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+0.4%
This Month
-1.92%
Year To Date
+6.97%
2 Years
-17.47%
5 Years
+119.46%
10 Years
+9.13%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💵 Cash44.99%
- 🛍️ Retail Trade10.26%
- 🚚 Transportation4.09%
- 🖥️ Technology Services4.07%
- 💼 Commercial Services3.11%
- 🚗 Consumer Durables1.24%
- 🛠️ Producer Manufacturing1.22%
- 🍞 Consumer Non Durables1.14%
- 🧪 Process Industries1%
- 💻 Electronic Technology0.76%
- 🧬 Health Technology0.69%
- 🪙 Cryptocurrencies0.53%
- 💇♀️ Consumer Services0.3%
- 📊 ETFs0.05%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 Nasdaq13.48%
- 🇺🇸 NYSE10.3%
- 🇬🇧 LSE4.09%
- 🌍 Digital Currency0.53%
- 🇺🇸 Chicago Board Options Exchange0.05%
- 🇺🇸 OTC Markets Stock Exchange0%
Countries Breakdown
- Country
- Total
- 🇨🇳 China12.42%
- 🇺🇸 United States7.38%
- 🇬🇧 United Kingdom4.09%
- 🇨🇦 Canada1.66%
- 🇮🇱 Israel1.22%
- 🇸🇪 Sweden1.11%
Dividends
Performance Metrics
Score 4.2/10
Beta
1.04
1.04
0
0.8
1.2
0
2
Sharpe Ratio
0.34
0.34
0
0.5
1
1.5
1.5
Sortino Ratio
0.55
0.55
0
1
2
3
3
Jensen's Alpha
-0.46
-0.46
-2
0
2
4.5
4.5
Omega Ratio
1
1
0
1
1.5
2.5
2.5
Treynor Ratio
0.91
0.91
0
0.75
1.25
2
2
Information Ratio
0
0
-1
0.3
0.6
1
1
Calmar Ratio
0.16
0.16
0
0.3
0.6
1
1
Beta
1.04
1.04
0
0.8
1.2
0
2
Sharpe Ratio
0.34
0.34
0
0.5
1
1.5
1.5
Sortino Ratio
0.55
0.55
0
1
2
3
3
Jensen's Alpha
-0.46
-0.46
-2
0
2
4.5
4.5
Omega Ratio
1
1
0
1
1.5
2.5
2.5
Treynor Ratio
0.91
0.91
0
0.75
1.25
2
2
Information Ratio
0
0
-1
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
17.37
High:
PTON
130.51PTONLow:
BIDU
-5,065.95BIDUDetails
PEG Ratio
187.52
High:
EZJ.L
621.93EZJ.LLow:
TXG
-282.71TXGDetails
Price/Book
1.69
High:
OTLY
87.06OTLYLow:
GPRO
-66.97GPRODetails
Price/Sales
1.8
High:
SPCE
155.93SPCELow:
SUNWQ
-SUNWQDetails
Price/CF
22.67
High:GPRO
64.86GPROLow:EZJ.L
1.76EZJ.LDetails
Price/FCF
138.56
High:
BABA
1,196.17BABALow:PTON
5.48PTONDetails
P/E Ratio
17.37
High:PTON
130.51PTONLow:BIDU
-5,065.95BIDUDetails
PEG Ratio
187.52
High:EZJ.L
621.93EZJ.LLow:TXG
-282.71TXGDetails
Price/Book
1.69
High:OTLY
87.06OTLYLow:GPRO
-66.97GPRODetails
Price/Sales
1.8
High:SPCE
155.93SPCELow:SUNWQ
-SUNWQDetails
Price/CF
22.67
High:GPRO
64.86GPROLow:EZJ.L
1.76EZJ.LDetails
Price/FCF
138.56
High:BABA
1,196.17BABALow:PTON
5.48PTONDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-55.82% | Jul 2021 | - | 63 |
-55.74% | Jun 2017 | Aug 2020 | 38 |
-2.01% | Apr 2021 | May 2021 | 1 |