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-0.14%
Today
-0.14%
This Month
+4.28%
Year To Date
+58.75%
2 Years
+144.44%
5 Years
+16.95%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 🖥️ Technology Services23.66%
- 💻 Electronic Technology14.92%
- 🪙 Cryptocurrencies7.4%
- 🛠️ Producer Manufacturing6.02%
- 📊 ETFs5.09%
- 💰 Finance4.96%
- 🛍️ Retail Trade4.54%
- 💵 Cash3.74%
- 🧬 Health Technology2.87%
- 🪨 Non Energy Minerals2.29%
- ⚡ Utilities2%
- 💼 Commercial Services1.29%
- 🏭 Industrial Services1.11%
- ⛏️ Energy Minerals1.08%
- 🧪 Process Industries0.9%
- 🚗 Consumer Durables0.85%
- 🚚 Transportation0.81%
- 📡 Communications0.77%
- 🍞 Consumer Non Durables0.73%
- 💇♀️ Consumer Services0.7%
- 🧩 Miscellaneous0.61%
- 🏥 Health Services0.2%
- 📦 Distribution Services0.14%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 Nasdaq38.39%
- 🇺🇸 NYSE24.31%
- 🌍 Digital Currency7.4%
- 🇬🇧 LSE4.4%
- 🇳🇱 Euronext Amsterdam2.82%
- 🇫🇷 Euronext Paris2.2%
- 🇭🇰 Hong Kong Exchanges1.02%
- 🇩🇪 FRA0.98%
- 🇨🇭 SIX0.46%
- 🇩🇰 Copenhagen Stock Exchange0.36%
- 🇪🇸 Bolsa De Madrid0.18%
- 🇵🇹 Euronext Lisbon0.18%
- 🇮🇹 Borsa Italiana0.07%
- 🇸🇪 Stockholm Stock Exchange0.06%
- 🇺🇸 Chicago Board Options Exchange0.05%
- 🇧🇪 Euronext Brussels0.02%
- 🇳🇴 Oslo Stock Exchange0.02%
- 🇫🇮 Helsinki Stock Exchange0.01%
- 🇸🇦 Tadawul0%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States48.05%
- 🇳🇱 Netherlands3.06%
- 🇱🇺 Luxembourg2.6%
- 🇨🇳 China2.35%
- 🇬🇧 United Kingdom2.22%
- 🇫🇷 France2.08%
- 🇮🇱 Israel2.04%
- 🇨🇦 Canada1.8%
- 🇹🇼 Taiwan1.18%
- 🇮🇪 Ireland1.1%
- 🇨🇭 Switzerland0.67%
- 🇩🇪 Germany0.43%
- 🇫🇮 Finland0.42%
- 🇩🇰 Denmark0.41%
- 🇸🇬 Singapore0.3%
- 🇧🇷 Brazil0.28%
- 🇳🇴 Norway0.21%
- 🇦🇺 Australia0.19%
- 🇭🇰 Hong Kong0.18%
- 🇪🇸 Spain0.18%
- 🇵🇹 Portugal0.18%
- 🇺🇾 Uruguay0.14%
- 🇰🇾 Cayman Islands0.08%
- 🇮🇹 Italy0.07%
- 🇯🇵 Japan0.06%
- 🇸🇪 Sweden0.06%
- 🇰🇷 South Korea0.05%
- 🇧🇪 Belgium0.02%
- 🇵🇦 Panama0.01%
- 🇿🇦 South Africa0.01%
- 🇸🇦 Saudi Arabia0%
- 🇷🇺 Russia0%
Dividends
Dividend Yield
0.7%
252 out of 491 instruments pay dividend.
34 dividend payments in the next 30 days.
