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+8.14%
This Month
+3.6%
Year To Date
+48.76%
2 Years
-47.98%
5 Years
-32.55%
10 Years
-6.81%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- ⛏️ Energy Minerals25.13%
- 💰 Finance22.39%
- 💇♀️ Consumer Services14.86%
- 🛍️ Retail Trade13.97%
- 🚗 Consumer Durables9.8%
- 🧬 Health Technology3.53%
- 🧪 Process Industries3.2%
- 🍞 Consumer Non Durables2.9%
- 💻 Electronic Technology2.77%
- 🛠️ Producer Manufacturing0.87%
- 🖥️ Technology Services0.24%
- 💵 Cash0.08%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 Nasdaq73.21%
- 🇺🇸 NYSE26.45%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States89.62%
- 🇨🇳 China10.04%
Dividends
Dividend Yield
9.72%
8 out of 20 instruments pay dividend.
4 dividend payments in the next 30 days.
Highest Dividend: $IEP (26.08%)
Performance Metrics
Score 2.3/10
Beta
1.26
1.26
0
0.8
1.2
0
2
Sharpe Ratio
-0.17
-0.17
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.22
-0.22
-1
1
2
3
3
Jensen's Alpha
-19.12
-19.12
-20
0
2
4.5
4.5
Omega Ratio
0.53
0.53
0
1
1.5
2.5
2.5
Treynor Ratio
-0.31
-0.31
-1
0.75
1.25
2
2
Information Ratio
-0.87
-0.87
-1
0.3
0.6
1
1
Calmar Ratio
-0.09
-0.09
-1
0.3
0.6
1
1
Beta
1.26
1.26
0
0.8
1.2
0
2
Sharpe Ratio
-0.17
-0.17
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.22
-0.22
-1
1
2
3
3
Jensen's Alpha
-19.12
-19.12
-20
0
2
4.5
4.5
Omega Ratio
0.53
0.53
0
1
1.5
2.5
2.5
Treynor Ratio
-0.31
-0.31
-1
0.75
1.25
2
2
Information Ratio
-0.87
-0.87
-1
0.3
0.6
1
1
Calmar Ratio
-0.09
-0.09
-1
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
-20.55
High:
VFC
33.45VFCLow:
PSKY
-24.21PSKYDetails
PEG Ratio
-16.42
High:VFC
19.87VFCLow:
IEP
-34.5IEPDetails
Price/Book
1.51
High:
NIO
26.9NIOLow:
EVGO
-2.22EVGODetails
Price/Sales
0.75
High:
AGNC
6.03AGNCLow:
BIGGQ
-BIGGQDetails
Price/CF
17.73
High:
FMC
164.34FMCLow:BIGGQ
1.98BIGGQDetails
Price/FCF
40.17
High:PSKY
91.65PSKYLow:
VXRT
11.01VXRTDetails
P/E Ratio
-20.55
High:VFC
33.45VFCLow:PSKY
-24.21PSKYDetails
PEG Ratio
-16.42
High:VFC
19.87VFCLow:IEP
-34.5IEPDetails
Price/Book
1.51
High:NIO
26.9NIOLow:EVGO
-2.22EVGODetails
Price/Sales
0.75
High:AGNC
6.03AGNCLow:BIGGQ
-BIGGQDetails
Price/CF
17.73
High:FMC
164.34FMCLow:BIGGQ
1.98BIGGQDetails
Price/FCF
40.17
High:PSKY
91.65PSKYLow:VXRT
11.01VXRTDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-65.03% | May 2021 | - | 60 |
-3.31% | Feb 2021 | Mar 2021 | 1 |
-2.82% | Sep 2020 | Nov 2020 | 2 |
-0.25% | Jul 2020 | Aug 2020 | 1 |