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+0.25%
Today
-5.48%
This Month
-14.88%
Year To Date
+15.6%
2 Years
+38.19%
5 Years
+8%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- ๐ ETFs88.25%
- ๐ช Cryptocurrencies11.75%
- ๐ต Cash0%
Exchanges Breakdown
- Exchange
- Total
- ๐บ๐ธ NYSE88.25%
- ๐ Digital Currency11.75%
Countries Breakdown
- Country
- Total
Dividends
Dividend Yield
1.16%
4 out of 5 instruments pay dividend.
0 dividend payments in the next 30 days.
Highest Dividend: $VFH (1.83%)
Performance Metrics
Score 5.7/10
Beta
0.55
0.55
0
0.8
1.2
0
2
Sharpe Ratio
0.33
0.33
0
0.5
1
1.5
1.5
Sortino Ratio
0.72
0.72
0
1
2
3
3
Jensen's Alpha
5.8
5.8
-2
0
2
6
6
Omega Ratio
1.06
1.06
0
1
1.5
2.5
2.5
Treynor Ratio
1.63
1.63
0
0.75
1.25
2
2
Information Ratio
0.05
0.05
0
0.3
0.6
1
1
Calmar Ratio
0.17
0.17
0
0.3
0.6
1
1
Beta
0.55
0.55
0
0.8
1.2
0
2
Sharpe Ratio
0.33
0.33
0
0.5
1
1.5
1.5
Sortino Ratio
0.72
0.72
0
1
2
3
3
Jensen's Alpha
5.8
5.8
-2
0
2
6
6
Omega Ratio
1.06
1.06
0
1
1.5
2.5
2.5
Treynor Ratio
1.63
1.63
0
0.75
1.25
2
2
Information Ratio
0.05
0.05
0
0.3
0.6
1
1
Calmar Ratio
0.17
0.17
0
0.3
0.6
1
1
Portfolio Valuation
Based on weighted open stock 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 |
|---|---|---|---|
-49.63% | May 2015 | May 2017 | 24 |
-24.03% | Aug 2014 | Apr 2015 | 8 |
-22.15% | Sep 2021 | Jul 2023 | 22 |
-18.39% | Jan 2018 | Jan 2020 | 24 |
-16.95% | Feb 2025 | - | 3 |
-10.83% | Aug 2023 | Dec 2023 | 4 |
-8.33% | Sep 2020 | Dec 2020 | 3 |
-4.18% | Apr 2024 | Jun 2024 | 2 |
-4.11% | Sep 2017 | Dec 2017 | 3 |
-0.79% | Jun 2021 | Jul 2021 | 1 |
-0.71% | Dec 2024 | Jan 2025 | 1 |
-0.29% | Feb 2020 | Mar 2020 | 1 |
-0.19% | Oct 2024 | Nov 2024 | 1 |
-0.1% | Feb 2021 | Mar 2021 | 1 |