0%
Today
-2.63%
This Month
+1.6%
Year To Date
+22.16%
2 Years
+12%
5 Years
+3.32%
Annualized
- JulienRegnard
- S&P 500
- + Add Benchmark
Diversification
Sectors Breakdown
- Sector
- Total
- 📊 ETFs97.13%
- 💵 Cash2.72%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 Nasdaq65.96%
- 🇺🇸 NYSE31.17%
Countries Breakdown
- Country
- Total
Dividends
Dividend Yield
2.27%
3 out of 4 instruments pay dividend.
0 dividend payments in the next 30 days.
Highest Dividend: $TLT (4.06%)
Performance Metrics
Score 3.1/10
Beta
0.54
0.54
0
0.8
1.2
0
2
Sharpe Ratio
0.17
0.17
0
0.5
1
1.5
1.5
Sortino Ratio
0.24
0.24
0
1
2
3
3
Jensen's Alpha
-4.2
-4.2
-5
0
2
4.5
4.5
Omega Ratio
0.52
0.52
0
1
1.5
2.5
2.5
Treynor Ratio
0.34
0.34
0
0.75
1.25
2
2
Information Ratio
-0.8
-0.8
-1
0.3
0.6
1
1
Calmar Ratio
0.13
0.13
0
0.3
0.6
1
1
Beta
0.54
0.54
0
0.8
1.2
0
2
Sharpe Ratio
0.17
0.17
0
0.5
1
1.5
1.5
Sortino Ratio
0.24
0.24
0
1
2
3
3
Jensen's Alpha
-4.2
-4.2
-5
0
2
4.5
4.5
Omega Ratio
0.52
0.52
0
1
1.5
2.5
2.5
Treynor Ratio
0.34
0.34
0
0.75
1.25
2
2
Information Ratio
-0.8
-0.8
-1
0.3
0.6
1
1
Calmar Ratio
0.13
0.13
0
0.3
0.6
1
1
Drawdowns
- JulienRegnard
- S&P 500
- + Add Benchmark
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-30.28% | Jan 2022 | - | 39 |
-7.63% | Aug 2020 | Jul 2021 | 11 |
-4.49% | Sep 2021 | Oct 2021 | 1 |
-0.55% | Feb 2020 | Apr 2020 | 2 |