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+0.35%
This Month
+0.35%
Year To Date
+16.2%
2 Years
+73.14%
5 Years
+73.14%
10 Years
+13.23%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 📊 ETFs49.95%
- 💵 Cash49.01%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE26.29%
- 🇺🇸 Nasdaq23.66%
Countries Breakdown
- Country
- Total
Dividends
Dividend Yield
0%
0 out of 11 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 5.9/10
Beta
-0.24
-0.24
-1
0.8
1.2
-1
2
Sharpe Ratio
0.7
0.7
0
0.5
1
1.5
1.5
Sortino Ratio
1.26
1.26
0
1
2
3
3
Jensen's Alpha
11.71
11.71
-2
0
2
12
12
Omega Ratio
0.96
0.96
0
1
1.5
2.5
2.5
Treynor Ratio
-2.99
-2.99
-3
0.75
1.25
2
2
Information Ratio
-0.05
-0.05
-1
0.3
0.6
1
1
Calmar Ratio
0.69
0.69
0
0.3
0.6
1
1
Beta
-0.24
-0.24
-1
0.8
1.2
-1
2
Sharpe Ratio
0.7
0.7
0
0.5
1
1.5
1.5
Sortino Ratio
1.26
1.26
0
1
2
3
3
Jensen's Alpha
11.71
11.71
-2
0
2
12
12
Omega Ratio
0.96
0.96
0
1
1.5
2.5
2.5
Treynor Ratio
-2.99
-2.99
-3
0.75
1.25
2
2
Information Ratio
-0.05
-0.05
-1
0.3
0.6
1
1
Calmar Ratio
0.69
0.69
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 |
|---|---|---|---|
-17.39% | Nov 2022 | - | 40 |