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-68.66%
This Month
-99.98%
Year To Date
-100%
2 Years
-100%
5 Years
-100%
10 Years
-97.63%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💻 Electronic Technology100%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 Nasdaq100%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States100%
Dividends
Dividend Yield
0.11%
1 out of 1 instruments pay dividend.
1 dividend payments in the next 30 days.
Highest Dividend: $MRVL (0.11%)
Dividend Yield Breakdown
Instrument | Portfolio Yield | Company Yield | Per Share |
|---|---|---|---|
 MRVL | 0.11% | 0.11% | $0.24 |
Performance Metrics
Score 1.9/10
Beta
3.79
3.79
0
0.8
1.2
0
4
Sharpe Ratio
-0.59
-0.59
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.94
-0.94
-1
1
2
3
3
Jensen's Alpha
-82.63
-82.63
-83
0
2
4.5
4.5
Omega Ratio
0.5
0.5
0
1
1.5
2.5
2.5
Treynor Ratio
-2.64
-2.64
-3
0.75
1.25
2
2
Information Ratio
-0.66
-0.66
-1
0.3
0.6
1
1
Calmar Ratio
-0.97
-0.97
-1
0.3
0.6
1
1
Beta
3.79
3.79
0
0.8
1.2
0
4
Sharpe Ratio
-0.59
-0.59
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.94
-0.94
-1
1
2
3
3
Jensen's Alpha
-82.63
-82.63
-83
0
2
4.5
4.5
Omega Ratio
0.5
0.5
0
1
1.5
2.5
2.5
Treynor Ratio
-2.64
-2.64
-3
0.75
1.25
2
2
Information Ratio
-0.66
-0.66
-1
0.3
0.6
1
1
Calmar Ratio
-0.97
-0.97
-1
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
89.32
High:MRVL
89.32MRVLLow:MRVL
89.32MRVLDetails
PEG Ratio
0.03
High:MRVL
0.03MRVLLow:MRVL
0.03MRVLDetails
Price/Book
12.83
High:MRVL
12.83MRVLLow:MRVL
12.83MRVLDetails
Price/Sales
26.44
High:MRVL
26.44MRVLLow:MRVL
26.44MRVLDetails
Price/CF
78.53
High:MRVL
78.53MRVLLow:MRVL
78.53MRVLDetails
Price/FCF
113.61
High:MRVL
113.61MRVLLow:MRVL
113.61MRVLDetails
P/E Ratio
89.32
High:MRVL
89.32MRVLLow:MRVL
89.32MRVLDetails
PEG Ratio
0.03
High:MRVL
0.03MRVLLow:MRVL
0.03MRVLDetails
Price/Book
12.83
High:MRVL
12.83MRVLLow:MRVL
12.83MRVLDetails
Price/Sales
26.44
High:MRVL
26.44MRVLLow:MRVL
26.44MRVLDetails
Price/CF
78.53
High:MRVL
78.53MRVLLow:MRVL
78.53MRVLDetails
Price/FCF
113.61
High:MRVL
113.61MRVLLow:MRVL
113.61MRVLDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-100% | Aug 2024 | - | 27 |
-75.4% | Nov 2021 | Mar 2024 | 28 |
-43.77% | Apr 2024 | Jul 2024 | 3 |
-8.34% | May 2021 | Aug 2021 | 3 |
-6.64% | Sep 2021 | Oct 2021 | 1 |
-4.88% | Oct 2020 | Nov 2020 | 1 |
-2.18% | Feb 2021 | Mar 2021 | 1 |