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-2.97%
This Month
-3.15%
Year To Date
+10.07%
2 Years
-14.32%
5 Years
+26.42%
10 Years
+2.8%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💵 Cash78.72%
- 🛍️ Retail Trade2.03%
- 🖥️ Technology Services1.14%
- 💼 Commercial Services0.52%
- 💇♀️ Consumer Services0.41%
- 🧪 Process Industries0.41%
- 💻 Electronic Technology0.32%
- 🪙 Cryptocurrencies0.21%
- 🚗 Consumer Durables0.18%
- 🍞 Consumer Non Durables0.16%
- 💰 Finance0.06%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE3.08%
- 🇺🇸 Nasdaq2.06%
- 🌍 Digital Currency0.21%
- 🇩🇪 FRA0.09%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States2.39%
- 🇨🇳 China2.16%
- 🇨🇦 Canada0.49%
- 🇯🇵 Japan0.11%
- 🇩🇪 Germany0.09%
Dividends
Dividend Yield
0.03%
10 out of 31 instruments pay dividend.
0 dividend payments in the next 30 days.
Highest Dividend: $TPG (4.52%)
Next Dividends
Stock | Type | Date | Pay Per Share |
|---|
Performance Metrics
Score 2.9/10
Beta
0.68
0.68
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
-5.2
-5.2
-6
0
2
4.5
4.5
Omega Ratio
0.62
0.62
0
1
1.5
2.5
2.5
Treynor Ratio
0.27
0.27
0
0.75
1.25
2
2
Information Ratio
-0.59
-0.59
-1
0.3
0.6
1
1
Calmar Ratio
0.07
0.07
0
0.3
0.6
1
1
Beta
0.68
0.68
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
-5.2
-5.2
-6
0
2
4.5
4.5
Omega Ratio
0.62
0.62
0
1
1.5
2.5
2.5
Treynor Ratio
0.27
0.27
0
0.75
1.25
2
2
Information Ratio
-0.59
-0.59
-1
0.3
0.6
1
1
Calmar Ratio
0.07
0.07
0
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
19.86
High:
SHOP
138.43SHOPLow:
MQ
-138.14MQDetails
PEG Ratio
17.75
High:
ORCL
96.9ORCLLow:
NIO
-132.09NIODetails
Price/Book
2.35
High:
LMT
22.64LMTLow:
DELL
-37.45DELLDetails
Price/Sales
2.37
High:SHOP
14.63SHOPLow:
BYND
0.21BYNDDetails
Price/CF
21.87
High:
TPG
168.49TPGLow:
SONY
7.23SONYDetails
Price/FCF
114.81
High:
BABA
1,196.17BABALow:SONY
8.72SONYDetails
P/E Ratio
19.86
High:SHOP
138.43SHOPLow:MQ
-138.14MQDetails
PEG Ratio
17.75
High:ORCL
96.9ORCLLow:NIO
-132.09NIODetails
Price/Book
2.35
High:LMT
22.64LMTLow:DELL
-37.45DELLDetails
Price/Sales
2.37
High:SHOP
14.63SHOPLow:BYND
0.21BYNDDetails
Price/CF
21.87
High:TPG
168.49TPGLow:SONY
7.23SONYDetails
Price/FCF
114.81
High:BABA
1,196.17BABALow:SONY
8.72SONYDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-46.62% | Jul 2021 | - | 57 |
-16.61% | Feb 2018 | Feb 2020 | 24 |
-12.49% | Mar 2020 | Nov 2020 | 8 |
-3% | Sep 2017 | Nov 2017 | 2 |
-2.19% | Jul 2017 | Aug 2017 | 1 |
-1.18% | Mar 2021 | Jun 2021 | 3 |