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-3.71%
This Month
-3.71%
Year To Date
-18.61%
2 Years
-79.33%
5 Years
-60.36%
10 Years
-15.93%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💇♀️ Consumer Services61.08%
- 💼 Commercial Services25.82%
- 💵 Cash5.86%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE61.08%
- 🇺🇸 Nasdaq25.82%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States86.9%
Dividends
Performance Metrics
Score 2.3/10
Beta
1.21
1.21
0
0.8
1.2
0
2
Sharpe Ratio
-0.28
-0.28
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.48
-0.48
-1
1
2
3
3
Jensen's Alpha
-23.77
-23.77
-24
0
2
4.5
4.5
Omega Ratio
0.57
0.57
0
1
1.5
2.5
2.5
Treynor Ratio
-0.82
-0.82
-1
0.75
1.25
2
2
Information Ratio
-0.64
-0.64
-1
0.3
0.6
1
1
Calmar Ratio
-0.2
-0.2
-1
0.3
0.6
1
1
Beta
1.21
1.21
0
0.8
1.2
0
2
Sharpe Ratio
-0.28
-0.28
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.48
-0.48
-1
1
2
3
3
Jensen's Alpha
-23.77
-23.77
-24
0
2
4.5
4.5
Omega Ratio
0.57
0.57
0
1
1.5
2.5
2.5
Treynor Ratio
-0.82
-0.82
-1
0.75
1.25
2
2
Information Ratio
-0.64
-0.64
-1
0.3
0.6
1
1
Calmar Ratio
-0.2
-0.2
-1
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
15.28
High:
DIS
15.99DISLow:
PYPL
10.85PYPLDetails
PEG Ratio
23.73
High:PYPL
55.04PYPLLow:DIS
10.5DISDetails
Price/Book
1.84
High:PYPL
2.52PYPLLow:DIS
1.79DISDetails
Price/Sales
2.03
High:DIS
2.1DISLow:PYPL
1.58PYPLDetails
Price/CF
11.18
High:DIS
11.32DISLow:PYPL
10.02PYPLDetails
Price/FCF
22.26
High:DIS
24.77DISLow:PYPL
11.57PYPLDetails
P/E Ratio
15.28
High:DIS
15.99DISLow:PYPL
10.85PYPLDetails
PEG Ratio
23.73
High:PYPL
55.04PYPLLow:DIS
10.5DISDetails
Price/Book
1.84
High:PYPL
2.52PYPLLow:DIS
1.79DISDetails
Price/Sales
2.03
High:DIS
2.1DISLow:PYPL
1.58PYPLDetails
Price/CF
11.18
High:DIS
11.32DISLow:PYPL
10.02PYPLDetails
Price/FCF
22.26
High:DIS
24.77DISLow:PYPL
11.57PYPLDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-79.33% | Feb 2021 | - | 60 |
-8.66% | Dec 2020 | Jan 2021 | 1 |