Highest Dividend: $NVTKL.L (109.46%)
Dividend Yield Breakdown
Instrument | Portfolio Yield | Company Yield | Per Share |
|---|---|---|---|
 PBR | 0.03% | 18.77% | $1.73 |
 FSK | 0.03% | 10.56% | $2.47 |
 VZ | 0.03% | 6.82% | $2.66 |
 NEP | 0.02% | 34.11% | $3.49 |
 IEMG | 0.02% | 4.39% | - |
 NFE | 0.02% | 2.67% | $0.4 |
 KMI | 0.02% | 4.18% | $1.14 |
 WDS | 0.02% | 8.2% | $1.36 |
 MSFT | 0.01% | 0.76% | $3 |
 BBY | 0.01% | 4.38% | $3.72 |
 RIO | 0.01% | 7.18% | $4.34 |
 BESI.NV | 0.01% | 1.72% | $2.15 |
 IBM | 0.01% | 2.61% | $6.65 |
 D | 0.01% | 4.8% | $2.67 |
 GOLD.BARRICK | 0.01% | 2.47% | $0.4 |
 EDP.LSB | 0.01% | 6.41% | $0.2 |
 AEP | 0.01% | 3.68% | $3.47 |
 BARC.L | 0.01% | 2.77% | $0.08 |
 VALE | 0.01% | 9.88% | $1.33 |
 C | 0.01% | 2.71% | $2.12 |
 TSM | 0.01% | 0.93% | $1.74 |
 MC.PA | 0.01% | 1.85% | $13 |
 BMY | 0.01% | 4.11% | $2.34 |
 EQNR | 0.01% | 5.05% | $1.02 |
 GDXJ | 0.01% | 2.3% | - |
 NOK | 0.01% | 2.19% | $0.1 |
 DELL | 0.01% | 1.72% | $1.63 |
 PAH3.DE | 0.01% | 6.73% | $2.56 |
 NK.PA | 0.01% | 5.05% | $1.35 |
 SGO.PA | 0.01% | 2.31% | $2.1 |
 JUP.L | 0.01% | 8.24% | $0.1 |
 CVBF | 0.01% | 3.84% | $0.8 |
 BABA | 0.01% | 0.99% | $0.98 |
 CHRW | 0.01% | 2.47% | $2.44 |
 01211.HK | 0.01% | 1.25% | $3.41 |
 AMH | 0.01% | 3% | $0.96 |
 NOV | 0.01% | 1.9% | $0.23 |
 ASML.NV | 0.01% | 0.89% | $6.1 |
 DVN | 0.01% | 4.25% | $2.05 |
 ROG.ZU | 0.01% | 3.39% | $9.6 |
 FR.PA | 0.01% | 3.7% | $0.4 |
 ASM.NV | 0.01% | 0.48% | $2.75 |
 OXY | 0.01% | 1.89% | $0.8 |
 LIN | 0.01% | 1.25% | $5.33 |
 KGC | 0.01% | 1.08% | $0.12 |
 GDX | 0.01% | 1.03% | - |
 META | 0% | 0.29% | $1 |
 NOVO-B.CO | 0% | 1.62% | $9.4 |
 IBE.MC | 0% | 3.46% | $0.45 |
 HST | 0% | 4.79% | $0.78 |
 AMAT | 0% | 0.89% | $1.44 |
 AAPL | 0% | 0.53% | $0.97 |
 9618.HK | 0% | 1.9% | $2.97 |
 ZIL2.DE | 0% | 3.17% | $0.15 |
 GOOG | 0% | 0.29% | $0.2 |
 BTI | 0% | 7.45% | $2.92 |
 LRCX | 0% | 1.06% | $8 |
 BWA | 0% | 1.38% | $0.44 |
 LNG | 0% | 0.84% | $1.7 |
 PFE | 0% | 6.37% | $1.66 |
 GLEN.L | 0% | 2.9% | $0.1 |
