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+4.07%
This Month
+34.15%
Year To Date
-0.64%
2 Years
-9.21%
5 Years
-18.36%
10 Years
-3.67%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💵 Cash41.51%
- 📊 ETFs32.05%
- 💻 Electronic Technology21.41%
- 🪨 Non Energy Minerals7.73%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE39.78%
- 🇺🇸 Nasdaq21.41%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States21.41%
- 🇨🇦 Canada7.73%
Dividends
Performance Metrics
Score 2.7/10
Beta
0.61
0.61
0
0.8
1.2
0
2
Sharpe Ratio
-0.09
-0.09
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.13
-0.13
-1
1
2
3
3
Jensen's Alpha
-9.45
-9.45
-10
0
2
4.5
4.5
Omega Ratio
0.65
0.65
0
1
1.5
2.5
2.5
Treynor Ratio
-0.35
-0.35
-1
0.75
1.25
2
2
Information Ratio
-0.52
-0.52
-1
0.3
0.6
1
1
Calmar Ratio
-0.1
-0.1
-1
0.3
0.6
1
1
Beta
0.61
0.61
0
0.8
1.2
0
2
Sharpe Ratio
-0.09
-0.09
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.13
-0.13
-1
1
2
3
3
Jensen's Alpha
-9.45
-9.45
-10
0
2
4.5
4.5
Omega Ratio
0.65
0.65
0
1
1.5
2.5
2.5
Treynor Ratio
-0.35
-0.35
-1
0.75
1.25
2
2
Information Ratio
-0.52
-0.52
-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
29.23
High:
CCJ
142.43CCJLow:
WDC
25.12WDCDetails
PEG Ratio
23.43
High:CCJ
41.78CCJLow:WDC
16.8WDCDetails
Price/Book
11.79
High:WDC
11.96WDCLow:CCJ
11.02CCJDetails
Price/Sales
9.88
High:CCJ
21.7CCJLow:WDC
8.88WDCDetails
Price/CF
28.58
High:CCJ
42.37CCJLow:WDC
26.78WDCDetails
Price/FCF
35.66
High:CCJ
60.23CCJLow:WDC
32.89WDCDetails
P/E Ratio
29.23
High:CCJ
142.43CCJLow:WDC
25.12WDCDetails
PEG Ratio
23.43
High:CCJ
41.78CCJLow:WDC
16.8WDCDetails
Price/Book
11.79
High:WDC
11.96WDCLow:CCJ
11.02CCJDetails
Price/Sales
9.88
High:CCJ
21.7CCJLow:WDC
8.88WDCDetails
Price/CF
28.58
High:CCJ
42.37CCJLow:WDC
26.78WDCDetails
Price/FCF
35.66
High:CCJ
60.23CCJLow:WDC
32.89WDCDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-40.95% | Apr 2020 | - | 71 |