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-0.03%
Today
-0.03%
This Month
+5.85%
Year To Date
+13.6%
2 Years
-24.74%
5 Years
-6.23%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 🖥️ Technology Services38.1%
- 💻 Electronic Technology12.71%
- 🍞 Consumer Non Durables10.57%
- 🚗 Consumer Durables5.49%
- 💰 Finance4.96%
- 💵 Cash4.4%
- 📡 Communications3.86%
- 🛠️ Producer Manufacturing2.43%
- 🚚 Transportation2.11%
- 🛍️ Retail Trade2.04%
- 🪙 Cryptocurrencies1.66%
- 📊 ETFs1.62%
- 🪨 Non Energy Minerals1.25%
- 💼 Commercial Services1.17%
- ⛏️ Energy Minerals1.17%
- 🏭 Industrial Services0.79%
- 💇♀️ Consumer Services0.7%
- ⚡ Utilities0.61%
- 🧬 Health Technology0.28%
- 📈 Indexes0.13%
- 🏥 Health Services0.06%
- 🧪 Process Industries0.03%
- 📦 Distribution Services0.02%
- 💹 Forex0.02%
- 🧩 Miscellaneous0.02%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 Nasdaq29.26%
- 🇺🇸 NYSE27.71%
- 🇩🇪 FRA26.4%
- 🇭🇰 Hong Kong Exchanges1.74%
- 🌍 Digital Currency1.66%
- 🇬🇧 LSE0.96%
- 🇳🇴 Oslo Stock Exchange0.91%
- 🇳🇱 Euronext Amsterdam0.86%
- 🇫🇷 Euronext Paris0.75%
- 🇪🇸 Bolsa De Madrid0.64%
- 🇮🇹 Borsa Italiana0.29%
- 🇨🇭 SIX0.19%
- 🌍 CFD0.13%
- 🇸🇪 Stockholm Stock Exchange0.07%
- 🇫🇮 Helsinki Stock Exchange0.06%
- 🇺🇸 Chicago Board Options Exchange0.06%
- 🇩🇰 Copenhagen Stock Exchange0.04%
- 🇩🇪 Xetra ETFs0.03%
- 🌍 FX0.02%
- 🇧🇪 Euronext Brussels0%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States52.08%
- 🇩🇪 Germany26.41%
- 🇨🇳 China2.1%
- 🇳🇱 Netherlands1.03%
- 🇬🇧 United Kingdom1%
- 🇳🇴 Norway0.91%
- 🇭🇰 Hong Kong0.83%
- 🇫🇷 France0.76%
- 🇮🇹 Italy0.65%
- 🇪🇸 Spain0.63%
- 🇮🇱 Israel0.54%
- 🇹🇼 Taiwan0.44%
- 🇨🇭 Switzerland0.19%
- 🇱🇺 Luxembourg0.15%
- 🇮🇪 Ireland0.14%
- 🇸🇪 Sweden0.07%
- 🇯🇵 Japan0.07%
- 🇨🇦 Canada0.07%
- 🇩🇰 Denmark0.06%
- 🇺🇾 Uruguay0.06%
- 🇫🇮 Finland0.06%
- 🇸🇬 Singapore0.05%
- 🇲🇽 Mexico0.04%
- 🇧🇷 Brazil0.03%
- 🇰🇷 South Korea0%
- 🇨🇴 Colombia0%
- 🇬🇷 Greece0%
- 🇦🇺 Australia0%
- 🇧🇲 Bermuda0%
- 🇿🇦 South Africa0%
- 🇧🇪 Belgium0%
- 🇦🇹 Austria0%
- 🇷🇺 Russia0%
Dividends
Dividend Yield
0.84%
265 out of 417 instruments pay dividend.
31 dividend payments in the next 30 days.
