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+10.14%
This Month
-5.84%
Year To Date
-37.87%
2 Years
+8.15%
5 Years
-97.15%
10 Years
-34.2%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 🪙 Cryptocurrencies48.68%
- 🖥️ Technology Services31.17%
- 💰 Finance20.15%
- 💵 Cash0%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE51.32%
- 🌍 Digital Currency48.68%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States51.32%
Dividends
Performance Metrics
Score 4.5/10
Beta
2.24
2.24
0
0.8
1.2
0
3
Sharpe Ratio
0.17
0.17
0
0.5
1
1.5
1.5
Sortino Ratio
0.42
0.42
0
1
2
3
3
Jensen's Alpha
3.04
3.04
-2
0
2
4.5
4.5
Omega Ratio
1.13
1.13
0
1
1.5
2.5
2.5
Treynor Ratio
0.96
0.96
0
0.75
1.25
2
2
Information Ratio
0.11
0.11
0
0.3
0.6
1
1
Calmar Ratio
-0.35
-0.35
-1
0.3
0.6
1
1
Beta
2.24
2.24
0
0.8
1.2
0
3
Sharpe Ratio
0.17
0.17
0
0.5
1
1.5
1.5
Sortino Ratio
0.42
0.42
0
1
2
3
3
Jensen's Alpha
3.04
3.04
-2
0
2
4.5
4.5
Omega Ratio
1.13
1.13
0
1
1.5
2.5
2.5
Treynor Ratio
0.96
0.96
0
0.75
1.25
2
2
Information Ratio
0.11
0.11
0
0.3
0.6
1
1
Calmar Ratio
-0.35
-0.35
-1
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
39.9
High:
ORCL
31.88ORCLLow:
BMNR
-2.64BMNRDetails
PEG Ratio
106.95
High:ORCL
106.95ORCLLow:ORCL
106.95ORCLDetails
Price/Book
12.81
High:ORCL
15.22ORCLLow:BMNR
1.15BMNRDetails
Price/Sales
8.19
High:BMNR
624.36BMNRLow:ORCL
8.07ORCLDetails
Price/CF
18.02
High:BMNR
19BMNRLow:ORCL
18.01ORCLDetails
Price/FCF
275.73
High:ORCL
348.36ORCLLow:BMNR
19.22BMNRDetails
P/E Ratio
39.9
High:ORCL
31.88ORCLLow:BMNR
-2.64BMNRDetails
PEG Ratio
106.95
High:ORCL
106.95ORCLLow:ORCL
106.95ORCLDetails
Price/Book
12.81
High:ORCL
15.22ORCLLow:BMNR
1.15BMNRDetails
Price/Sales
8.19
High:BMNR
624.36BMNRLow:ORCL
8.07ORCLDetails
Price/CF
18.02
High:BMNR
19BMNRLow:ORCL
18.01ORCLDetails
Price/FCF
275.73
High:ORCL
348.36ORCLLow:BMNR
19.22BMNRDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-99.76% | Jan 2018 | - | 100 |