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-0.45%
This Month
+1.34%
Year To Date
+44.05%
2 Years
+66.63%
5 Years
+66.63%
10 Years
+21.85%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💵 Cash37.73%
- 🍞 Consumer Non Durables31.47%
- 🪙 Cryptocurrencies14.35%
- 🖥️ Technology Services5.38%
- 🛍️ Retail Trade5.08%
- 💇♀️ Consumer Services2.65%
- 🏥 Health Services2.56%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE39.35%
- 🌍 Digital Currency14.35%
- 🇺🇸 Nasdaq5.08%
- 🇩🇪 FRA2.72%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States39.35%
- 🇨🇳 China5.08%
- 🇩🇪 Germany2.72%
Dividends
Dividend Yield
0.53%
8 out of 16 instruments pay dividend.
2 dividend payments in the next 30 days.
Highest Dividend: $NKE (3.68%)
Performance Metrics
Score 7.6/10
Beta
0.81
0.81
0
0.8
1.2
0
2
Sharpe Ratio
1.38
1.38
0
0.5
1
2
2
Sortino Ratio
3.38
3.38
0
1
2
4
4
Jensen's Alpha
5.44
5.44
-2
0
2
6
6
Omega Ratio
1.35
1.35
0
1
1.5
2.5
2.5
Treynor Ratio
1.61
1.61
0
0.75
1.25
2
2
Information Ratio
0.44
0.44
0
0.3
0.6
1
1
Calmar Ratio
3.72
3.72
0
0.3
0.6
4
4
Beta
0.81
0.81
0
0.8
1.2
0
2
Sharpe Ratio
1.38
1.38
0
0.5
1
2
2
Sortino Ratio
3.38
3.38
0
1
2
4
4
Jensen's Alpha
5.44
5.44
-2
0
2
6
6
Omega Ratio
1.35
1.35
0
1
1.5
2.5
2.5
Treynor Ratio
1.61
1.61
0
0.75
1.25
2
2
Information Ratio
0.44
0.44
0
0.3
0.6
1
1
Calmar Ratio
3.72
3.72
0
0.3
0.6
4
4
Portfolio Valuation
Based on current positions
P/E Ratio
22.3
High:
NKE
29.07NKELow:
UAA
-4.6UAADetails
PEG Ratio
170.7
High:
PG
302.03PGLow:
DIS
11.82DISDetails
Price/Book
5.07
High:
KO
10.26KOLow:
JD.US
1.32JD.USDetails
Price/Sales
2.44
High:KO
6.84KOLow:JD.US
0.22JD.USDetails
Price/CF
21.92
High:NKE
54.38NKELow:DIS
13.03DISDetails
Price/FCF
62
High:NKE
947.69NKELow:UAA
8.32UAADetails
P/E Ratio
22.3
High:NKE
29.07NKELow:UAA
-4.6UAADetails
PEG Ratio
170.7
High:PG
302.03PGLow:DIS
11.82DISDetails
Price/Book
5.07
High:KO
10.26KOLow:JD.US
1.32JD.USDetails
Price/Sales
2.44
High:KO
6.84KOLow:JD.US
0.22JD.USDetails
Price/CF
21.92
High:NKE
54.38NKELow:DIS
13.03DISDetails
Price/FCF
62
High:NKE
947.69NKELow:UAA
8.32UAADetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-5.72% | Feb 2025 | May 2025 | 3 |
-3.97% | Sep 2023 | Nov 2023 | 2 |
-1.87% | Dec 2024 | Jan 2025 | 1 |
-1.82% | Apr 2024 | May 2024 | 1 |
-1.65% | Jan 2024 | Feb 2024 | 1 |
-1.28% | Oct 2024 | Nov 2024 | 1 |
-0.63% | Nov 2025 | Feb 2026 | 3 |
-0.45% | Apr 2026 | - | 1 |