Highest Dividend: $NVTKL.L (109.46%)
Dividend Yield Breakdown
Instrument | Portfolio Yield | Company Yield | Per Share |
|---|---|---|---|
 SAP.DE | 0.11% | 0.82% | $2.2 |
 ORCL | 0.08% | 0.94% | $1.6 |
 BOSS.DE | 0.07% | 2.98% | $1.35 |
 VZ | 0.05% | 6.82% | $2.66 |
 DTE.DE | 0.05% | 2.38% | $0.77 |
 EPD | 0.05% | 6.43% | $2.03 |
 T | 0.04% | 4.68% | $1.11 |
 0992.HK | 0.03% | 4.16% | $0.38 |
 SIE.DE | 0.03% | 2.52% | $4.7 |
 HON | 0.03% | 1.95% | $4.27 |
 EOG | 0.03% | 2.95% | $5.06 |
 ADS.DE | 0.02% | 0.28% | $0.7 |
 IBE.MC | 0.02% | 3.46% | $0.45 |
 MSFT | 0.02% | 0.76% | $3 |
 MTH | 0.02% | 1.93% | $2.04 |
 AAPL | 0.01% | 0.53% | $0.97 |
 CAT | 0.01% | 1.49% | $5.31 |
 GOOG | 0.01% | 0.29% | $0.2 |
 WMT | 0.01% | 0.85% | $0.81 |
 EVR.L | 0.01% | 17.85% | - |
 X | 0.01% | 0.54% | $0.2 |
 MC.PA | 0.01% | 1.85% | $13 |
 MONC.MI | 0.01% | 1.87% | $1.15 |
 ASML.NV | 0% | 0.89% | $6.1 |
 IDS.L | 0% | 0.55% | $0.02 |
 TSM | 0% | 0.93% | $1.74 |
 EWZ | 0% | 8.62% | - |
 FANG | 0% | 5.04% | $9.26 |
 PBR | 0% | 18.77% | $1.73 |
 BKNG | 0% | 0.74% | $17.5 |
 TLT | 0% | 1.42% | - |
 V | 0% | 0.65% | $2.01 |
 RMS.PA | 0% | 0.92% | $25 |
 RACE | 0% | 0.64% | $2.64 |
 MA | 0% | 0.49% | $2.46 |
 REET | 0% | 6.79% | - |
 INSW | 0% | 14.81% | $5.74 |
 CTRA | 0% | 3.03% | $0.82 |
 HYG | 0% | 1.81% | - |
 BABA | 0% | 0.99% | $0.98 |
 META | 0% | 0.29% | $1 |
 FDX | 0% | 2.04% | $5.16 |
 MAN | 0% | 5.11% | $3.01 |
 COP | 0% | 3.16% | $3.25 |
 ERIC-B.ST | 0% | 3.32% | $2.7 |
 IJR | 0% | 3.84% | - |
 NOKIA.HE | 0% | 2.88% | $0.13 |
 SGO.PA | 0% | 2.31% | $2.1 |
 MU | 0% | 0.5% | $0.46 |
 CAP.PA | 0% | 1.92% | $3.4 |
 EBAY | 0% | 1.6% | $1.04 |
 ITRN | 0% | 4.69% | $1.17 |
 HST | 0% | 4.79% | $0.78 |
 NXPI | 0% | 1.94% | $4.06 |
 OKE | 0% | 4.12% | $3.89 |
 NTES | 0% | 2.37% | $2.58 |
 RWE.DE | 0% | 3.35% | $1 |
 SPGI | 0% | 0.71% | $3.62 |
 TEMN.ZU | 0% | 1.54% | $1.2 |
 AXP | 0% | 0.88% | $2.6 |
 EMB | 0% | 1.95% | - |
 BESI.NV | 0% | 1.72% | $2.15 |
 UBSG.ZU | 0% | 1.97% | $0.64 |
 NVDA | 0% | 0.03% | $0.02 |
 INTC | 0% | 2.57% | $0.5 |
 SGE.L | 0% | 1.53% | $0.2 |
 AMS.MC | 0% | 1.48% | $1 |
 JPM | 0% | 1.8% | $4.4 |
 CODI | 0% | 4.72% | $1 |
 GS | 0% | 1.83% | $11 |
 LOGN.ZU | 0% | 1.27% | $1.06 |
 BLK | 0% | 1.91% | $20.2 |
 G24.DE | 0% | 1.28% | $1.2 |
 WKL.NV | 0% | 1.25% | $2.08 |
