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+10.44%
This Month
-20.91%
Year To Date
+43.9%
2 Years
+303.44%
5 Years
+215.62%
10 Years
+2.96%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 🪙 Cryptocurrencies40.46%
- 💵 Cash10.61%
- 🍞 Consumer Non Durables4.21%
Exchanges Breakdown
- Exchange
- Total
- 🌍 Digital Currency40.46%
- 🇺🇸 NYSE4.21%
- 🇺🇸 Nasdaq0%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States4.21%
Dividends
Performance Metrics
Score 5.3/10
Beta
2.09
2.09
0
0.8
1.2
0
3
Sharpe Ratio
0.42
0.42
0
0.5
1
1.5
1.5
Sortino Ratio
0.85
0.85
0
1
2
3
3
Jensen's Alpha
6.89
6.89
-2
0
2
7
7
Omega Ratio
1.3
1.3
0
1
1.5
2.5
2.5
Treynor Ratio
1.17
1.17
0
0.75
1.25
2
2
Information Ratio
0.28
0.28
0
0.3
0.6
1
1
Calmar Ratio
0.16
0.16
0
0.3
0.6
1
1
Beta
2.09
2.09
0
0.8
1.2
0
3
Sharpe Ratio
0.42
0.42
0
0.5
1
1.5
1.5
Sortino Ratio
0.85
0.85
0
1
2
3
3
Jensen's Alpha
6.89
6.89
-2
0
2
7
7
Omega Ratio
1.3
1.3
0
1
1.5
2.5
2.5
Treynor Ratio
1.17
1.17
0
0.75
1.25
2
2
Information Ratio
0.28
0.28
0
0.3
0.6
1
1
Calmar Ratio
0.16
0.16
0
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
17.09
High:
CLX
17.09CLXLow:
MSTR
-9.29MSTRDetails
PEG Ratio
25.61
High:CLX
25.61CLXLow:CLX
25.61CLXDetails
Price/Book
-101.14
High:MSTR
1.21MSTRLow:CLX
-101.14CLXDetails
Price/Sales
1.89
High:MSTR
105.23MSTRLow:CLX
1.89CLXDetails
Price/CF
12.49
High:MSTR
7,511.07MSTRLow:CLX
12.49CLXDetails
Price/FCF
69.84
High:MSTR
1,187.5MSTRLow:CLX
69.84CLXDetails
P/E Ratio
17.09
High:CLX
17.09CLXLow:MSTR
-9.29MSTRDetails
PEG Ratio
25.61
High:CLX
25.61CLXLow:CLX
25.61CLXDetails
Price/Book
-101.14
High:MSTR
1.21MSTRLow:CLX
-101.14CLXDetails
Price/Sales
1.89
High:MSTR
105.23MSTRLow:CLX
1.89CLXDetails
Price/CF
12.49
High:MSTR
7,511.07MSTRLow:CLX
12.49CLXDetails
Price/FCF
69.84
High:MSTR
1,187.5MSTRLow:CLX
69.84CLXDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-90.09% | Sep 2013 | Mar 2024 | 126 |
-63.26% | Dec 2024 | - | 17 |
-39.08% | Apr 2024 | Sep 2024 | 5 |