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-41.55%
This Month
+62.2%
Year To Date
-44.43%
2 Years
-92.13%
5 Years
-89.77%
10 Years
-39.19%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💵 Cash31.47%
- 📈 Indexes21.86%
- 💻 Electronic Technology15.63%
- 💹 Forex10.83%
- 🌾 Commodities10.61%
- 💰 Finance6.07%
Exchanges Breakdown
- Exchange
- Total
- 🌍 CFD21.86%
- 🇺🇸 NYSE21.7%
- 🌍 FX10.83%
- 🌍 Commodity10.61%
Countries Breakdown
- Country
- Total
- 🇹🇼 Taiwan15.63%
- 🇺🇸 United States6.07%
Dividends
Dividend Yield
-0.22%
2 out of 5 instruments pay dividend.
1 dividend payments in the next 30 days.
Performance Metrics
Score 5/10
Beta
-3.86
-3.86
-4
0.8
1.2
-4
2
Sharpe Ratio
0.24
0.24
0
0.5
1
1.5
1.5
Sortino Ratio
0.45
0.45
0
1
2
3
3
Jensen's Alpha
89.55
89.55
-2
0
2
90
90
Omega Ratio
1.13
1.13
0
1
1.5
2.5
2.5
Treynor Ratio
-0.65
-0.65
-1
0.75
1.25
2
2
Information Ratio
0.15
0.15
0
0.3
0.6
1
1
Calmar Ratio
-0.29
-0.29
-1
0.3
0.6
1
1
Beta
-3.86
-3.86
-4
0.8
1.2
-4
2
Sharpe Ratio
0.24
0.24
0
0.5
1
1.5
1.5
Sortino Ratio
0.45
0.45
0
1
2
3
3
Jensen's Alpha
89.55
89.55
-2
0
2
90
90
Omega Ratio
1.13
1.13
0
1
1.5
2.5
2.5
Treynor Ratio
-0.65
-0.65
-1
0.75
1.25
2
2
Information Ratio
0.15
0.15
0
0.3
0.6
1
1
Calmar Ratio
-0.29
-0.29
-1
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
32.82
High:
TSM
34.75TSMLow:
MS
17.11MSDetails
PEG Ratio
64.82
High:TSM
67.41TSMLow:MS
58.15MSDetails
Price/Book
9.56
High:TSM
11.14TSMLow:MS
2.85MSDetails
Price/Sales
11.92
High:TSM
15.68TSMLow:MS
2.4MSDetails
Price/CF
19.01
High:TSM
22.1TSMLow:MS
5.75MSDetails
Price/FCF
52.98
High:TSM
86.82TSMLow:MS
7.13MSDetails
P/E Ratio
32.82
High:TSM
34.75TSMLow:MS
17.11MSDetails
PEG Ratio
64.82
High:TSM
67.41TSMLow:MS
58.15MSDetails
Price/Book
9.56
High:TSM
11.14TSMLow:MS
2.85MSDetails
Price/Sales
11.92
High:TSM
15.68TSMLow:MS
2.4MSDetails
Price/CF
19.01
High:TSM
22.1TSMLow:MS
5.75MSDetails
Price/FCF
52.98
High:TSM
86.82TSMLow:MS
7.13MSDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-99.55% | Jun 2022 | - | 47 |
-24.37% | Jun 2021 | Mar 2022 | 9 |
-12.57% | Apr 2021 | May 2021 | 1 |