-3.03%
Today
-5.62%
This Month
-5.69%
Year To Date
+21%
2 Years
+21.04%
5 Years
+3.43%
Annualized
- Mosoczki
- S&P 500
- + Add Benchmark
Diversification
Sectors Breakdown
- Sector
- Total
- 📊 ETFs99.98%
- 💵 Cash0.02%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 Nasdaq91.11%
- 🇺🇸 NYSE5.76%
- 🇺🇸 Chicago Board Options Exchange3.11%
Countries Breakdown
- Country
- Total
Dividends
Dividend Yield
11.96%
8 out of 8 instruments pay dividend.
0 dividend payments in the next 30 days.
Highest Dividend: $QYLD (12.68%)
Performance Metrics
Score 3.2/10
Beta
0.47
0.47
0
0.8
1.2
0
2
Sharpe Ratio
0.19
0.19
0
0.5
1
1.5
1.5
Sortino Ratio
0.25
0.25
0
1
2
3
3
Jensen's Alpha
-2.69
-2.69
-3
0
2
4.5
4.5
Omega Ratio
0.54
0.54
0
1
1.5
2.5
2.5
Treynor Ratio
0.45
0.45
0
0.75
1.25
2
2
Information Ratio
-0.59
-0.59
-1
0.3
0.6
1
1
Calmar Ratio
0.2
0.2
0
0.3
0.6
1
1
Beta
0.47
0.47
0
0.8
1.2
0
2
Sharpe Ratio
0.19
0.19
0
0.5
1
1.5
1.5
Sortino Ratio
0.25
0.25
0
1
2
3
3
Jensen's Alpha
-2.69
-2.69
-3
0
2
4.5
4.5
Omega Ratio
0.54
0.54
0
1
1.5
2.5
2.5
Treynor Ratio
0.45
0.45
0
0.75
1.25
2
2
Information Ratio
-0.59
-0.59
-1
0.3
0.6
1
1
Calmar Ratio
0.2
0.2
0
0.3
0.6
1
1
Drawdowns
- Mosoczki
- S&P 500
- + Add Benchmark
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-20.7% | Jan 2022 | Aug 2024 | 31 |
-17.41% | Mar 2020 | Aug 2020 | 5 |
-9.64% | Sep 2020 | Mar 2021 | 6 |
-4.64% | Feb 2025 | - | 2 |
-3.86% | Sep 2021 | Oct 2021 | 1 |
-1.39% | Nov 2021 | Dec 2021 | 1 |