0%
Today
+1.22%
This Month
+6.27%
Year To Date
-2.93%
2 Years
+17.66%
5 Years
+0.28%
Annualized
- GoldenEnergy
- S&P 500
- + Add Benchmark
Diversification
Sectors Breakdown
- Sector
- Total
- 📊 ETFs99.56%
- 💵 Cash0.41%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE92.73%
- 🇺🇸 Nasdaq6.82%
Countries Breakdown
- Country
- Total
Dividends
Dividend Yield
1.16%
8 out of 14 instruments pay dividend.
0 dividend payments in the next 30 days.
Highest Dividend: $IXC (4.34%)
Performance Metrics
Score 2.6/10
Beta
0.75
0.75
0
0.8
1.2
0
2
Sharpe Ratio
0
0
-1
0.5
1
1.5
1.5
Sortino Ratio
0
0
-1
1
2
3
3
Jensen's Alpha
-8.08
-8.08
-9
0
2
4.5
4.5
Omega Ratio
0.58
0.58
0
1
1.5
2.5
2.5
Treynor Ratio
-0.01
-0.01
-1
0.75
1.25
2
2
Information Ratio
-0.72
-0.72
-1
0.3
0.6
1
1
Calmar Ratio
0
0
0
0.3
0.6
1
1
Beta
0.75
0.75
0
0.8
1.2
0
2
Sharpe Ratio
0
0
-1
0.5
1
1.5
1.5
Sortino Ratio
0
0
-1
1
2
3
3
Jensen's Alpha
-8.08
-8.08
-9
0
2
4.5
4.5
Omega Ratio
0.58
0.58
0
1
1.5
2.5
2.5
Treynor Ratio
-0.01
-0.01
-1
0.75
1.25
2
2
Information Ratio
-0.72
-0.72
-1
0.3
0.6
1
1
Calmar Ratio
0
0
0
0.3
0.6
1
1
Drawdowns
- GoldenEnergy
- S&P 500
- + Add Benchmark
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-43.07% | Jul 2018 | Mar 2022 | 44 |
-29.38% | Jun 2022 | - | 34 |
-9.93% | Oct 2016 | May 2018 | 19 |
-2.73% | May 2016 | Jun 2016 | 1 |
-0.8% | Aug 2016 | Sep 2016 | 1 |