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-2.77%
This Month
-4.4%
Year To Date
-4.4%
2 Years
-4.4%
5 Years
-26.79%
10 Years
-3.78%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💵 Cash57.79%
- 🪙 Cryptocurrencies39.09%
- 💻 Electronic Technology10.02%
Exchanges Breakdown
- Exchange
- Total
- 🌍 Digital Currency39.09%
- 🇺🇸 Nasdaq10.02%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States10.02%
Dividends
Performance Metrics
Score 2.8/10
Beta
0.02
0.02
0
0.8
1.2
0
2
Sharpe Ratio
-0.88
-0.88
-1
0.5
1
1.5
1.5
Sortino Ratio
-1.06
-1.06
-2
1
2
3
3
Jensen's Alpha
-6.15
-6.15
-7
0
2
4.5
4.5
Omega Ratio
0.5
0.5
0
1
1.5
2.5
2.5
Treynor Ratio
-24.39
-24.39
-25
0.75
1.25
2
2
Information Ratio
-0.98
-0.98
-1
0.3
0.6
1
1
Calmar Ratio
-0.1
-0.1
-1
0.3
0.6
1
1
Beta
0.02
0.02
0
0.8
1.2
0
2
Sharpe Ratio
-0.88
-0.88
-1
0.5
1
1.5
1.5
Sortino Ratio
-1.06
-1.06
-2
1
2
3
3
Jensen's Alpha
-6.15
-6.15
-7
0
2
4.5
4.5
Omega Ratio
0.5
0.5
0
1
1.5
2.5
2.5
Treynor Ratio
-24.39
-24.39
-25
0.75
1.25
2
2
Information Ratio
-0.98
-0.98
-1
0.3
0.6
1
1
Calmar Ratio
-0.1
-0.1
-1
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
39.86
High:
AAPL
39.86AAPLLow:AAPL
39.86AAPLDetails
PEG Ratio
1.22
High:AAPL
1.22AAPLLow:AAPL
1.22AAPLDetails
Price/Book
47.25
High:AAPL
47.25AAPLLow:AAPL
47.25AAPLDetails
Price/Sales
10.96
High:AAPL
10.96AAPLLow:AAPL
10.96AAPLDetails
Price/CF
28.46
High:AAPL
28.46AAPLLow:AAPL
28.46AAPLDetails
Price/FCF
34.5
High:AAPL
34.5AAPLLow:AAPL
34.5AAPLDetails
P/E Ratio
39.86
High:AAPL
39.86AAPLLow:AAPL
39.86AAPLDetails
PEG Ratio
1.22
High:AAPL
1.22AAPLLow:AAPL
1.22AAPLDetails
Price/Book
47.25
High:AAPL
47.25AAPLLow:AAPL
47.25AAPLDetails
Price/Sales
10.96
High:AAPL
10.96AAPLLow:AAPL
10.96AAPLDetails
Price/CF
28.46
High:AAPL
28.46AAPLLow:AAPL
28.46AAPLDetails
Price/FCF
34.5
High:AAPL
34.5AAPLLow:AAPL
34.5AAPLDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-35.47% | Apr 2018 | - | 103 |