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+1.14%
This Month
-9.43%
Year To Date
+34.84%
2 Years
+96.89%
5 Years
+115.37%
10 Years
-46.64%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 📊 ETFs81.27%
- 🧩 Miscellaneous18.28%
- 💵 Cash0.43%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE70%
- 🇺🇸 Nasdaq13.24%
- 🇬🇧 LSE7.57%
- 🇩🇪 Xetra ETFs5.22%
- 🇺🇸 Chicago Board Options Exchange3.51%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States1.81%
Dividends
Performance Metrics
Score 5.8/10
Beta
0.3
0.3
0
0.8
1.2
0
2
Sharpe Ratio
0.33
0.33
0
0.5
1
1.5
1.5
Sortino Ratio
0.58
0.58
0
1
2
3
3
Jensen's Alpha
8.58
8.58
-2
0
2
9
9
Omega Ratio
1.01
1.01
0
1
1.5
2.5
2.5
Treynor Ratio
3.27
3.27
0
0.75
1.25
4
4
Information Ratio
0.01
0.01
0
0.3
0.6
1
1
Calmar Ratio
0.12
0.12
0
0.3
0.6
1
1
Beta
0.3
0.3
0
0.8
1.2
0
2
Sharpe Ratio
0.33
0.33
0
0.5
1
1.5
1.5
Sortino Ratio
0.58
0.58
0
1
2
3
3
Jensen's Alpha
8.58
8.58
-2
0
2
9
9
Omega Ratio
1.01
1.01
0
1
1.5
2.5
2.5
Treynor Ratio
3.27
3.27
0
0.75
1.25
4
4
Information Ratio
0.01
0.01
0
0.3
0.6
1
1
Calmar Ratio
0.12
0.12
0
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 |
|---|---|---|---|
-99.99% | Feb 2013 | - | 159 |