0%
Today
-3.95%
This Month
-2.27%
Year To Date
+39.91%
2 Years
-9.29%
5 Years
-2.75%
Annualized
- GRACIELAPAHR
- S&P 500
- + Add Benchmark
Diversification
Sectors Breakdown
- Sector
- Total
- 📊 ETFs61.96%
- 💵 Cash40.47%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE61.96%
Countries Breakdown
- Country
- Total
Dividends
Dividend Yield
1.21%
10 out of 10 instruments pay dividend.
0 dividend payments in the next 30 days.
Highest Dividend: $VNQ (3.66%)
Performance Metrics
Score 2.2/10
Beta
0.84
0.84
0
0.8
1.2
0
2
Sharpe Ratio
-0.2
-0.2
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.27
-0.27
-1
1
2
3
3
Jensen's Alpha
-9.3
-9.3
-10
0
2
4.5
4.5
Omega Ratio
0.46
0.46
0
1
1.5
2.5
2.5
Treynor Ratio
-0.36
-0.36
-1
0.75
1.25
2
2
Information Ratio
-0.88
-0.88
-1
0.3
0.6
1
1
Calmar Ratio
-0.04
-0.04
-1
0.3
0.6
1
1
Beta
0.84
0.84
0
0.8
1.2
0
2
Sharpe Ratio
-0.2
-0.2
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.27
-0.27
-1
1
2
3
3
Jensen's Alpha
-9.3
-9.3
-10
0
2
4.5
4.5
Omega Ratio
0.46
0.46
0
1
1.5
2.5
2.5
Treynor Ratio
-0.36
-0.36
-1
0.75
1.25
2
2
Information Ratio
-0.88
-0.88
-1
0.3
0.6
1
1
Calmar Ratio
-0.04
-0.04
-1
0.3
0.6
1
1
Drawdowns
- GRACIELAPAHR
- S&P 500
- + Add Benchmark
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-42.56% | Nov 2021 | - | 41 |