 GS | 0% | 1.83% | $11 |
 ABBN.ZU | 0% | 1.74% | $0.87 |
 IIPR | 0% | 10.49% | $7.34 |
 STMPA.PA | 0% | 1.55% | $0.28 |
 ALLE | 0% | 1.45% | $1.86 |
 V | 0% | 0.65% | $2.01 |
 FCX | 0% | 1.67% | $0.6 |
 0968.HK | 0% | 7.89% | $0.23 |
 YOU | 0% | 1.75% | $0.35 |
 HTGC | 0% | 7.57% | $1.6 |
 YUMC | 0% | 1.38% | $0.58 |
 JKS | 0% | 14.25% | $1.48 |
 TPL | 0% | 0.39% | $4.5 |
 GSK | 0% | 4.33% | $1.45 |
 NVDA | 0% | 0.03% | $0.02 |
 STX.US | 0% | 2.95% | $2.8 |
 3800.HK | 0% | 0.9% | - |
 AMGN | 0% | 3.2% | $8.76 |
 JNJ | 0% | 3.26% | $4.81 |
 SMG | 0% | 3.72% | $2.64 |
 NEE | 0% | 2.88% | $1.97 |
 GILD | 0% | 3.17% | $3.04 |
 UBSG.ZU | 0% | 1.97% | $0.64 |
 DSY.PA | 0% | 0.61% | $0.23 |
 SNY | 0% | 2.72% | $1.48 |
 PHIN | 0% | 1.97% | $1 |
 0916.HK | 0% | 4.28% | $0.24 |
 AVGO | 0% | 0.98% | $19.7 |
 HUM | 0% | 1.21% | $3.54 |
 ETN | 0% | 1.15% | $3.6 |
 ICG.L | 0% | 3.37% | $0.79 |
 JPM | 0% | 1.8% | $4.4 |
 DUK | 0% | 3.71% | $4.1 |
 SSE.L | 0% | 3.75% | $0.6 |
 OWL | 0% | 2.61% | $0.6 |
 JNPR | 0% | 2.52% | $0.88 |
 APO | 0% | 1.06% | $1.75 |
 ENGI.PA | 0% | 9.01% | $1.43 |
 EXC | 0% | 3.8% | $1.48 |
 ED | 0% | 3.56% | $3.28 |
 LNT | 0% | 3.31% | $1.87 |
 RWE.DE | 0% | 3.35% | $1 |
 EQT | 0% | 1.23% | $0.62 |
 INTC | 0% | 2.57% | $0.5 |
 CG | 0% | 2.49% | $1.4 |
 AZN | 0% | 2.06% | $1.42 |
 ARES | 0% | 1.88% | $3.4 |
 MA | 0% | 0.49% | $2.46 |
 LAND.ZU | 0% | 3.61% | $2.25 |
 MF.PA | 0% | 4.19% | $4 |
 ORCL | 0% | 0.94% | $1.6 |
 PGHN.ZU | 0% | 2.8% | $39 |
 TT | 0% | 0.93% | $3.27 |
 CME | 0% | 4.4% | $9.75 |
 RF.PA | 0% | 3.04% | $2.42 |
 PEG | 0% | 2.87% | $2.34 |
 BBVA.MC | 0% | 5.13% | $0.45 |
 FORTUM.HE | 0% | 8.24% | $1.15 |
 BX | 0% | 2.23% | $3.36 |
 ROCKB.CO | 0% | 1.67% | $43 |
 LYG | 0% | 4.77% | $0.14 |
 PRY.MI | 0% | 1.04% | $0.7 |
 WMT | 0% | 0.85% | $0.81 |
 CRM | 0% | 0.47% | $0.4 |
 GRMN | 0% | 1.38% | $3.71 |
 TPG | 0% | 2.45% | $1.55 |
 CPA | 0% | 6.91% | $4.86 |
 CDI.PA | 0% | 2.01% | $13 |
 AG | 0% | 0.32% | $0.02 |
 NTDOY | 0% | 1.08% | $0.24 |
 ANE.MC | 0% | 2.19% | $0.39 |