 ICE | 0% | 1.13% | $1.77 |
 EWH | 0% | 4.18% | - |
 NOVO-B.CO | 0% | 1.62% | $9.4 |
 VLTO | 0% | 0.37% | $0.27 |
 ZIM | 0% | 22.3% | $0.23 |
 QCOM | 0% | 1.97% | $3.25 |
 VNQ | 0% | 3.78% | - |
 AGG | 0% | 1.32% | - |
 VALE | 0% | 9.88% | $1.33 |
 ICLN | 0% | 2.01% | - |
 IFX.DE | 0% | 1.09% | $0.35 |
 IQQL.DE | 0% | 2.95% | - |
 ASHR | 0% | 7.26% | - |
 BLV | 0% | 1.57% | - |
 EQT | 0% | 1.23% | $0.62 |
 ABBN.ZU | 0% | 1.74% | $0.87 |
 TLH | 0% | 1.39% | - |
 NKE | 0% | 1.96% | $1.45 |
 GOLD.BARRICK | 0% | 2.47% | $0.4 |
 BWLPG.OL | 0% | 21.55% | $37.72 |
 BMW.DE | 0% | 7.62% | $6 |
 NEP | 0% | 34.11% | $3.49 |
 FCX | 0% | 1.67% | $0.6 |
 LQD | 0% | 1.45% | - |
 GNL | 0% | 15.3% | $1.38 |
 LHA.DE | 0% | 4.79% | $0.3 |
 FORTUM.HE | 0% | 8.24% | $1.15 |
 TM | 0% | 2.58% | $4.64 |
 IEF | 0% | 1.32% | - |
 IMI.L | 0% | 1.46% | $0.28 |
 ARR | 0% | 15.3% | $3.84 |
 YY | 0% | 2.04% | $0.71 |
 AGNC | 0% | 14.44% | $1.44 |
 RGA | 0% | 1.53% | $3.4 |
 EC | 0% | 16.93% | $1.62 |
 DSY.PA | 0% | 0.61% | $0.23 |
 ASR | 0% | 2.11% | $5.78 |
 HCKT | 0% | 1.43% | $0.44 |
 TEP.PA | 0% | 4.25% | $3.85 |
 CDI.PA | 0% | 2.01% | $13 |
 MBG.DE | 0% | 9% | $5.3 |
 BOL.ST | 0% | 2.25% | $7.5 |
 POOL | 0% | 1.37% | $4.5 |
 AIZ | 0% | 1.41% | $2.86 |
 FER.MC | 0% | 1.54% | $0.59 |
 LRCX | 0% | 1.06% | $8 |
 VOW3.DE | 0% | 9.21% | $9.06 |
 SBLK | 0% | 16.27% | $1.82 |
 RYAAY | 0% | 1.8% | $0.93 |
 LMT | 0% | 2.79% | $12.45 |
 NHY.OL | 0% | 3.72% | $2.5 |
 NTDOY | 0% | 1.08% | $0.24 |
 GPK | 0% | 1.46% | $0.4 |
 DGRO | 0% | 2.38% | - |
 0700.HK | 0% | 0.85% | $3.4 |
 NVO | 0% | 1.21% | $0.98 |
 STLAM.MI | 0% | 12.01% | $1.55 |
 MCHP | 0% | 3.34% | $1.75 |
 VTI | 0% | 1.26% | - |
 BTI | 0% | 7.45% | $2.92 |
 ASML | 0% | 0.77% | $5.57 |
 ASM.NV | 0% | 0.48% | $2.75 |
 MCHI | 0% | 3.68% | - |
 HCA | 0% | 0.82% | $2.52 |
 AGRO | 0% | 3.52% | $0.33 |
 VOO | 0% | 1.26% | - |
 IEUR | 0% | 2.5% | - |
 SLG | 0% | 4.46% | $3.17 |
 PBR.A | 0% | 11.71% | $2.21 |
 IWM | 0% | 1.23% | - |
 MPW | 0% | 9.81% | $0.6 |
 MAERSKB.CO | 0% | 4.86% | $515 |
 ENG.MC | 0% | 9.59% | $1.41 |
 O | 0% | 5.73% | $3.09 |
 JD.US | 0% | 1.82% | $0.74 |
 BBSI | 0% | 0.72% | $1.2 |
 HD | 0% | 2.18% | $8.52 |
 RIO | 0% | 7.18% | $4.34 |
 FXI | 0% | 2.83% | - |
 PEP | 0% | 3.54% | $5.15 |
 MO | 0% | 7.66% | $3.92 |
 WY | 0% | 2.61% | $0.78 |
