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+33.39%
This Month
+39.77%
Year To Date
+14.09%
2 Years
+18.11%
5 Years
+18.11%
10 Years
+11.73%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 🌾 Commodities33.6%
- 💵 Cash27%
- 🍞 Consumer Non Durables16.71%
- 💰 Finance11.32%
- 🧬 Health Technology10.26%
- 💇♀️ Consumer Services6.93%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE34.95%
- 🌍 Commodity33.6%
- 🇺🇸 Nasdaq10.26%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States45.21%
Dividends
Performance Metrics
Score 2/10
Beta
1.78
1.78
0
0.8
1.2
0
2
Sharpe Ratio
0.07
0.07
0
0.5
1
1.5
1.5
Sortino Ratio
0.11
0.11
0
1
2
3
3
Jensen's Alpha
-16.71
-16.71
-17
0
2
4.5
4.5
Omega Ratio
0.87
0.87
0
1
1.5
2.5
2.5
Treynor Ratio
0.19
0.19
0
0.75
1.25
2
2
Information Ratio
-0.16
-0.16
-1
0.3
0.6
1
1
Calmar Ratio
-0.13
-0.13
-1
0.3
0.6
1
1
Beta
1.78
1.78
0
0.8
1.2
0
2
Sharpe Ratio
0.07
0.07
0
0.5
1
1.5
1.5
Sortino Ratio
0.11
0.11
0
1
2
3
3
Jensen's Alpha
-16.71
-16.71
-17
0
2
4.5
4.5
Omega Ratio
0.87
0.87
0
1
1.5
2.5
2.5
Treynor Ratio
0.19
0.19
0
0.75
1.25
2
2
Information Ratio
-0.16
-0.16
-1
0.3
0.6
1
1
Calmar Ratio
-0.13
-0.13
-1
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
17.6
High:
KO
25.7KOLow:
VNDA
-2.19VNDADetails
PEG Ratio
416.98
High:
JPM
1,118.42JPMLow:
DIS
12.61DISDetails
Price/Book
3.1
High:KO
10.44KOLow:VNDA
1.48VNDADetails
Price/Sales
3.5
High:KO
6.96KOLow:DIS
1.93DISDetails
Price/CF
12.52
High:KO
40.7KOLow:JPM
8.75JPMDetails
Price/FCF
17.31
High:KO
272.99KOLow:JPM
10.48JPMDetails
P/E Ratio
17.6
High:KO
25.7KOLow:VNDA
-2.19VNDADetails
PEG Ratio
416.98
High:JPM
1,118.42JPMLow:DIS
12.61DISDetails
Price/Book
3.1
High:KO
10.44KOLow:VNDA
1.48VNDADetails
Price/Sales
3.5
High:KO
6.96KOLow:DIS
1.93DISDetails
Price/CF
12.52
High:KO
40.7KOLow:JPM
8.75JPMDetails
Price/FCF
17.31
High:KO
272.99KOLow:JPM
10.48JPMDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-46.77% | Jul 2024 | - | 21 |
-4.44% | Apr 2024 | May 2024 | 1 |