-1.55%
Today
-2.41%
This Month
-0.77%
Year To Date
+1.78%
2 Years
+1.78%
5 Years
+1.25%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 📊 ETFs99.75%
- 💵 Cash0.24%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE50.02%
- 🇩🇪 Xetra ETFs19.57%
- 🇺🇸 Nasdaq15.46%
- 🇺🇸 Chicago Board Options Exchange9.7%
- 🇬🇧 LSE5%
Countries Breakdown
- Country
- Total
Dividends
Dividend Yield
1.8%
15 out of 20 instruments pay dividend.
0 dividend payments in the next 30 days.
Highest Dividend: $AMLP (7.31%)
Performance Metrics
Score 2.3/10
Beta
0.3
0.3
0
0.8
1.2
0
2
Sharpe Ratio
-0.14
-0.14
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.19
-0.19
-1
1
2
3
3
Jensen's Alpha
-7.77
-7.77
-8
0
2
4.5
4.5
Omega Ratio
0.26
0.26
0
1
1.5
2.5
2.5
Treynor Ratio
-0.34
-0.34
-1
0.75
1.25
2
2
Information Ratio
-2.01
-2.01
-3
0.3
0.6
1
1
Calmar Ratio
0.36
0.36
0
0.3
0.6
1
1
Beta
0.3
0.3
0
0.8
1.2
0
2
Sharpe Ratio
-0.14
-0.14
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.19
-0.19
-1
1
2
3
3
Jensen's Alpha
-7.77
-7.77
-8
0
2
4.5
4.5
Omega Ratio
0.26
0.26
0
1
1.5
2.5
2.5
Treynor Ratio
-0.34
-0.34
-1
0.75
1.25
2
2
Information Ratio
-2.01
-2.01
-3
0.3
0.6
1
1
Calmar Ratio
0.36
0.36
0
0.3
0.6
1
1
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-8.8% | Aug 2024 | - | 8 |
-1.94% | Apr 2024 | May 2024 | 1 |