 INDA | 0% | 0.78% | - |
 BAS.DE | 0% | 7.31% | $3.4 |
 PAH3.DE | 0% | 6.73% | $2.56 |
 LDOS | 0% | 1.08% | $1.5 |
 CIM | 0% | 9.54% | $1.55 |
 P911.DE | 0% | 3.74% | $2.31 |
 PRX.NV | 0% | 0.27% | $0.07 |
 GOGL.US | 0% | 12.97% | $0.8 |
 ORK.OL | 0% | 2.86% | $3 |
 NN.NV | 0% | 7.58% | $3.2 |
 ATKR | 0% | 1.57% | $0.64 |
 PFE | 0% | 6.37% | $1.66 |
 TAN | 0% | 0.49% | - |
 COKE | 0% | 0.44% | $2 |
 OCI.NV | 0% | 7.49% | $4.35 |
 GOOGL | 0% | 0.29% | $0.2 |
 VICI | 0% | 5.69% | $1.66 |
 RHM.DE | 0% | 0.76% | $5.7 |
 CVS | 0% | 4.71% | $2.54 |
 QQQ | 0% | 0.64% | - |
 INVEB.ST | 0% | 1.56% | $4.8 |
 ODFL | 0% | 0.56% | $0.92 |
 HAS | 0% | 3.63% | $2.8 |
 NOC | 0% | 1.65% | $7.67 |
 DIS | 0% | 0.88% | $0.75 |
 EA | 0% | 0.62% | $0.76 |
 NESTE.HE | 0% | 9.73% | $1.2 |
 HPE | 0% | 2.45% | $0.51 |
 DVN | 0% | 4.25% | $2.05 |
 MGK | 0% | 0.56% | - |
 SOXX | 0% | 0.66% | - |
 PROX.BR | 0% | 15.64% | $0.84 |
 SMSN.L | 0% | 2.7% | $23.68 |
 VUG | 0% | 0.51% | - |
 SBUX | 0% | 2.19% | $2.24 |
 CIG | 0% | 9.97% | $0.15 |
 CVX | 0% | 4.42% | $6.28 |
 3888.HK | 0% | 0.36% | $0.14 |
 JNJ | 0% | 3.26% | $4.81 |
 SONY | 0% | 0.41% | $0.49 |
 EVK.DE | 0% | 6.44% | $1.17 |
 KO | 0% | 3.06% | $1.89 |
 SCHG | 0% | 0.44% | - |
 MUSA | 0% | 0.36% | $1.66 |
 F | 0% | 7.74% | $0.78 |
 SMH | 0% | 0.44% | - |
 IWF | 0% | 0.42% | - |
 AQN | 0% | 7.95% | $0.43 |
 BHP | 0% | 5.88% | $3.01 |
 RRX | 0% | 0.88% | $1.4 |
 BEKE | 0% | 1.77% | $0.31 |
 NDA.DE | 0% | 1.86% | $1.4 |
 MFA | 0% | 13.33% | $1.4 |
 DELL | 0% | 1.72% | $1.63 |
 ENEL.MI | 0% | 6.28% | $0.43 |
 SHEL | 0% | 4.22% | $2.7 |
 KER.PA | 0% | 4.54% | $14 |
 OHI | 0% | 7.23% | $2.68 |
 RWT | 0% | 10.23% | $0.64 |
 SBSW | 0% | 6.83% | $0.3 |
 IWP | 0% | 0.35% | - |
 SRT.DE | 0% | 0.32% | $0.73 |
 SBRA | 0% | 7.18% | $1.2 |
 NVTKL.L | 0% | 109.46% | - |
 SDF.DE | 0% | 5.21% | $0.7 |
 TEF.MC | 0% | 6.17% | $0.24 |
 HRL | 0% | 3.79% | $1.12 |
 INGA.NV | 0% | 6.89% | $1.11 |
 SMT.L | 0% | 0.32% | $0.03 |
 VOD | 0% | 8.15% | $0.94 |
 STMMI.MI | 0% | 1.57% | $0.28 |
 PRGO | 0% | 4.43% | $1.1 |
 KLAC | 0% | 0.79% | $5.65 |
 D | 0% | 4.8% | $2.67 |
 BAC | 0% | 2.2% | $0.96 |
 YINN | 0% | 0.36% | - |
 SBMO.NV | 0% | 4.22% | $0.77 |
 LEG | 0% | 5.78% | $1.43 |
 BXP | 0% | 5.36% | $3.92 |
 CALM | 0% | 3.96% | $1.87 |
 RAW.DE | 0% | 5.72% | - |
