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-5.96%
This Month
-5.91%
Year To Date
+179.24%
2 Years
+481.28%
5 Years
+706.84%
10 Years
+46.17%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💵 Cash28.04%
- 🌾 Commodities21.09%
- 🚗 Consumer Durables15.83%
- ⛏️ Energy Minerals14.02%
- 💻 Electronic Technology8.13%
- 🪙 Cryptocurrencies5.12%
- 🛍️ Retail Trade3.35%
- 🖥️ Technology Services1.64%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 Nasdaq28.33%
- 🌍 Commodity21.09%
- 🇺🇸 NYSE14.65%
- 🌍 Digital Currency5.12%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States42.97%
Dividends
Dividend Yield
0.5%
4 out of 11 instruments pay dividend.
0 dividend payments in the next 30 days.
Highest Dividend: $XRX (11.36%)
Next Dividends
Stock | Type | Date | Pay Per Share |
|---|
Performance Metrics
Score 8.6/10
Beta
0.83
0.83
0
0.8
1.2
0
2
Sharpe Ratio
1.14
1.14
0
0.5
1
2
2
Sortino Ratio
2.6
2.6
0
1
2
3
3
Jensen's Alpha
30.07
30.07
-2
0
2
31
31
Omega Ratio
2.12
2.12
0
1
1.5
3
3
Treynor Ratio
3.94
3.94
0
0.75
1.25
4
4
Information Ratio
0.75
0.75
0
0.3
0.6
1
1
Calmar Ratio
1.66
1.66
0
0.3
0.6
2
2
Beta
0.83
0.83
0
0.8
1.2
0
2
Sharpe Ratio
1.14
1.14
0
0.5
1
2
2
Sortino Ratio
2.6
2.6
0
1
2
3
3
Jensen's Alpha
30.07
30.07
-2
0
2
31
31
Omega Ratio
2.12
2.12
0
1
1.5
3
3
Treynor Ratio
3.94
3.94
0
0.75
1.25
4
4
Information Ratio
0.75
0.75
0
0.3
0.6
1
1
Calmar Ratio
1.66
1.66
0
0.3
0.6
2
2
Portfolio Valuation
Based on current positions
P/E Ratio
52.97
High:
TSLA
377.27TSLALow:
AI
-2.94AIDetails
PEG Ratio
62.58
High:
AMZN
104.35AMZNLow:
XRX
-0.9XRXDetails
Price/Book
14.16
High:
NVDA
28.28NVDALow:XRX
0.51XRXDetails
Price/Sales
10.53
High:NVDA
20.71NVDALow:XRX
0.03XRXDetails
Price/CF
39.39
High:TSLA
107.92TSLALow:XRX
0.87XRXDetails
Price/FCF
90.38
High:AMZN
325.85AMZNLow:XRX
1.61XRXDetails
P/E Ratio
52.97
High:TSLA
377.27TSLALow:AI
-2.94AIDetails
PEG Ratio
62.58
High:AMZN
104.35AMZNLow:XRX
-0.9XRXDetails
Price/Book
14.16
High:NVDA
28.28NVDALow:XRX
0.51XRXDetails
Price/Sales
10.53
High:NVDA
20.71NVDALow:XRX
0.03XRXDetails
Price/CF
39.39
High:TSLA
107.92TSLALow:XRX
0.87XRXDetails
Price/FCF
90.38
High:AMZN
325.85AMZNLow:XRX
1.61XRXDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-26.44% | Mar 2025 | - | 13 |
-21.59% | Apr 2022 | Apr 2023 | 12 |
-12.24% | Sep 2020 | Dec 2020 | 3 |
-11.4% | Dec 2024 | Feb 2025 | 2 |
-8.73% | Aug 2023 | Dec 2023 | 4 |
-5.63% | Sep 2021 | Nov 2021 | 2 |
-3.21% | Jan 2021 | Apr 2021 | 3 |
-2.3% | Jan 2024 | Feb 2024 | 1 |
-1.63% | Feb 2022 | Mar 2022 | 1 |
-0.53% | May 2020 | Jun 2020 | 1 |
-0.28% | May 2021 | Jun 2021 | 1 |