Dividend | Feb 14 | $0.67 |
O | Pay Day | Feb 14 | $0.26 |
CHD | Ex-Dividend | Feb 14 | $0.30 |
TER | Ex-Dividend | Feb 14 | $0.12 |
CASY | Pay Day | Feb 17 | $0.50 |
JNJ | Ex-Dividend | Feb 18 | $1.24 |
PG | Pay Day | Feb 18 | $1.01 |
OHI | Pay Day | Feb 18 | $0.67 |
LVS | Pay Day | Feb 19 | $0.20 |
ED | Ex-Dividend | Feb 19 | $0.85 |
ENTG | Pay Day | Feb 19 | $0.10 |
MSFT | Ex-Dividend | Feb 20 | $0.83 |
AMAT | Ex-Dividend | Feb 20 | $0.40 |
 DOYU | Pay Day | Feb 20 | $9.94 |
COST | Pay Day | Feb 21 | $1.16 |
DOYU | Ex-Dividend | Feb 21 | $9.94 |
SPGI | Ex-Dividend | Feb 26 | $0.96 |
NXST | Pay Day | Feb 26 | $1.86 |
CAG | Pay Day | Feb 27 | $0.35 |
SSE.L | Pay Day | Feb 27 | $0.27 |
TMUS | Ex-Dividend | Feb 28 | $0.88 |
LW | Pay Day | Feb 28 | $0.37 |
TGT | Pay Day | Mar 1 | $1.12 |
KR | Pay Day | Mar 1 | $0.32 |
ENB | Pay Day | Mar 1 | $0.67 |
V | Pay Day | Mar 3 | $0.59 |
LMT | Ex-Dividend | Mar 3 | $3.30 |
MCK | Ex-Dividend | Mar 3 | $0.71 |
CHD | Pay Day | Mar 3 | $0.30 |
JNJ | Pay Day | Mar 4 | $1.24 |
ES | Ex-Dividend | Mar 4 | $0.75 |
KEY | Ex-Dividend | Mar 4 | $0.20 |
PCAR | Pay Day | Mar 5 | $0.33 |
QCOM | Ex-Dividend | Mar 6 | $0.85 |
TJX | Pay Day | Mar 6 | $0.38 |
PFE | Pay Day | Mar 7 | $0.43 |
AMGN | Pay Day | Mar 7 | $2.38 |
KMB | Ex-Dividend | Mar 7 | $1.26 |
BLK | Ex-Dividend | Mar 7 | $5.21 |
CVX | Pay Day | Mar 10 | $1.71 |
LLY | Pay Day | Mar 10 | $1.50 |
BDX | Ex-Dividend | Mar 10 | $1.04 |
HPQ | Ex-Dividend | Mar 12 | $0.29 |
SPGI | Pay Day | Mar 12 | $0.96 |
MSFT | Pay Day | Mar 13 | $0.83 |
AMAT | Pay Day | Mar 13 | $0.40 |
TMUS | Pay Day | Mar 13 | $0.88 |
ED | Pay Day | Mar 14 | $0.85 |
ADP | Ex-Dividend | Mar 14 | $1.54 |
KEY | Pay Day | Mar 14 | $0.20 |
TER | Pay Day | Mar 14 | $0.12 |
TSM | Ex-Dividend | Mar 18 | $0.69 |
BLK | Pay Day | Mar 24 | $5.21 |
STMPA.PA | Ex-Dividend | Mar 24 | $0.09 |
STMPA.PA | Pay Day | Mar 26 | $0.09 |
QCOM | Pay Day | Mar 27 | $0.85 |
LMT | Pay Day | Mar 28 | $3.30 |
BDX | Pay Day | Mar 31 | $1.04 |
ES | Pay Day | Mar 31 | $0.75 |
MCK | Pay Day | Apr 1 | $0.71 |
ADP | Pay Day | Apr 1 | $1.54 |
APD | Ex-Dividend | Apr 1 | $1.79 |
HPQ | Pay Day | Apr 2 | $0.29 |
CMCSA | Ex-Dividend | Apr 2 | $0.33 |
KMB | Pay Day | Apr 2 | $1.26 |
SLB | Pay Day | Apr 3 | $0.28 |
TSM | Pay Day | Apr 10 | $0.69 |
KPN.NV | Ex-Dividend | Apr 22 | $0.11 |
CMCSA | Pay Day | Apr 23 | $0.33 |
KPN.NV | Pay Day | Apr 28 | $0.11 |
APD | Pay Day | May 12 | $1.79 |
DIS | Ex-Dividend | Jun 24 | $0.50 |
DIS | Pay Day | Jul 23 | $0.50 |
Performance Metrics
Score 5.9/10
Beta
0.88
0.88
0
0.8
1.2
0
2
Sharpe Ratio
0.39
0.39
0
0.5
1
1.5
1.5
Sortino Ratio
0.72
0.72
0
1
2
3
3
Jensen's Alpha
14.43
14.43
-2
0
2
15
15
Omega Ratio
1.24
1.24
0
1
1.5
2.5
2.5
Treynor Ratio
2.21
2.21
0
0.75
1.25
3
3
Information Ratio
0.21
0.21
0
0.3
0.6
1
1
Calmar Ratio
0.11
0.11
0
0.3
0.6
1
1
Beta
0.88
0.88
0
0.8
1.2
0
2
Sharpe Ratio
0.39
0.39
0
0.5
1
1.5
1.5
Sortino Ratio
0.72
0.72
0
1
2
3
3
Jensen's Alpha
14.43
14.43
-2
0
2
15
15
Omega Ratio
1.24
1.24
0
1
1.5
2.5
2.5
Treynor Ratio
2.21
2.21
0
0.75
1.25
3
3
Information Ratio
0.21
0.21
0
0.3
0.6
1
1
Calmar Ratio
0.11
0.11
0
0.3
0.6
1
1
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-84.58% | Feb 2018 | - | 85 |
-22.32% | Jul 2017 | Aug 2017 | 1 |
-18.75% | Sep 2017 | Nov 2017 | 2 |