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-0.02%
This Month
-0.02%
Year To Date
+68.56%
2 Years
+1.42%
5 Years
+1.42%
10 Years
+0.33%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 📊 ETFs97.07%
- ⚡ Utilities1.38%
- 💰 Finance1.19%
- 💵 Cash0.46%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE66.22%
- 🇺🇸 Nasdaq27.8%
- 🇩🇪 Xetra ETFs4.78%
- 🇺🇸 Chicago Board Options Exchange0.84%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States2.57%
Dividends
Performance Metrics
Score 2.7/10
Beta
2.98
2.98
0
0.8
1.2
0
3
Sharpe Ratio
0.23
0.23
0
0.5
1
1.5
1.5
Sortino Ratio
0.34
0.34
0
1
2
3
3
Jensen's Alpha
-17.98
-17.98
-18
0
2
4.5
4.5
Omega Ratio
1.04
1.04
0
1
1.5
2.5
2.5
Treynor Ratio
0.36
0.36
0
0.75
1.25
2
2
Information Ratio
0.04
0.04
0
0.3
0.6
1
1
Calmar Ratio
0
0
0
0.3
0.6
1
1
Beta
2.98
2.98
0
0.8
1.2
0
3
Sharpe Ratio
0.23
0.23
0
0.5
1
1.5
1.5
Sortino Ratio
0.34
0.34
0
1
2
3
3
Jensen's Alpha
-17.98
-17.98
-18
0
2
4.5
4.5
Omega Ratio
1.04
1.04
0
1
1.5
2.5
2.5
Treynor Ratio
0.36
0.36
0
0.75
1.25
2
2
Information Ratio
0.04
0.04
0
0.3
0.6
1
1
Calmar Ratio
0
0
0
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
57.88
High:
DBRG
216.2DBRGLow:
VST
56.02VSTDetails
PEG Ratio
N/A
Details
Price/Book
14.55
High:VST
19.43VSTLow:DBRG
2.23DBRGDetails
Price/Sales
2.54
High:DBRG
7.88DBRGLow:VST
2.46VSTDetails
Price/CF
16.42
High:VST
16.94VSTLow:DBRG
9.83DBRGDetails
Price/FCF
60.63
High:VST
71.01VSTLow:DBRG
14.38DBRGDetails
P/E Ratio
57.88
High:DBRG
216.2DBRGLow:VST
56.02VSTDetails
PEG Ratio
N/A
Details
Price/Book
14.55
High:VST
19.43VSTLow:DBRG
2.23DBRGDetails
Price/Sales
2.54
High:DBRG
7.88DBRGLow:VST
2.46VSTDetails
Price/CF
16.42
High:VST
16.94VSTLow:DBRG
9.83DBRGDetails
Price/FCF
60.63
High:VST
71.01VSTLow:DBRG
14.38DBRGDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-85.74% | Dec 2021 | - | 50 |
-12.29% | May 2021 | Jun 2021 | 1 |
-2.73% | Jul 2021 | Aug 2021 | 1 |
-2.65% | Mar 2021 | Apr 2021 | 1 |