 RUI.PA | 0% | 7.84% | $1.98 |
 MAERSKB.CO | 0% | 4.86% | $515 |
 BOL.ST | 0% | 2.25% | $7.5 |
 SU.PA | 0% | 1.42% | $3.5 |
 NEX.PA | 0% | 2.45% | $2.3 |
 GAW.L | 0% | 3.62% | $5.5 |
 LMT | 0% | 2.79% | $12.45 |
 MU | 0% | 0.5% | $0.46 |
 EBAY | 0% | 1.6% | $1.04 |
 BLK | 0% | 1.91% | $20.2 |
 SW | 0% | 2.34% | $1.18 |
 MPLX | 0% | 6.95% | $3.33 |
 AGRO | 0% | 3.52% | $0.33 |
 DBRG | 0% | 0.36% | $0.04 |
 NHY.OL | 0% | 3.72% | $2.5 |
 INTU | 0% | 0.65% | $3.6 |
 UI | 0% | 0.59% | $2.4 |
 STEP | 0% | 1.4% | $0.84 |
 SBSW | 0% | 6.83% | $0.3 |
 SIE.DE | 0% | 2.52% | $4.7 |
 NTRS | 0% | 2.67% | $3 |
 GM | 0% | 0.97% | $0.42 |
 BNP.PA | 0% | 7.02% | $4.6 |
 HLNE | 0% | 1.2% | $1.83 |
 F | 0% | 7.74% | $0.78 |
 WY | 0% | 2.61% | $0.78 |
 INDA | 0% | 0.78% | - |
 III | 0% | 1.03% | $0.4 |
 BK | 0% | 2.13% | $1.68 |
 TEP.PA | 0% | 4.25% | $3.85 |
 LDOS | 0% | 1.08% | $1.5 |
 VIE.PA | 0% | 4.53% | $1.25 |
 QSR | 0% | 3.85% | $2.26 |
 VOW3.DE | 0% | 9.21% | $9.06 |
 UWMC | 0% | 6.63% | $0.4 |
 DIS | 0% | 0.88% | $0.75 |
 DJP | 0% | 4.18% | - |
 CNXC | 0% | 2.43% | $1.18 |
 ORK.OL | 0% | 2.86% | $3 |
 ACA.PA | 0% | 7.22% | $1.05 |
 MSI | 0% | 0.86% | $3.82 |
 BCC | 0% | 0.65% | $0.8 |
 CMPO | 0% | 1.89% | $0.3 |
 AXP | 0% | 0.88% | $2.6 |
 KKR | 0% | 0.41% | $0.67 |
 KLAC | 0% | 0.79% | $5.65 |
 RHM.DE | 0% | 0.76% | $5.7 |
 FIS | 0% | 1.82% | $1.76 |
 VRT | 0% | 0.1% | $0.06 |
 QCOM | 0% | 1.97% | $3.25 |
 NKE | 0% | 1.96% | $1.45 |
 IFX.DE | 0% | 1.09% | $0.35 |
 BAC | 0% | 2.2% | $0.96 |
 HAS | 0% | 3.63% | $2.8 |
 GOOGL | 0% | 0.29% | $0.2 |
 SOF.BR | 0% | 0.97% | $2.35 |
 NOC | 0% | 1.65% | $7.67 |
 CNH.US | 0% | 3.65% | $0.47 |
 MMC | 0% | 1.45% | $2.84 |
 ORA.US | 0% | 0.75% | $0.48 |
 MTDR | 0% | 1.47% | $0.75 |
 SMSN.L | 0% | 2.7% | $23.68 |
 WKL.NV | 0% | 1.25% | $2.08 |
 MPWR | 0% | 0.78% | $4.5 |
 CBL.US | 0% | 5.23% | $1.55 |
 GE | 0% | 0.55% | $0.44 |
 ECL | 0% | 0.94% | $2.24 |
 ASML | 0% | 0.77% | $5.57 |
 LUV | 0% | 2.34% | $0.72 |
 IAG.L | 0% | 0.61% | - |
 WTW | 0% | 1.07% | $3.44 |
