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-0.02%
This Month
+4.05%
Year To Date
+12.46%
2 Years
-1.45%
5 Years
-1.35%
10 Years
-0.24%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 📊 ETFs76.91%
- 💵 Cash23.05%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE71%
- 🇺🇸 Nasdaq4.42%
- 🇺🇸 Chicago Board Options Exchange1.49%
Countries Breakdown
- Country
- Total
Dividends
Dividend Yield
0%
0 out of 13 instruments pay dividend.
0 dividend payments in the next 30 days.
Dividend Yield Breakdown
Instrument | Portfolio Yield | Company Yield | Per Share |
|---|
Next Dividends
Stock | Type | Date | Pay Per Share |
|---|
Performance Metrics
Score 2.5/10
Beta
0.6
0.6
0
0.8
1.2
0
2
Sharpe Ratio
-0.23
-0.23
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.3
-0.3
-1
1
2
3
3
Jensen's Alpha
-10.18
-10.18
-11
0
2
4.5
4.5
Omega Ratio
0.28
0.28
0
1
1.5
2.5
2.5
Treynor Ratio
-0.4
-0.4
-1
0.75
1.25
2
2
Information Ratio
-1.52
-1.52
-2
0.3
0.6
1
1
Calmar Ratio
-0.02
-0.02
-1
0.3
0.6
1
1
Beta
0.6
0.6
0
0.8
1.2
0
2
Sharpe Ratio
-0.23
-0.23
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.3
-0.3
-1
1
2
3
3
Jensen's Alpha
-10.18
-10.18
-11
0
2
4.5
4.5
Omega Ratio
0.28
0.28
0
1
1.5
2.5
2.5
Treynor Ratio
-0.4
-0.4
-1
0.75
1.25
2
2
Information Ratio
-1.52
-1.52
-2
0.3
0.6
1
1
Calmar Ratio
-0.02
-0.02
-1
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
N/A
Details
PEG Ratio
N/A
Details
Price/Book
N/A
Details
Price/Sales
N/A
Details
Price/CF
N/A
Details
Price/FCF
N/A
Details
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-28.11% | Jan 2022 | - | 55 |
-6.06% | Jan 2021 | Jul 2021 | 6 |
-3.83% | Sep 2021 | Oct 2021 | 1 |
-0.8% | Nov 2021 | Dec 2021 | 1 |