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-9.36%
This Month
-9.36%
Year To Date
-19.19%
2 Years
-43.99%
5 Years
+510.72%
10 Years
-84.34%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💵 Cash26.67%
- 💹 Forex19.94%
- 🛍️ Retail Trade7.28%
- 🚚 Transportation3.98%
- 🧬 Health Technology2.3%
- 💰 Finance1.19%
- 🧪 Process Industries1.03%
- 🚗 Consumer Durables0.65%
- 🪙 Cryptocurrencies0.6%
- 💻 Electronic Technology0.04%
Exchanges Breakdown
- Exchange
- Total
- 🌍 FX19.94%
- 🇺🇸 NYSE9.16%
- 🇬🇧 LSE3.98%
- 🇺🇸 Nasdaq3.33%
- 🌍 Digital Currency0.6%
Countries Breakdown
- Country
- Total
- 🇨🇳 China7.93%
- 🇬🇧 United Kingdom3.98%
- 🇺🇸 United States3.53%
- 🇨🇦 Canada1.03%
Dividends
Performance Metrics
Score 7.1/10
Beta
0.36
0.36
0
0.8
1.2
0
2
Sharpe Ratio
0.42
0.42
0
0.5
1
1.5
1.5
Sortino Ratio
1.68
1.68
0
1
2
3
3
Jensen's Alpha
42.64
42.64
-2
0
2
43
43
Omega Ratio
1.62
1.62
0
1
1.5
2.5
2.5
Treynor Ratio
9.45
9.45
0
0.75
1.25
10
10
Information Ratio
0.3
0.3
0
0.3
0.6
1
1
Calmar Ratio
0.4
0.4
0
0.3
0.6
1
1
Beta
0.36
0.36
0
0.8
1.2
0
2
Sharpe Ratio
0.42
0.42
0
0.5
1
1.5
1.5
Sortino Ratio
1.68
1.68
0
1
2
3
3
Jensen's Alpha
42.64
42.64
-2
0
2
43
43
Omega Ratio
1.62
1.62
0
1
1.5
2.5
2.5
Treynor Ratio
9.45
9.45
0
0.75
1.25
10
10
Information Ratio
0.3
0.3
0
0.3
0.6
1
1
Calmar Ratio
0.4
0.4
0
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
22.06
High:
ILMN
32.97ILMNLow:
TXG
-35.29TXGDetails
PEG Ratio
30.91
High:
EZJ.L
68.57EZJ.LLow:
NIO
-124.22NIODetails
Price/Book
2.5
High:NIO
19.85NIOLow:
SFTGQ
-SFTGQDetails
Price/Sales
2.65
High:
SPCE
107.02SPCELow:SFTGQ
-SFTGQDetails
Price/CF
22
High:
EDIT
432.15EDITLow:EZJ.L
2.05EZJ.LDetails
Price/FCF
28.19
High:
MPW
164.6MPWLow:EZJ.L
4.94EZJ.LDetails
P/E Ratio
22.06
High:ILMN
32.97ILMNLow:TXG
-35.29TXGDetails
PEG Ratio
30.91
High:EZJ.L
68.57EZJ.LLow:NIO
-124.22NIODetails
Price/Book
2.5
High:NIO
19.85NIOLow:SFTGQ
-SFTGQDetails
Price/Sales
2.65
High:SPCE
107.02SPCELow:SFTGQ
-SFTGQDetails
Price/CF
22
High:EDIT
432.15EDITLow:EZJ.L
2.05EZJ.LDetails
Price/FCF
28.19
High:MPW
164.6MPWLow:EZJ.L
4.94EZJ.LDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-100% | Oct 2014 | - | 136 |