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+0.67%
This Month
+1.2%
Year To Date
-40.37%
2 Years
-40.37%
5 Years
-40.37%
10 Years
-29.16%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 📊 ETFs83.29%
- 💻 Electronic Technology4.59%
- 🖥️ Technology Services4.32%
- 💰 Finance4.17%
- ⛏️ Energy Minerals2%
- 🛠️ Producer Manufacturing1.25%
- 🪙 Cryptocurrencies0.38%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE65.13%
- 🇺🇸 Nasdaq29.01%
- 🇺🇸 Chicago Board Options Exchange5.48%
- 🌍 Digital Currency0.38%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States16.33%
Dividends
Dividend Yield
0.12%
4 out of 18 instruments pay dividend.
2 dividend payments in the next 30 days.
Highest Dividend: $CVX (3.47%)
Performance Metrics
Score 2.1/10
Beta
0.41
0.41
0
0.8
1.2
0
2
Sharpe Ratio
-0.73
-0.73
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.79
-0.79
-1
1
2
3
3
Jensen's Alpha
-29.72
-29.72
-30
0
2
4.5
4.5
Omega Ratio
0.36
0.36
0
1
1.5
2.5
2.5
Treynor Ratio
-5.99
-5.99
-6
0.75
1.25
2
2
Information Ratio
-1.03
-1.03
-2
0.3
0.6
1
1
Calmar Ratio
-0.52
-0.52
-1
0.3
0.6
1
1
Beta
0.41
0.41
0
0.8
1.2
0
2
Sharpe Ratio
-0.73
-0.73
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.79
-0.79
-1
1
2
3
3
Jensen's Alpha
-29.72
-29.72
-30
0
2
4.5
4.5
Omega Ratio
0.36
0.36
0
1
1.5
2.5
2.5
Treynor Ratio
-5.99
-5.99
-6
0.75
1.25
2
2
Information Ratio
-1.03
-1.03
-2
0.3
0.6
1
1
Calmar Ratio
-0.52
-0.52
-1
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
23.63
High:
COIN
39.06COINLow:
OKLO
-67.08OKLODetails
PEG Ratio
26.37
High:
ORCL
88.16ORCLLow:OKLO
-77.6OKLODetails
Price/Book
5.89
High:ORCL
12.55ORCLLow:
CVX
2.13CVXDetails
Price/Sales
6.91
High:
MSFT
9.12MSFTLow:OKLO
-OKLODetails
Price/CF
19.04
High:COIN
25COINLow:CVX
8.97CVXDetails
Price/FCF
68.46
High:ORCL
348.36ORCLLow:COIN
25COINDetails
P/E Ratio
23.63
High:COIN
39.06COINLow:OKLO
-67.08OKLODetails
PEG Ratio
26.37
High:ORCL
88.16ORCLLow:OKLO
-77.6OKLODetails
Price/Book
5.89
High:ORCL
12.55ORCLLow:CVX
2.13CVXDetails
Price/Sales
6.91
High:MSFT
9.12MSFTLow:OKLO
-OKLODetails
Price/CF
19.04
High:COIN
25COINLow:CVX
8.97CVXDetails
Price/FCF
68.46
High:ORCL
348.36ORCLLow:COIN
25COINDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-48.09% | Dec 2024 | - | 17 |