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+31.62%
This Month
+12.61%
Year To Date
-45.7%
2 Years
-82.05%
5 Years
-85.83%
10 Years
-16.9%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💵 Cash7.17%
Exchanges Breakdown
- Exchange
- Total
- 🌍 FX0%
Countries Breakdown
- Country
- Total
Dividends
Dividend Yield
0%
0 out of 3 instruments pay dividend.
0 dividend payments in the next 30 days.
Dividend Yield Breakdown
Instrument | Portfolio Yield | Company Yield | Per Share |
|---|
Next Dividends
Stock | Type | Date | Pay Per Share |
|---|
Performance Metrics
Score 3.8/10
Beta
-0.38
-0.38
-1
0.8
1.2
-1
2
Sharpe Ratio
-0.41
-0.41
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.53
-0.53
-1
1
2
3
3
Jensen's Alpha
-11.62
-11.62
-12
0
2
4.5
4.5
Omega Ratio
0.63
0.63
0
1
1.5
2.5
2.5
Treynor Ratio
3.68
3.68
0
0.75
1.25
4
4
Information Ratio
-0.62
-0.62
-1
0.3
0.6
1
1
Calmar Ratio
-0.22
-0.22
-1
0.3
0.6
1
1
Beta
-0.38
-0.38
-1
0.8
1.2
-1
2
Sharpe Ratio
-0.41
-0.41
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.53
-0.53
-1
1
2
3
3
Jensen's Alpha
-11.62
-11.62
-12
0
2
4.5
4.5
Omega Ratio
0.63
0.63
0
1
1.5
2.5
2.5
Treynor Ratio
3.68
3.68
0
0.75
1.25
4
4
Information Ratio
-0.62
-0.62
-1
0.3
0.6
1
1
Calmar Ratio
-0.22
-0.22
-1
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
N/A
Details
PEG Ratio
N/A
Details
Price/Book
N/A
Details
Price/Sales
N/A
Details
Price/CF
N/A
Details
Price/FCF
N/A
Details
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-93.52% | Dec 2015 | - | 127 |