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+2.79%
This Month
-5.98%
Year To Date
+12.85%
2 Years
+32.05%
5 Years
+586.2%
10 Years
+15.25%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💵 Cash83.11%
- 🌾 Commodities15.51%
- 🖥️ Technology Services0.6%
- 💻 Electronic Technology0.55%
- ⚡ Utilities0.13%
- 🛍️ Retail Trade0.12%
- 🚗 Consumer Durables0.05%
Exchanges Breakdown
- Exchange
- Total
- 🌍 Commodity15.51%
- 🇺🇸 Nasdaq1.19%
- 🇺🇸 NYSE0.26%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States1.45%
Dividends
Dividend Yield
0%
6 out of 12 instruments pay dividend.
3 dividend payments in the next 30 days.
Highest Dividend: $AVGO (0.66%)
Performance Metrics
Score 7.3/10
Beta
0.7
0.7
0
0.8
1.2
0
2
Sharpe Ratio
0.71
0.71
0
0.5
1
1.5
1.5
Sortino Ratio
1.69
1.69
0
1
2
3
3
Jensen's Alpha
13.8
13.8
-2
0
2
14
14
Omega Ratio
1.45
1.45
0
1
1.5
2.5
2.5
Treynor Ratio
2.52
2.52
0
0.75
1.25
3
3
Information Ratio
0.34
0.34
0
0.3
0.6
1
1
Calmar Ratio
0.74
0.74
0
0.3
0.6
1
1
Beta
0.7
0.7
0
0.8
1.2
0
2
Sharpe Ratio
0.71
0.71
0
0.5
1
1.5
1.5
Sortino Ratio
1.69
1.69
0
1
2
3
3
Jensen's Alpha
13.8
13.8
-2
0
2
14
14
Omega Ratio
1.45
1.45
0
1
1.5
2.5
2.5
Treynor Ratio
2.52
2.52
0
0.75
1.25
3
3
Information Ratio
0.34
0.34
0
0.3
0.6
1
1
Calmar Ratio
0.74
0.74
0
0.3
0.6
1
1
Portfolio Valuation
Based on weighted open stock positions
P/E Ratio
42.29
High:
TSLA
244.16TSLALow:
CRWD
-371.87CRWDDetails
PEG Ratio
1,189.92
High:
AAPL
24,609.11AAPLLow:
TEM.US
-96.12TEM.USDetails
Price/Book
16.05
High:AAPL
53.75AAPLLow:
AMZN
7.48AMZNDetails
Price/Sales
11.56
High:
AVGO
29.2AVGOLow:
VST
3.21VSTDetails
Price/CF
30.37
High:CRWD
81.8CRWDLow:VST
15.57VSTDetails
Price/FCF
59.64
High:TSLA
200.12TSLALow:
PANW
35.47PANWDetails
P/E Ratio
42.29
High:TSLA
244.16TSLALow:CRWD
-371.87CRWDDetails
PEG Ratio
1,189.92
High:AAPL
24,609.11AAPLLow:TEM.US
-96.12TEM.USDetails
Price/Book
16.05
High:AAPL
53.75AAPLLow:AMZN
7.48AMZNDetails
Price/Sales
11.56
High:AVGO
29.2AVGOLow:VST
3.21VSTDetails
Price/CF
30.37
High:CRWD
81.8CRWDLow:VST
15.57VSTDetails
Price/FCF
59.64
High:TSLA
200.12TSLALow:PANW
35.47PANWDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-67.25% | Mar 2014 | May 2017 | 38 |
-28.41% | Nov 2021 | - | 47 |
-16.18% | Aug 2018 | Jul 2019 | 11 |
-13.54% | Feb 2020 | Apr 2020 | 2 |
-5.95% | Feb 2018 | May 2018 | 3 |
-5.52% | Sep 2020 | Nov 2020 | 2 |
-4.59% | Sep 2017 | Nov 2017 | 2 |
-3.24% | Jul 2017 | Aug 2017 | 1 |
-1.8% | Aug 2019 | Jan 2020 | 5 |
-1.48% | Dec 2017 | Jan 2018 | 1 |