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+0.87%
This Month
+0%
Year To Date
+26.33%
2 Years
-0.08%
5 Years
+58.29%
10 Years
+8.57%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 📊 ETFs99.59%
- 💵 Cash0.4%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE99.59%
Countries Breakdown
- Country
- Total
Dividends
Dividend Yield
0%
0 out of 1 instruments pay dividend.
0 dividend payments in the next 30 days.
Dividend Yield Breakdown
Instrument | Portfolio Yield | Company Yield | Per Share |
|---|
Next Dividends
Stock | Type | Date | Pay Per Share |
|---|
Performance Metrics
Score 3.6/10
Beta
0.68
0.68
0
0.8
1.2
0
2
Sharpe Ratio
0.37
0.37
0
0.5
1
1.5
1.5
Sortino Ratio
0.61
0.61
0
1
2
3
3
Jensen's Alpha
-2.57
-2.57
-3
0
2
4.5
4.5
Omega Ratio
0.67
0.67
0
1
1.5
2.5
2.5
Treynor Ratio
0.78
0.78
0
0.75
1.25
2
2
Information Ratio
-0.5
-0.5
-1
0.3
0.6
1
1
Calmar Ratio
0.19
0.19
0
0.3
0.6
1
1
Beta
0.68
0.68
0
0.8
1.2
0
2
Sharpe Ratio
0.37
0.37
0
0.5
1
1.5
1.5
Sortino Ratio
0.61
0.61
0
1
2
3
3
Jensen's Alpha
-2.57
-2.57
-3
0
2
4.5
4.5
Omega Ratio
0.67
0.67
0
1
1.5
2.5
2.5
Treynor Ratio
0.78
0.78
0
0.75
1.25
2
2
Information Ratio
-0.5
-0.5
-1
0.3
0.6
1
1
Calmar Ratio
0.19
0.19
0
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
N/A
Details
PEG Ratio
N/A
Details
Price/Book
N/A
Details
Price/Sales
N/A
Details
Price/CF
N/A
Details
Price/FCF
N/A
Details
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-42.66% | Jul 2021 | - | 58 |
-5.46% | Sep 2020 | Nov 2020 | 2 |