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-7.47%
This Month
-6.71%
Year To Date
-22.46%
2 Years
-42.38%
5 Years
-42.38%
10 Years
-19.79%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 🧩 Miscellaneous99.24%
- 💵 Cash0.8%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE99.24%
Countries Breakdown
- Country
- Total
Dividends
Dividend Yield
1.15%
1 out of 1 instruments pay dividend.
0 dividend payments in the next 30 days.
Highest Dividend: $SPY (1.16%)
Dividend Yield Breakdown
Instrument | Portfolio Yield | Company Yield | Per Share |
|---|---|---|---|
 SPY | 1.15% | 1.16% | - |
Next Dividends
Stock | Type | Date | Pay Per Share |
|---|
Performance Metrics
Score 2.4/10
Beta
0.32
0.32
0
0.8
1.2
0
2
Sharpe Ratio
-0.31
-0.31
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.4
-0.4
-1
1
2
3
3
Jensen's Alpha
-15.71
-15.71
-16
0
2
4.5
4.5
Omega Ratio
0.47
0.47
0
1
1.5
2.5
2.5
Treynor Ratio
-3.22
-3.22
-4
0.75
1.25
2
2
Information Ratio
-0.67
-0.67
-1
0.3
0.6
1
1
Calmar Ratio
-0.23
-0.23
-1
0.3
0.6
1
1
Beta
0.32
0.32
0
0.8
1.2
0
2
Sharpe Ratio
-0.31
-0.31
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.4
-0.4
-1
1
2
3
3
Jensen's Alpha
-15.71
-15.71
-16
0
2
4.5
4.5
Omega Ratio
0.47
0.47
0
1
1.5
2.5
2.5
Treynor Ratio
-3.22
-3.22
-4
0.75
1.25
2
2
Information Ratio
-0.67
-0.67
-1
0.3
0.6
1
1
Calmar Ratio
-0.23
-0.23
-1
0.3
0.6
1
1
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 |
|---|---|---|---|
-65.34% | Jul 2023 | - | 33 |