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-6.18%
This Month
+1.54%
Year To Date
-20.97%
2 Years
-15.08%
5 Years
-0.3%
10 Years
-0.06%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💵 Cash38.92%
- 📊 ETFs20.9%
- 💻 Electronic Technology19.18%
- 🌾 Commodities18.77%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 Nasdaq40.08%
- 🌍 Commodity18.77%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States19.18%
Dividends
Performance Metrics
Score 2.5/10
Beta
1.38
1.38
0
0.8
1.2
0
2
Sharpe Ratio
0.09
0.09
0
0.5
1
1.5
1.5
Sortino Ratio
0.12
0.12
0
1
2
3
3
Jensen's Alpha
-13.68
-13.68
-14
0
2
4.5
4.5
Omega Ratio
0.7
0.7
0
1
1.5
2.5
2.5
Treynor Ratio
0.16
0.16
0
0.75
1.25
2
2
Information Ratio
-0.45
-0.45
-1
0.3
0.6
1
1
Calmar Ratio
0.02
0.02
0
0.3
0.6
1
1
Beta
1.38
1.38
0
0.8
1.2
0
2
Sharpe Ratio
0.09
0.09
0
0.5
1
1.5
1.5
Sortino Ratio
0.12
0.12
0
1
2
3
3
Jensen's Alpha
-13.68
-13.68
-14
0
2
4.5
4.5
Omega Ratio
0.7
0.7
0
1
1.5
2.5
2.5
Treynor Ratio
0.16
0.16
0
0.75
1.25
2
2
Information Ratio
-0.45
-0.45
-1
0.3
0.6
1
1
Calmar Ratio
0.02
0.02
0
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
20.8
High:
STX.US
45.69STX.USLow:
MU
19.09MUDetails
PEG Ratio
25.45
High:STX.US
70.27STX.USLow:MU
4.65MUDetails
Price/Book
7.26
High:STX.US
191.98STX.USLow:MU
6.29MUDetails
Price/Sales
8.22
High:
WDC
10.46WDCLow:MU
7.95MUDetails
Price/CF
16.89
High:STX.US
32.42STX.USLow:MU
15.48MUDetails
Price/FCF
47.38
High:STX.US
61.67STX.USLow:WDC
32.89WDCDetails
P/E Ratio
20.8
High:STX.US
45.69STX.USLow:MU
19.09MUDetails
PEG Ratio
25.45
High:STX.US
70.27STX.USLow:MU
4.65MUDetails
Price/Book
7.26
High:STX.US
191.98STX.USLow:MU
6.29MUDetails
Price/Sales
8.22
High:WDC
10.46WDCLow:MU
7.95MUDetails
Price/CF
16.89
High:STX.US
32.42STX.USLow:MU
15.48MUDetails
Price/FCF
47.38
High:STX.US
61.67STX.USLow:WDC
32.89WDCDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-56.96% | Jul 2024 | - | 21 |
-43.2% | Dec 2021 | May 2024 | 29 |
-10.44% | May 2021 | Oct 2021 | 5 |
-0.4% | Dec 2020 | Jan 2021 | 1 |