 BN.US | 0% | 0.53% | $0.3 |
 NDA.DE | 0% | 1.86% | $1.4 |
 VST | 0% | 0.52% | $0.85 |
 ROP | 0% | 0.53% | $2.93 |
 ATKR | 0% | 1.57% | $0.64 |
 TTEK | 0% | 0.63% | $1.07 |
 BKNG | 0% | 0.74% | $17.5 |
 CSL | 0% | 0.99% | $3.4 |
 KER.PA | 0% | 4.54% | $14 |
 HRI | 0% | 1.3% | $2.6 |
 0700.HK | 0% | 0.85% | $3.4 |
 MRVL | 0% | 0.21% | $0.24 |
 NVTKL.L | 0% | 109.46% | - |
 NVO | 0% | 1.21% | $0.98 |
 AON | 0% | 0.73% | $2.52 |
 IWG.L | 0% | 0.77% | $0.01 |
 WAB | 0% | 0.38% | $0.74 |
 IBKR | 0% | 0.46% | $0.55 |
 PAAS | 0% | 1.75% | $0.4 |
 RYAAY | 0% | 1.8% | $0.93 |
 RVTY | 0% | 0.22% | $0.28 |
 EA | 0% | 0.62% | $0.76 |
 VRSK | 0% | 0.54% | $1.46 |
 MPW | 0% | 9.81% | $0.6 |
 SOXX | 0% | 0.66% | - |
 WCC | 0% | 0.89% | $1.58 |
 MKSI | 0% | 0.78% | $0.88 |
 MSCI | 0% | 1.11% | $5.96 |
 VUG | 0% | 0.51% | - |
 PBR.A | 0% | 11.71% | $2.21 |
 T | 0% | 4.68% | $1.11 |
 SAOC | 0% | 6.74% | $1.87 |
 GEHC | 0% | 0.14% | $0.12 |
 ENB | 0% | 6.31% | $2.66 |
 AIR.PA | 0% | 1.08% | $1.8 |
 PSN.L | 0% | 4.76% | $0.6 |
 FDJ.PA | 0% | 4.87% | $1.78 |
 MCK | 0% | 0.46% | $2.48 |
 AMT | 0% | 3.5% | $6.56 |
 TMO | 0% | 0.26% | $1.48 |
 NEM | 0% | 2.34% | $1.3 |
 PRX.NV | 0% | 0.27% | $0.07 |
 GEV | 0% | 0.07% | - |
 SCCO | 0% | 2.17% | $3.76 |
 9988.HK | 0% | 1.11% | $0.98 |
 ALNT | 0% | 0.48% | $0.12 |
 HSBC | 0% | 5.78% | $3.03 |
 GGB | 0% | 4.81% | $0.22 |
 NLOP | 0% | 1.07% | $0.34 |
Next Dividends
Instrument | Type | Date | Pay Per Share |
|---|---|---|---|
T | Pay Day | Feb 3 | $0.28 |
VZ | Pay Day | Feb 3 | $0.68 |
C | Ex-Dividend | Feb 3 | $0.56 |
FCX | Pay Day | Feb 3 | $0.15 |
KMI | Ex-Dividend | Feb 3 | $0.29 |
BMY | Pay Day | Feb 3 | $0.62 |
AMT | Pay Day | Feb 3 | $1.62 |
AON | Ex-Dividend | Feb 3 | $0.68 |
MPLX | Ex-Dividend | Feb 3 | $0.96 |
BTI | Pay Day | Feb 6 | $0.74 |
MA | Pay Day | Feb 7 | $0.76 |
BK | Pay Day | Feb 7 | $0.47 |
LNG | Ex-Dividend | Feb 7 | $0.50 |
AAPL | Ex-Dividend | Feb 10 | $0.25 |
AXP | Pay Day | Feb 10 | $0.70 |
IBM | Ex-Dividend | Feb 10 | $1.67 |
