-1.6%
Today
-3.2%
This Month
-5.42%
Year To Date
+50.62%
2 Years
-10.62%
5 Years
-3.16%
Annualized
- RenatoPr
- S&P 500
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Diversification
Sectors Breakdown
- Sector
- Total
- šµ Cash22.4%
- š„ļø Technology Services18.23%
- š» Electronic Technology15.99%
- š¼ Commercial Services14.59%
- š Consumer Non Durables14.3%
- š ļø Producer Manufacturing14.09%
Exchanges Breakdown
- Exchange
- Total
- šŗšø Nasdaq48.53%
- šŗšø NYSE28.68%
Countries Breakdown
- Country
- Total
- šŗšø United States77.21%
Dividends
Dividend Yield
0.44%
4 out of 7 instruments pay dividend.
1 dividend payments in the next 30 days.
Highest Dividend: $CAT (1.61%)
Performance Metrics
Score 2.2/10
Beta
1.32
1.32
0
0.8
1.2
0
2
Sharpe Ratio
-0.05
-0.05
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.07
-0.07
-1
1
2
3
3
Jensen's Alpha
-10.06
-10.06
-11
0
2
4.5
4.5
Omega Ratio
0.72
0.72
0
1
1.5
2.5
2.5
Treynor Ratio
-0.1
-0.1
-1
0.75
1.25
2
2
Information Ratio
-0.44
-0.44
-1
0.3
0.6
1
1
Calmar Ratio
-0.04
-0.04
-1
0.3
0.6
1
1
Beta
1.32
1.32
0
0.8
1.2
0
2
Sharpe Ratio
-0.05
-0.05
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.07
-0.07
-1
1
2
3
3
Jensen's Alpha
-10.06
-10.06
-11
0
2
4.5
4.5
Omega Ratio
0.72
0.72
0
1
1.5
2.5
2.5
Treynor Ratio
-0.1
-0.1
-1
0.75
1.25
2
2
Information Ratio
-0.44
-0.44
-1
0.3
0.6
1
1
Calmar Ratio
-0.04
-0.04
-1
0.3
0.6
1
1
Drawdowns
- RenatoPr
- S&P 500
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Worst Drawdowns
Depth | Start | End | Total months |
---|---|---|---|
-56.04% | Sep 2021 | - | 43 |