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+0.04%
Today
+2.91%
This Month
+2.19%
Year To Date
-14.3%
2 Years
-1.82%
5 Years
+5.75%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💵 Cash92.38%
- 💹 Forex7.83%
Exchanges Breakdown
- Exchange
- Total
- 🌍 FX7.83%
Countries Breakdown
- Country
- Total
Dividends
Dividend Yield
0%
0 out of 1 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 5.1/10
Beta
-0.11
-0.11
-1
0.8
1.2
-1
2
Sharpe Ratio
0.42
0.42
0
0.5
1
1.5
1.5
Sortino Ratio
0.63
0.63
0
1
2
3
3
Jensen's Alpha
4.92
4.92
-2
0
2
5
5
Omega Ratio
0.77
0.77
0
1
1.5
2.5
2.5
Treynor Ratio
-2.94
-2.94
-3
0.75
1.25
2
2
Information Ratio
-0.36
-0.36
-1
0.3
0.6
1
1
Calmar Ratio
0.32
0.32
0
0.3
0.6
1
1
Beta
-0.11
-0.11
-1
0.8
1.2
-1
2
Sharpe Ratio
0.42
0.42
0
0.5
1
1.5
1.5
Sortino Ratio
0.63
0.63
0
1
2
3
3
Jensen's Alpha
4.92
4.92
-2
0
2
5
5
Omega Ratio
0.77
0.77
0
1
1.5
2.5
2.5
Treynor Ratio
-2.94
-2.94
-3
0.75
1.25
2
2
Information Ratio
-0.36
-0.36
-1
0.3
0.6
1
1
Calmar Ratio
0.32
0.32
0
0.3
0.6
1
1
Portfolio Valuation
Based on weighted open stock 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 |
|---|---|---|---|
-17.02% | Nov 2023 | - | 21 |
-13.07% | Jun 2016 | Mar 2017 | 9 |
-5.8% | Jul 2018 | Sep 2020 | 26 |
-4.16% | Jun 2022 | May 2023 | 11 |
-2.24% | Mar 2021 | Sep 2021 | 6 |
-1.5% | Aug 2017 | Oct 2017 | 2 |
-1.23% | Feb 2022 | Mar 2022 | 1 |
-1.03% | Jul 2023 | Oct 2023 | 3 |
-0.47% | Oct 2020 | Feb 2021 | 4 |