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+0.19%
This Month
+0.19%
Year To Date
-6.22%
2 Years
+7.42%
5 Years
+7.42%
10 Years
+2.29%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💵 Cash53.65%
- 📊 ETFs26.16%
- 🛍️ Retail Trade9.91%
- 🖥️ Technology Services7.22%
- 🏥 Health Services2.19%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE38.26%
- 🇺🇸 Nasdaq7.22%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States19.32%
Dividends
Performance Metrics
Score 2.2/10
Beta
0.97
0.97
0
0.8
1.2
0
2
Sharpe Ratio
-0.05
-0.05
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.06
-0.06
-1
1
2
3
3
Jensen's Alpha
-13.32
-13.32
-14
0
2
4.5
4.5
Omega Ratio
0.41
0.41
0
1
1.5
2.5
2.5
Treynor Ratio
-0.07
-0.07
-1
0.75
1.25
2
2
Information Ratio
-1.13
-1.13
-2
0.3
0.6
1
1
Calmar Ratio
0.09
0.09
0
0.3
0.6
1
1
Beta
0.97
0.97
0
0.8
1.2
0
2
Sharpe Ratio
-0.05
-0.05
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.06
-0.06
-1
1
2
3
3
Jensen's Alpha
-13.32
-13.32
-14
0
2
4.5
4.5
Omega Ratio
0.41
0.41
0
1
1.5
2.5
2.5
Treynor Ratio
-0.07
-0.07
-1
0.75
1.25
2
2
Information Ratio
-1.13
-1.13
-2
0.3
0.6
1
1
Calmar Ratio
0.09
0.09
0
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
30.43
High:
GOOG
31.78GOOGLow:
UNH
17.66UNHDetails
PEG Ratio
88.12
High:GOOG
92.76GOOGLow:UNH
72.83UNHDetails
Price/Book
10.4
High:
HD
30.81HDLow:UNH
3.2UNHDetails
Price/Sales
6.06
High:GOOG
10.2GOOGLow:UNH
0.71UNHDetails
Price/CF
19.69
High:HD
21.4HDLow:UNH
14.96UNHDetails
Price/FCF
48.54
High:HD
78.21HDLow:UNH
32.91UNHDetails
P/E Ratio
30.43
High:GOOG
31.78GOOGLow:UNH
17.66UNHDetails
PEG Ratio
88.12
High:GOOG
92.76GOOGLow:UNH
72.83UNHDetails
Price/Book
10.4
High:HD
30.81HDLow:UNH
3.2UNHDetails
Price/Sales
6.06
High:GOOG
10.2GOOGLow:UNH
0.71UNHDetails
Price/CF
19.69
High:HD
21.4HDLow:UNH
14.96UNHDetails
Price/FCF
48.54
High:HD
78.21HDLow:UNH
32.91UNHDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-25.19% | Oct 2024 | - | 16 |
-12.82% | Aug 2023 | Jun 2024 | 10 |
-1.64% | Feb 2023 | Mar 2023 | 1 |