 VOOV | 0% | 2.19% | - |
 TEF | 0% | 5.87% | $0.24 |
 IYW | 0% | 0.17% | - |
 KNSL | 0% | 0.14% | $0.58 |
 XOM | 0% | 3.63% | $3.76 |
 PNL.NV | 0% | 6.08% | $0.09 |
 NEM | 0% | 2.34% | $1.3 |
 APD | 0% | 2.12% | $7.04 |
 PHIA.NV | 0% | 3.51% | - |
 PHG | 0% | 3.23% | - |
 VTRS | 0% | 4.26% | $0.48 |
 MRVL | 0% | 0.21% | $0.24 |
 AMG.NV | 0% | 2.85% | $0.6 |
 GGB | 0% | 4.81% | $0.22 |
 KGC | 0% | 1.08% | $0.12 |
 AAL.L | 0% | 2.74% | $0.77 |
 YAR.OL | 0% | 1.47% | $5 |
 GEV | 0% | 0.07% | - |
 RTX | 0% | 1.92% | $2.44 |
 STZ | 0% | 2.23% | $3.68 |
 MCD | 0% | 2.35% | $6.53 |
 GBTC | 0% | 0.14% | $0.11 |
 HL | 0% | 0.7% | $0.03 |
 LIT | 0% | 0.05% | - |
 VRT | 0% | 0.1% | $0.06 |
 PARA | 0% | 1.84% | $0.2 |
 AG | 0% | 0.32% | $0.02 |
 GEHC | 0% | 0.14% | $0.12 |
Next Dividends
Instrument | Type | Date | Pay Per Share |
|---|---|---|---|
T | Pay Day | Feb 3 | $0.28 |
VZ | Pay Day | Feb 3 | $0.68 |
CVS | Pay Day | Feb 3 | $0.66 |
FCX | Pay Day | Feb 3 | $0.15 |
OKE | Ex-Dividend | Feb 3 | $1.03 |
AIZ | Ex-Dividend | Feb 3 | $0.80 |
O | Ex-Dividend | Feb 3 | $0.26 |
NOKIA.HE | Ex-Dividend | Feb 3 | $0.03 |
BTI | Pay Day | Feb 6 | $0.74 |
MA | Pay Day | Feb 7 | $0.76 |
VOD | Pay Day | Feb 7 | $0.24 |
STZ | Ex-Dividend | Feb 7 | $1.01 |
COKE | Pay Day | Feb 7 | $2.50 |
AAPL | Ex-Dividend | Feb 10 | $0.25 |
AXP | Pay Day | Feb 10 | $0.70 |
X | Ex-Dividend | Feb 10 | $0.05 |
ASML.NV | Ex-Dividend | Feb 10 | $1.58 |
OHI | Ex-Dividend | Feb 10 | $0.67 |
V | Ex-Dividend | Feb 11 | $0.59 |
AGNC | Pay Day | Feb 11 | $0.12 |
SGE.L | Pay Day | Feb 11 | $0.17 |
XOM | Ex-Dividend | Feb 12 | $0.99 |
AAPL | Pay Day | Feb 13 | $0.25 |
CALM | Pay Day | Feb 13 | $1.49 |
NOKIA.HE | Pay Day | Feb 13 | $0.03 |
CVX | Ex-Dividend | Feb 14 | $1.71 |
SBUX | Ex-Dividend | Feb 14 | $0.61 |
SIE.DE | Ex-Dividend | Feb 14 | $5.45 |
SHEL | Ex-Dividend | Feb 14 | $0.72 |
EPD | Pay Day | Feb 14 | $0.54 |
OKE | Pay Day | Feb 14 | $1.03 |
GEHC | Pay Day | Feb 14 | $0.04 |
O | Pay Day | Feb 14 | $0.26 |
ARR | Ex-Dividend | Feb 14 | $0.24 |
JNJ | Ex-Dividend | Feb 18 | $1.24 |
SIE.DE | Pay Day | Feb 18 | $5.45 |
HRL | Pay Day | Feb 18 | $0.29 |
OHI | Pay Day | Feb 18 | $0.67 |
ATKR | Ex-Dividend | Feb 18 | $0.32 |
SLG | Pay Day | Feb 18 | $0.26 |
ASML.NV | Pay Day | Feb 19 | $1.58 |
MSFT | Ex-Dividend | Feb 20 | $0.83 |
