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-1%
This Month
-6.41%
Year To Date
+2.69%
2 Years
+4.13%
5 Years
-6.35%
10 Years
-0.78%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💵 Cash60.01%
- 🪙 Cryptocurrencies20.65%
- ⚡ Utilities5.19%
- 🚗 Consumer Durables4.64%
- 💇♀️ Consumer Services4.17%
Exchanges Breakdown
- Exchange
- Total
- 🌍 Digital Currency20.65%
- 🇺🇸 Nasdaq8.82%
- 🇺🇸 NYSE5.19%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States14%
Dividends
Performance Metrics
Score 3/10
Beta
0.69
0.69
0
0.8
1.2
0
2
Sharpe Ratio
0.09
0.09
0
0.5
1
1.5
1.5
Sortino Ratio
0.14
0.14
0
1
2
3
3
Jensen's Alpha
-4.03
-4.03
-5
0
2
4.5
4.5
Omega Ratio
0.82
0.82
0
1
1.5
2.5
2.5
Treynor Ratio
0.39
0.39
0
0.75
1.25
2
2
Information Ratio
-0.22
-0.22
-1
0.3
0.6
1
1
Calmar Ratio
-0.01
-0.01
-1
0.3
0.6
1
1
Beta
0.69
0.69
0
0.8
1.2
0
2
Sharpe Ratio
0.09
0.09
0
0.5
1
1.5
1.5
Sortino Ratio
0.14
0.14
0
1
2
3
3
Jensen's Alpha
-4.03
-4.03
-5
0
2
4.5
4.5
Omega Ratio
0.82
0.82
0
1
1.5
2.5
2.5
Treynor Ratio
0.39
0.39
0
0.75
1.25
2
2
Information Ratio
-0.22
-0.22
-1
0.3
0.6
1
1
Calmar Ratio
-0.01
-0.01
-1
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
-11.92
High:
AES
10.86AESLow:
RIVN
-4.87RIVNDetails
PEG Ratio
-13.88
High:RIVN
-13.88RIVNLow:RIVN
-13.88RIVNDetails
Price/Book
3.38
High:
WEN
11.59WENLow:AES
2.5AESDetails
Price/Sales
1.48
High:RIVN
3.42RIVNLow:WEN
0.63WENDetails
Price/CF
5.1
High:RIVN
16.51RIVNLow:AES
2.41AESDetails
Price/FCF
56.17
High:AES
82.78AESLow:WEN
14.08WENDetails
P/E Ratio
-11.92
High:AES
10.86AESLow:RIVN
-4.87RIVNDetails
PEG Ratio
-13.88
High:RIVN
-13.88RIVNLow:RIVN
-13.88RIVNDetails
Price/Book
3.38
High:WEN
11.59WENLow:AES
2.5AESDetails
Price/Sales
1.48
High:RIVN
3.42RIVNLow:WEN
0.63WENDetails
Price/CF
5.1
High:RIVN
16.51RIVNLow:AES
2.41AESDetails
Price/FCF
56.17
High:AES
82.78AESLow:WEN
14.08WENDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-71.23% | Feb 2018 | - | 98 |