AEP | Ex-Dividend | Feb 10 | $0.93 |
BX | Ex-Dividend | Feb 10 | $1.44 |
ASML.NV | Ex-Dividend | Feb 10 | $1.58 |
V | Ex-Dividend | Feb 11 | $0.59 |
SCCO | Ex-Dividend | Feb 11 | $0.70 |
CNXC | Pay Day | Feb 11 | $0.33 |
TTEK | Ex-Dividend | Feb 12 | $0.06 |
AAPL | Pay Day | Feb 13 | $0.25 |
AMGN | Ex-Dividend | Feb 14 | $2.38 |
SIE.DE | Ex-Dividend | Feb 14 | $5.45 |
DUK | Ex-Dividend | Feb 14 | $1.04 |
MMC | Pay Day | Feb 14 | $0.82 |
GEHC | Pay Day | Feb 14 | $0.04 |
AON | Pay Day | Feb 14 | $0.68 |
ENB | Ex-Dividend | Feb 14 | $0.67 |
MSCI | Ex-Dividend | Feb 14 | $1.80 |
SW | Ex-Dividend | Feb 14 | $0.43 |
EQNR | Ex-Dividend | Feb 14 | $0.35 |
MPLX | Pay Day | Feb 14 | $0.96 |
JNJ | Ex-Dividend | Feb 18 | $1.24 |
SIE.DE | Pay Day | Feb 18 | $5.45 |
KMI | Pay Day | Feb 18 | $0.29 |
BX | Pay Day | Feb 18 | $1.44 |
LNT | Pay Day | Feb 18 | $0.51 |
CSL | Ex-Dividend | Feb 18 | $1.00 |
ATKR | Ex-Dividend | Feb 18 | $0.32 |
ED | Ex-Dividend | Feb 19 | $0.85 |
ASML.NV | Pay Day | Feb 19 | $1.58 |
MSFT | Ex-Dividend | Feb 20 | $0.83 |
AMAT | Ex-Dividend | Feb 20 | $0.40 |
SMG | Ex-Dividend | Feb 21 | $0.66 |
IFX.DE | Ex-Dividend | Feb 21 | $0.37 |
LNG | Pay Day | Feb 21 | $0.50 |
IFX.DE | Pay Day | Feb 25 | $0.37 |
TTEK | Pay Day | Feb 26 | $0.06 |
SSE.L | Pay Day | Feb 27 | $0.27 |
SCCO | Pay Day | Feb 27 | $0.70 |
C | Pay Day | Feb 28 | $0.56 |
GS | Ex-Dividend | Feb 28 | $3.00 |
D | Ex-Dividend | Feb 28 | $0.67 |
GAW.L | Pay Day | Feb 28 | $1.89 |
IBKR | Ex-Dividend | Feb 28 | $0.25 |
MSCI | Pay Day | Feb 28 | $1.80 |
EQNR | Pay Day | Feb 28 | $0.35 |
ATKR | Pay Day | Feb 28 | $0.32 |
ENB | Pay Day | Mar 1 | $0.67 |
V | Pay Day | Mar 3 | $0.59 |
LMT | Ex-Dividend | Mar 3 | $3.30 |
MCK | Ex-Dividend | Mar 3 | $0.71 |
CSL | Pay Day | Mar 3 | $1.00 |
JNJ | Pay Day | Mar 4 | $1.24 |
QCOM | Ex-Dividend | Mar 6 | $0.85 |
BAC | Ex-Dividend | Mar 7 | $0.26 |
PFE | Pay Day | Mar 7 | $0.43 |
AMGN | Pay Day | Mar 7 | $2.38 |
SMG | Pay Day | Mar 7 | $0.66 |
GM | Ex-Dividend | Mar 7 | $0.12 |
