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-0.28%
This Month
+10.44%
Year To Date
+31.74%
2 Years
+115.34%
5 Years
+121.49%
10 Years
+16.35%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 📊 ETFs55.44%
- 💵 Cash42.25%
- 🖥️ Technology Services1.11%
- 🛍️ Retail Trade0.84%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 Nasdaq37.89%
- 🇺🇸 NYSE19.5%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States1.95%
Dividends
Dividend Yield
0.01%
2 out of 9 instruments pay dividend.
0 dividend payments in the next 30 days.
Highest Dividend: $WMT (0.83%)
Performance Metrics
Score 6.2/10
Beta
0.9
0.9
0
0.8
1.2
0
2
Sharpe Ratio
0.73
0.73
0
0.5
1
1.5
1.5
Sortino Ratio
1.21
1.21
0
1
2
3
3
Jensen's Alpha
2.7
2.7
-2
0
2
4.5
4.5
Omega Ratio
1.09
1.09
0
1
1.5
2.5
2.5
Treynor Ratio
1.29
1.29
0
0.75
1.25
2
2
Information Ratio
0.11
0.11
0
0.3
0.6
1
1
Calmar Ratio
0.54
0.54
0
0.3
0.6
1
1
Beta
0.9
0.9
0
0.8
1.2
0
2
Sharpe Ratio
0.73
0.73
0
0.5
1
1.5
1.5
Sortino Ratio
1.21
1.21
0
1
2
3
3
Jensen's Alpha
2.7
2.7
-2
0
2
4.5
4.5
Omega Ratio
1.09
1.09
0
1
1.5
2.5
2.5
Treynor Ratio
1.29
1.29
0
0.75
1.25
2
2
Information Ratio
0.11
0.11
0
0.3
0.6
1
1
Calmar Ratio
0.54
0.54
0
0.3
0.6
1
1
Portfolio Valuation
Based on weighted open stock positions
P/E Ratio
38.58
High:
WMT
40.08WMTLow:
CRM
34.67CRMDetails
PEG Ratio
200.17
High:WMT
232.14WMTLow:CRM
176.07CRMDetails
Price/Book
7.09
High:WMT
10.13WMTLow:CRM
3.72CRMDetails
Price/Sales
1.61
High:CRM
5.81CRMLow:WMT
1.3WMTDetails
Price/CF
19.55
High:WMT
19.78WMTLow:CRM
18.87CRMDetails
Price/FCF
54.65
High:WMT
101.97WMTLow:CRM
22.73CRMDetails
P/E Ratio
38.58
High:WMT
40.08WMTLow:CRM
34.67CRMDetails
PEG Ratio
200.17
High:WMT
232.14WMTLow:CRM
176.07CRMDetails
Price/Book
7.09
High:WMT
10.13WMTLow:CRM
3.72CRMDetails
Price/Sales
1.61
High:CRM
5.81CRMLow:WMT
1.3WMTDetails
Price/CF
19.55
High:WMT
19.78WMTLow:CRM
18.87CRMDetails
Price/FCF
54.65
High:WMT
101.97WMTLow:CRM
22.73CRMDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-30.08% | Dec 2021 | Nov 2023 | 23 |
-13.04% | Sep 2020 | Dec 2020 | 3 |
-9.54% | Dec 2024 | Jun 2025 | 6 |
-6.31% | Apr 2024 | Jun 2024 | 2 |
-3.92% | Sep 2021 | Nov 2021 | 2 |
-2.45% | May 2021 | Jun 2021 | 1 |
-2.35% | Oct 2024 | Nov 2024 | 1 |
-1.48% | Jul 2024 | Sep 2024 | 2 |
-0.28% | Jul 2025 | Aug 2025 | 1 |
-0.28% | Dec 2025 | - | 1 |