CryptoForexSys avatar
CryptoForexSys
🇪🇸 Quant Stock Investor.
8 copiers.

Copy Trading does not amount to investment advice. Your investments value may go up or down. Your capital is at risk.

+1.2%
Today
-1.82%
This Month
-3.92%
Year To Date
+32.04%
2 Years
+32.04%
5 Years
+21.68%
Annualized
  • CryptoForexSys
  • S&P 500
  • + Add Benchmark

Diversification

Sectors Breakdown

  • Sector
  • Total
  • 📊 ETFs
    69.65%
  • 🪙 Cryptocurrencies
    30.12%
  • 💵 Cash
    0.3%

Exchanges Breakdown

  • Exchange
  • Total
  • 🇺🇸 NYSE
    35.66%
  • 🇺🇸 Chicago Board Options Exchange
    33.99%
  • 🌍 Digital Currency
    30.12%

Countries Breakdown

  • Country
  • Total

    Dividends

    Dividend Yield

    2.15%

    2 out of 4 instruments pay dividend.

    0 dividend payments in the next 30 days.

    Highest Dividend: $FLOT (5.69%)

    Dividend Yield Breakdown

    Instrument
    Portfolio Yield
    Company Yield
    Per Share
    FLOT
    FLOT
    1.93%
    5.69%
    -
    SPY
    SPY
    0.21%
    1.19%
    -

    Next Dividends

    Instrument
    Type
    Date
    Pay Per Share

    Performance Metrics

    Score 5/10

    Beta

    1.07
    1.07
    0
    0.8
    1.2
    0
    2

    Sharpe Ratio

    1.04
    1.04
    0
    0.5
    1
    2
    2

    Sortino Ratio

    2.06
    2.06
    0
    1
    2
    3
    3

    Jensen's Alpha

    -4.6
    -4.6
    -5
    0
    2
    4.5
    4.5

    Omega Ratio

    0.85
    0.85
    0
    1
    1.5
    2.5
    2.5

    Treynor Ratio

    1.5
    1.5
    0
    0.75
    1.25
    2
    2

    Information Ratio

    -0.23
    -0.23
    -1
    0.3
    0.6
    1
    1

    Calmar Ratio

    4.02
    4.02
    0
    0.3
    0.6
    5
    5

    Drawdowns

    • CryptoForexSys
    • S&P 500
    • + Add Benchmark

    Worst Drawdowns

    Depth
    Start
    End
    Total months
    -8.97%
    		Feb 2025-2
    -6.19%
    		Apr 2024Jul 20243
    -3.32%
    		Jan 2024Feb 20241
    -3.25%
    		Dec 2024Jan 20251
    -1.14%
    		Aug 2024Sep 20241

    Monthly Performance