BLK | Ex-Dividend | Mar 7 | $5.21 |
IBM | Pay Day | Mar 10 | $1.67 |
AEP | Pay Day | Mar 10 | $0.93 |
FIS | Ex-Dividend | Mar 11 | $0.40 |
MSFT | Pay Day | Mar 13 | $0.83 |
AMAT | Pay Day | Mar 13 | $0.40 |
ED | Pay Day | Mar 14 | $0.85 |
NTRS | Ex-Dividend | Mar 14 | $0.75 |
GRMN | Ex-Dividend | Mar 14 | $0.75 |
IBKR | Pay Day | Mar 14 | $0.25 |
DUK | Pay Day | Mar 17 | $1.04 |
SW | Pay Day | Mar 18 | $0.43 |
TSM | Ex-Dividend | Mar 18 | $0.69 |
GM | Pay Day | Mar 20 | $0.12 |
D | Pay Day | Mar 20 | $0.67 |
BLK | Pay Day | Mar 24 | $5.21 |
STMPA.PA | Ex-Dividend | Mar 24 | $0.09 |
FIS | Pay Day | Mar 25 | $0.40 |
STMPA.PA | Pay Day | Mar 26 | $0.09 |
QCOM | Pay Day | Mar 27 | $0.85 |
BAC | Pay Day | Mar 28 | $0.26 |
LMT | Pay Day | Mar 28 | $3.30 |
GS | Pay Day | Mar 28 | $3.00 |
GRMN | Pay Day | Mar 28 | $0.75 |
MCK | Pay Day | Apr 1 | $0.71 |
NTRS | Pay Day | Apr 1 | $0.75 |
TSM | Pay Day | Apr 10 | $0.69 |
RVTY | Ex-Dividend | Apr 17 | $0.07 |
CDI.PA | Ex-Dividend | Apr 24 | $7.83 |
CDI.PA | Pay Day | Apr 28 | $7.83 |
RVTY | Pay Day | May 9 | $0.07 |
DIS | Ex-Dividend | Jun 24 | $0.50 |
DIS | Pay Day | Jul 23 | $0.50 |
Performance Metrics
Score 6/10
Beta
1.18
1.18
0
0.8
1.2
0
2
Sharpe Ratio
0.65
0.65
0
0.5
1
1.5
1.5
Sortino Ratio
1.11
1.11
0
1
2
3
3
Jensen's Alpha
1.76
1.76
-2
0
2
4.5
4.5
Omega Ratio
1.24
1.24
0
1
1.5
2.5
2.5
Treynor Ratio
1.14
1.14
0
0.75
1.25
2
2
Information Ratio
0.27
0.27
0
0.3
0.6
1
1
Calmar Ratio
0.42
0.42
0
0.3
0.6
1
1
Beta
1.18
1.18
0
0.8
1.2
0
2
Sharpe Ratio
0.65
0.65
0
0.5
1
1.5
1.5
Sortino Ratio
1.11
1.11
0
1
2
3
3
Jensen's Alpha
1.76
1.76
-2
0
2
4.5
4.5
Omega Ratio
1.24
1.24
0
1
1.5
2.5
2.5
Treynor Ratio
1.14
1.14
0
0.75
1.25
2
2
Information Ratio
0.27
0.27
0
0.3
0.6
1
1
Calmar Ratio
0.42
0.42
0
0.3
0.6
1
1
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-39.71% | Nov 2021 | Nov 2024 | 36 |
-20.06% | Sep 2019 | Jun 2020 | 9 |
-11.5% | Sep 2020 | Nov 2020 | 2 |
-6.68% | Sep 2021 | Oct 2021 | 1 |
-2.56% | Dec 2024 | Jan 2025 | 1 |
-0.8% | Jun 2021 | Aug 2021 | 2 |