Loading...
-10.22%
This Month
+1.73%
Year To Date
-43.9%
2 Years
+2.54%
5 Years
-55.68%
10 Years
-29.25%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💵 Cash6.52%
Exchanges Breakdown
- Exchange
- Total
- 🌍 FX0%
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 4.4/10
Beta
-0.47
-0.47
-1
0.8
1.2
-1
2
Sharpe Ratio
0.04
0.04
0
0.5
1
1.5
1.5
Sortino Ratio
0.06
0.06
0
1
2
3
3
Jensen's Alpha
7.15
7.15
-2
0
2
8
8
Omega Ratio
0.87
0.87
0
1
1.5
2.5
2.5
Treynor Ratio
-0.32
-0.32
-1
0.75
1.25
2
2
Information Ratio
-0.17
-0.17
-1
0.3
0.6
1
1
Calmar Ratio
-0.09
-0.09
-1
0.3
0.6
1
1
Beta
-0.47
-0.47
-1
0.8
1.2
-1
2
Sharpe Ratio
0.04
0.04
0
0.5
1
1.5
1.5
Sortino Ratio
0.06
0.06
0
1
2
3
3
Jensen's Alpha
7.15
7.15
-2
0
2
8
8
Omega Ratio
0.87
0.87
0
1
1.5
2.5
2.5
Treynor Ratio
-0.32
-0.32
-1
0.75
1.25
2
2
Information Ratio
-0.17
-0.17
-1
0.3
0.6
1
1
Calmar Ratio
-0.09
-0.09
-1
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 |
|---|---|---|---|
-99.82% | Feb 2014 | - | 147 |
-39.36% | Sep 2013 | Jan 2014 | 4 |
-18.74% | Feb 2013 | Apr 2013 | 2 |
-7.1% | Dec 2012 | Jan 2013 | 1 |