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-0.38%
This Month
-0.84%
Year To Date
+12.39%
2 Years
+27.49%
5 Years
+42.35%
10 Years
+6.63%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💵 Cash87.78%
- 📊 ETFs14.68%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 Chicago Board Options Exchange14.68%
Countries Breakdown
- Country
- Total
Dividends
Dividend Yield
0%
0 out of 1 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 3.3/10
Beta
0.86
0.86
0
0.8
1.2
0
2
Sharpe Ratio
0.31
0.31
0
0.5
1
1.5
1.5
Sortino Ratio
0.48
0.48
0
1
2
3
3
Jensen's Alpha
-5.52
-5.52
-6
0
2
4.5
4.5
Omega Ratio
0.49
0.49
0
1
1.5
2.5
2.5
Treynor Ratio
0.47
0.47
0
0.75
1.25
2
2
Information Ratio
-0.9
-0.9
-1
0.3
0.6
1
1
Calmar Ratio
0.28
0.28
0
0.3
0.6
1
1
Beta
0.86
0.86
0
0.8
1.2
0
2
Sharpe Ratio
0.31
0.31
0
0.5
1
1.5
1.5
Sortino Ratio
0.48
0.48
0
1
2
3
3
Jensen's Alpha
-5.52
-5.52
-6
0
2
4.5
4.5
Omega Ratio
0.49
0.49
0
1
1.5
2.5
2.5
Treynor Ratio
0.47
0.47
0
0.75
1.25
2
2
Information Ratio
-0.9
-0.9
-1
0.3
0.6
1
1
Calmar Ratio
0.28
0.28
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 |
|---|---|---|---|
-24.92% | Jan 2022 | Jan 2024 | 24 |
-10.11% | Dec 2024 | Jun 2025 | 6 |
-7.75% | Jul 2021 | Nov 2021 | 4 |
-4.55% | Feb 2021 | Jun 2021 | 4 |
-4.55% | Apr 2024 | Jun 2024 | 2 |
-2.08% | Oct 2024 | Nov 2024 | 1 |
-1.3% | Jul 2024 | Sep 2024 | 2 |
-1.03% | Dec 2025 | - | 4 |