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+4.67%
This Month
-55.97%
Year To Date
-73.74%
2 Years
-80.73%
5 Years
-80.73%
10 Years
-32.64%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💵 Cash91.13%
- 💹 Forex8.66%
Exchanges Breakdown
- Exchange
- Total
- 🌍 FX8.66%
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 2.6/10
Beta
0.2
0.2
0
0.8
1.2
0
2
Sharpe Ratio
-0.76
-0.76
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.86
-0.86
-1
1
2
3
3
Jensen's Alpha
-28.87
-28.87
-29
0
2
4.5
4.5
Omega Ratio
0.45
0.45
0
1
1.5
2.5
2.5
Treynor Ratio
-13.21
-13.21
-14
0.75
1.25
2
2
Information Ratio
-1.05
-1.05
-2
0.3
0.6
1
1
Calmar Ratio
-0.37
-0.37
-1
0.3
0.6
1
1
Beta
0.2
0.2
0
0.8
1.2
0
2
Sharpe Ratio
-0.76
-0.76
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.86
-0.86
-1
1
2
3
3
Jensen's Alpha
-28.87
-28.87
-29
0
2
4.5
4.5
Omega Ratio
0.45
0.45
0
1
1.5
2.5
2.5
Treynor Ratio
-13.21
-13.21
-14
0.75
1.25
2
2
Information Ratio
-1.05
-1.05
-2
0.3
0.6
1
1
Calmar Ratio
-0.37
-0.37
-1
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 |
|---|---|---|---|
-85.46% | Oct 2023 | - | 38 |
-15.73% | Nov 2022 | Jul 2023 | 8 |