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-5.36%
This Month
-5.1%
Year To Date
+34.01%
2 Years
+90.47%
5 Years
-43.78%
10 Years
-6.68%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 👥 Copy Trading60.72%
- 🍞 Consumer Non Durables25.27%
- 💵 Cash13.56%
- 💻 Electronic Technology2.15%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 Nasdaq46.15%
- 🇺🇸 NYSE38.19%
- 🇭🇰 Hong Kong Exchanges3.71%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States74.74%
- 🇨🇳 China7.5%
- 🇹🇼 Taiwan2.49%
- 🇸🇬 Singapore1.77%
- 🇯🇵 Japan1.54%
Dividends
Performance Metrics
Score 3.6/10
Beta
0.73
0.73
0
0.8
1.2
0
2
Sharpe Ratio
0.12
0.12
0
0.5
1
1.5
1.5
Sortino Ratio
0.18
0.18
0
1
2
3
3
Jensen's Alpha
-1.12
-1.12
-2
0
2
4.5
4.5
Omega Ratio
0.93
0.93
0
1
1.5
2.5
2.5
Treynor Ratio
0.76
0.76
0
0.75
1.25
2
2
Information Ratio
-0.08
-0.08
-1
0.3
0.6
1
1
Calmar Ratio
-0.06
-0.06
-1
0.3
0.6
1
1
Beta
0.73
0.73
0
0.8
1.2
0
2
Sharpe Ratio
0.12
0.12
0
0.5
1
1.5
1.5
Sortino Ratio
0.18
0.18
0
1
2
3
3
Jensen's Alpha
-1.12
-1.12
-2
0
2
4.5
4.5
Omega Ratio
0.93
0.93
0
1
1.5
2.5
2.5
Treynor Ratio
0.76
0.76
0
0.75
1.25
2
2
Information Ratio
-0.08
-0.08
-1
0.3
0.6
1
1
Calmar Ratio
-0.06
-0.06
-1
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
26.55
High:
GE
41.75GELow:
KO
25.7KODetails
PEG Ratio
109.97
High:GE
115.71GELow:KO
109.48KODetails
Price/Book
10.85
High:GE
19.08GELow:KO
10.44KODetails
Price/Sales
7.03
High:GE
7.86GELow:KO
6.96KODetails
Price/CF
40.49
High:KO
40.7KOLow:GE
38.25GEDetails
Price/FCF
206.84
High:KO
272.99KOLow:GE
56.18GEDetails
P/E Ratio
26.55
High:GE
41.75GELow:KO
25.7KODetails
PEG Ratio
109.97
High:GE
115.71GELow:KO
109.48KODetails
Price/Book
10.85
High:GE
19.08GELow:KO
10.44KODetails
Price/Sales
7.03
High:GE
7.86GELow:KO
6.96KODetails
Price/CF
40.49
High:KO
40.7KOLow:GE
38.25GEDetails
Price/FCF
206.84
High:KO
272.99KOLow:GE
56.18GEDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-96.39% | Jan 2018 | - | 99 |