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-5.73%
This Month
-32.25%
Year To Date
-95.85%
2 Years
-99.99%
5 Years
-100%
10 Years
-93.46%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 📊 ETFs46.31%
- 💵 Cash25.26%
- 💇♀️ Consumer Services8.36%
- 🖥️ Technology Services7.25%
- 💻 Electronic Technology7.13%
- 📈 Indexes7%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE46.31%
- 🇺🇸 Nasdaq22.74%
- 🌍 CFD7%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States14.38%
- 🇨🇳 China8.36%
Dividends
Performance Metrics
Score 1.8/10
Beta
1.98
1.98
0
0.8
1.2
0
2
Sharpe Ratio
-1.69
-1.69
-2
0.5
1
1.5
1.5
Sortino Ratio
-1.72
-1.72
-2
1
2
3
3
Jensen's Alpha
-88.67
-88.67
-89
0
2
4.5
4.5
Omega Ratio
0.26
0.26
0
1
1.5
2.5
2.5
Treynor Ratio
-7.42
-7.42
-8
0.75
1.25
2
2
Information Ratio
-1.86
-1.86
-2
0.3
0.6
1
1
Calmar Ratio
-0.93
-0.93
-1
0.3
0.6
1
1
Beta
1.98
1.98
0
0.8
1.2
0
2
Sharpe Ratio
-1.69
-1.69
-2
0.5
1
1.5
1.5
Sortino Ratio
-1.72
-1.72
-2
1
2
3
3
Jensen's Alpha
-88.67
-88.67
-89
0
2
4.5
4.5
Omega Ratio
0.26
0.26
0
1
1.5
2.5
2.5
Treynor Ratio
-7.42
-7.42
-8
0.75
1.25
2
2
Information Ratio
-1.86
-1.86
-2
0.3
0.6
1
1
Calmar Ratio
-0.93
-0.93
-1
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
33.95
High:
AVGO
66.97AVGOLow:
ATAT
26.56ATATDetails
PEG Ratio
72.2
High:ATAT
104.51ATATLow:AVGO
23.43AVGODetails
Price/Book
10.48
High:AVGO
18.59AVGOLow:
GOOG
8.92GOOGDetails
Price/Sales
11.28
High:AVGO
24.4AVGOLow:ATAT
4.31ATATDetails
Price/CF
28.57
High:AVGO
65.63AVGOLow:ATAT
19.1ATATDetails
Price/FCF
70.03
High:AVGO
114.58AVGOLow:ATAT
25.49ATATDetails
P/E Ratio
33.95
High:AVGO
66.97AVGOLow:ATAT
26.56ATATDetails
PEG Ratio
72.2
High:ATAT
104.51ATATLow:AVGO
23.43AVGODetails
Price/Book
10.48
High:AVGO
18.59AVGOLow:GOOG
8.92GOOGDetails
Price/Sales
11.28
High:AVGO
24.4AVGOLow:ATAT
4.31ATATDetails
Price/CF
28.57
High:AVGO
65.63AVGOLow:ATAT
19.1ATATDetails
Price/FCF
70.03
High:AVGO
114.58AVGOLow:ATAT
25.49ATATDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-100% | Sep 2016 | - | 115 |