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-10.25%
This Month
-4.05%
Year To Date
+15.84%
2 Years
+58.43%
5 Years
+58.43%
10 Years
-9.06%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 🛍️ Retail Trade78.13%
- 🪙 Cryptocurrencies17.17%
- 🍞 Consumer Non Durables4.32%
- 💵 Cash0.45%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 Nasdaq78.13%
- 🌍 Digital Currency17.17%
- 🇺🇸 NYSE4.32%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States82.45%
Dividends
Performance Metrics
Score 3.5/10
Beta
0.61
0.61
0
0.8
1.2
0
2
Sharpe Ratio
0.27
0.27
0
0.5
1
1.5
1.5
Sortino Ratio
0.46
0.46
0
1
2
3
3
Jensen's Alpha
-2.21
-2.21
-3
0
2
4.5
4.5
Omega Ratio
0.73
0.73
0
1
1.5
2.5
2.5
Treynor Ratio
0.68
0.68
0
0.75
1.25
2
2
Information Ratio
-0.41
-0.41
-1
0.3
0.6
1
1
Calmar Ratio
0.17
0.17
0
0.3
0.6
1
1
Beta
0.61
0.61
0
0.8
1.2
0
2
Sharpe Ratio
0.27
0.27
0
0.5
1
1.5
1.5
Sortino Ratio
0.46
0.46
0
1
2
3
3
Jensen's Alpha
-2.21
-2.21
-3
0
2
4.5
4.5
Omega Ratio
0.73
0.73
0
1
1.5
2.5
2.5
Treynor Ratio
0.68
0.68
0
0.75
1.25
2
2
Information Ratio
-0.41
-0.41
-1
0.3
0.6
1
1
Calmar Ratio
0.17
0.17
0
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
30.33
High:
AMZN
30.33AMZNLow:
NKE
28.7NKEDetails
PEG Ratio
85.31
High:AMZN
85.31AMZNLow:AMZN
85.31AMZNDetails
Price/Book
6.17
High:AMZN
6.18AMZNLow:NKE
4.58NKEDetails
Price/Sales
3.71
High:AMZN
3.72AMZNLow:NKE
1.39NKEDetails
Price/CF
15.26
High:NKE
54.38NKELow:AMZN
15.25AMZNDetails
Price/FCF
326.13
High:NKE
947.69NKELow:AMZN
325.85AMZNDetails
P/E Ratio
30.33
High:AMZN
30.33AMZNLow:NKE
28.7NKEDetails
PEG Ratio
85.31
High:AMZN
85.31AMZNLow:AMZN
85.31AMZNDetails
Price/Book
6.17
High:AMZN
6.18AMZNLow:NKE
4.58NKEDetails
Price/Sales
3.71
High:AMZN
3.72AMZNLow:NKE
1.39NKEDetails
Price/CF
15.26
High:NKE
54.38NKELow:AMZN
15.25AMZNDetails
Price/FCF
326.13
High:NKE
947.69NKELow:AMZN
325.85AMZNDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-97.8% | Nov 2013 | - | 152 |