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-7.89%
This Month
-9.17%
Year To Date
+17.61%
2 Years
+30.22%
5 Years
+120.44%
10 Years
+8.49%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 📊 ETFs99.99%
- 💵 Cash0.01%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE74.81%
- 🇺🇸 Nasdaq25.18%
Countries Breakdown
- Country
- Total
Dividends
Dividend Yield
0%
0 out of 7 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 5.7/10
Beta
0.57
0.57
0
0.8
1.2
0
2
Sharpe Ratio
0.62
0.62
0
0.5
1
1.5
1.5
Sortino Ratio
1.03
1.03
0
1
2
3
3
Jensen's Alpha
1.62
1.62
-2
0
2
4.5
4.5
Omega Ratio
0.79
0.79
0
1
1.5
2.5
2.5
Treynor Ratio
1.19
1.19
0
0.75
1.25
2
2
Information Ratio
-0.28
-0.28
-1
0.3
0.6
1
1
Calmar Ratio
0.45
0.45
0
0.3
0.6
1
1
Beta
0.57
0.57
0
0.8
1.2
0
2
Sharpe Ratio
0.62
0.62
0
0.5
1
1.5
1.5
Sortino Ratio
1.03
1.03
0
1
2
3
3
Jensen's Alpha
1.62
1.62
-2
0
2
4.5
4.5
Omega Ratio
0.79
0.79
0
1
1.5
2.5
2.5
Treynor Ratio
1.19
1.19
0
0.75
1.25
2
2
Information Ratio
-0.28
-0.28
-1
0.3
0.6
1
1
Calmar Ratio
0.45
0.45
0
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 |
|---|---|---|---|
-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 |
-12.9% | Mar 2026 | - | 2 |
-11.91% | Feb 2025 | Jul 2025 | 5 |
-10.83% | Aug 2023 | Dec 2023 | 4 |
-8.33% | Sep 2020 | Dec 2020 | 3 |
-4.42% | Nov 2025 | Feb 2026 | 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 |