CAT | Pay Day | Feb 20 | $1.41 |
RTX | Ex-Dividend | Feb 21 | $0.63 |
STZ | Pay Day | Feb 21 | $1.01 |
IFX.DE | Ex-Dividend | Feb 21 | $0.37 |
IFX.DE | Pay Day | Feb 25 | $0.37 |
SPGI | Ex-Dividend | Feb 26 | $0.96 |
ARR | Pay Day | Feb 27 | $0.24 |
SBUX | Pay Day | Feb 28 | $0.61 |
GS | Ex-Dividend | Feb 28 | $3.00 |
D | Ex-Dividend | Feb 28 | $0.67 |
ATKR | Pay Day | Feb 28 | $0.32 |
V | Pay Day | Mar 3 | $0.59 |
LMT | Ex-Dividend | Mar 3 | $3.30 |
JNJ | Pay Day | Mar 4 | $1.24 |
QCOM | Ex-Dividend | Mar 6 | $0.85 |
BAC | Ex-Dividend | Mar 7 | $0.26 |
PFE | Pay Day | Mar 7 | $0.43 |
BLK | Ex-Dividend | Mar 7 | $5.21 |
CVX | Pay Day | Mar 10 | $1.71 |
XOM | Pay Day | Mar 10 | $0.99 |
X | Pay Day | Mar 12 | $0.05 |
SPGI | Pay Day | Mar 12 | $0.96 |
MSFT | Pay Day | Mar 13 | $0.83 |
HCA | Ex-Dividend | Mar 17 | $0.72 |
TSM | Ex-Dividend | Mar 18 | $0.69 |
RTX | Pay Day | Mar 20 | $0.63 |
D | Pay Day | Mar 20 | $0.67 |
SHEL | Pay Day | Mar 24 | $0.72 |
BLK | Pay Day | Mar 24 | $5.21 |
QCOM | Pay Day | Mar 27 | $0.85 |
BAC | Pay Day | Mar 28 | $0.26 |
LMT | Pay Day | Mar 28 | $3.30 |
GS | Pay Day | Mar 28 | $3.00 |
HCA | Pay Day | Mar 31 | $0.72 |
AIZ | Pay Day | Mar 31 | $0.80 |
RRX | Ex-Dividend | Mar 31 | $0.35 |
APD | Ex-Dividend | Apr 1 | $1.79 |
TSM | Pay Day | Apr 10 | $0.69 |
RRX | Pay Day | Apr 14 | $0.35 |
CDI.PA | Ex-Dividend | Apr 24 | $7.83 |
CDI.PA | Pay Day | Apr 28 | $7.83 |
APD | Pay Day | May 12 | $1.79 |
DIS | Ex-Dividend | Jun 24 | $0.50 |
DIS | Pay Day | Jul 23 | $0.50 |
Performance Metrics
Score 2.2/10
Beta
1.2
1.2
0
0.8
1.2
0
2
Sharpe Ratio
-0.22
-0.22
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.27
-0.27
-1
1
2
3
3
Jensen's Alpha
-18.69
-18.69
-19
0
2
4.5
4.5
Omega Ratio
0.41
0.41
0
1
1.5
2.5
2.5
Treynor Ratio
-0.4
-0.4
-1
0.75
1.25
2
2
Information Ratio
-1
-1
-2
0.3
0.6
1
1
Calmar Ratio
-0.12
-0.12
-1
0.3
0.6
1
1
Beta
1.2
1.2
0
0.8
1.2
0
2
Sharpe Ratio
-0.22
-0.22
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.27
-0.27
-1
1
2
3
3
Jensen's Alpha
-18.69
-18.69
-19
0
2
4.5
4.5
Omega Ratio
0.41
0.41
0
1
1.5
2.5
2.5
Treynor Ratio
-0.4
-0.4
-1
0.75
1.25
2
2
Information Ratio
-1
-1
-2
0.3
0.6
1
1
Calmar Ratio
-0.12
-0.12
-1
0.3
0.6
1
1
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-53.32% | Jul 2021 | - | 44 |
-6.54% | Mar 2021 | Jun 2021 | 3 |