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-2.31%
This Month
+1.04%
Year To Date
-56.58%
2 Years
-61.36%
5 Years
-61.36%
10 Years
-18.74%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 📊 ETFs99.52%
- 💵 Cash0.3%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE72.91%
- 🇺🇸 Nasdaq26.61%
Countries Breakdown
- Country
- Total
Dividends
Dividend Yield
0%
0 out of 2 instruments pay dividend.
0 dividend payments in the next 30 days.
Dividend Yield Breakdown
Instrument | Portfolio Yield | Company Yield | Per Share |
|---|
Next Dividends
Stock | Type | Date | Pay Per Share |
|---|
Performance Metrics
Score 3.3/10
Beta
-1.79
-1.79
-2
0.8
1.2
-2
2
Sharpe Ratio
-0.54
-0.54
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.7
-0.7
-1
1
2
3
3
Jensen's Alpha
-4.59
-4.59
-5
0
2
4.5
4.5
Omega Ratio
0.68
0.68
0
1
1.5
2.5
2.5
Treynor Ratio
0.88
0.88
0
0.75
1.25
2
2
Information Ratio
-0.56
-0.56
-1
0.3
0.6
1
1
Calmar Ratio
-0.23
-0.23
-1
0.3
0.6
1
1
Beta
-1.79
-1.79
-2
0.8
1.2
-2
2
Sharpe Ratio
-0.54
-0.54
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.7
-0.7
-1
1
2
3
3
Jensen's Alpha
-4.59
-4.59
-5
0
2
4.5
4.5
Omega Ratio
0.68
0.68
0
1
1.5
2.5
2.5
Treynor Ratio
0.88
0.88
0
0.75
1.25
2
2
Information Ratio
-0.56
-0.56
-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 |
|---|---|---|---|
-83.43% | Jan 2023 | - | 40 |
-11.61% | Jul 2022 | Sep 2022 | 2 |
-9.26% | Nov 2021 | Jan 2022 | 2 |
-5.16% | Mar 2022 | Apr 2022 | 1 |
-4.15% | Nov 2022 | Dec 2022 | 1 |