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-2.59%
This Month
-3.08%
Year To Date
+33.81%
2 Years
+71.63%
5 Years
+75.12%
10 Years
+13.26%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💰 Finance59.95%
- 📊 ETFs32.19%
- 🌾 Commodities7.18%
- 🚗 Consumer Durables0.54%
- 🍞 Consumer Non Durables0.13%
- 💵 Cash0.02%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE76.09%
- 🇺🇸 Nasdaq15.18%
- 🌍 Commodity7.18%
- 🇭🇰 Hong Kong Exchanges1.4%
- 🇫🇷 Euronext Paris0.13%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States59.03%
- 🇨🇳 China1.4%
- 🇫🇷 France0.13%
- 🇮🇹 Italy0.05%
Dividends
Dividend Yield
0.08%
5 out of 10 instruments pay dividend.
0 dividend payments in the next 30 days.
Highest Dividend: $2318.HK (4.38%)
Next Dividends
Stock | Type | Date | Pay Per Share |
|---|
Performance Metrics
Score 3.5/10
Beta
1.83
1.83
0
0.8
1.2
0
2
Sharpe Ratio
0.44
0.44
0
0.5
1
1.5
1.5
Sortino Ratio
0.66
0.66
0
1
2
3
3
Jensen's Alpha
-5.81
-5.81
-6
0
2
4.5
4.5
Omega Ratio
1.12
1.12
0
1
1.5
2.5
2.5
Treynor Ratio
0.57
0.57
0
0.75
1.25
2
2
Information Ratio
0.17
0.17
0
0.3
0.6
1
1
Calmar Ratio
0.27
0.27
0
0.3
0.6
1
1
Beta
1.83
1.83
0
0.8
1.2
0
2
Sharpe Ratio
0.44
0.44
0
0.5
1
1.5
1.5
Sortino Ratio
0.66
0.66
0
1
2
3
3
Jensen's Alpha
-5.81
-5.81
-6
0
2
4.5
4.5
Omega Ratio
1.12
1.12
0
1
1.5
2.5
2.5
Treynor Ratio
0.57
0.57
0
0.75
1.25
2
2
Information Ratio
0.17
0.17
0
0.3
0.6
1
1
Calmar Ratio
0.27
0.27
0
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
15.65
High:
RACE
36.09RACELow:
JOUT
-22.03JOUTDetails
PEG Ratio
26.8
High:RACE
345.19RACELow:JOUT
-43.19JOUTDetails
Price/Book
1.46
High:RACE
14.11RACELow:
2318.HK
1.082318.HKDetails
Price/Sales
2.81
High:RACE
8.04RACELow:JOUT
0.71JOUTDetails
Price/CF
22.23
High:RACE
24.32RACELow:2318.HK
1.242318.HKDetails
Price/FCF
39.24
High:
BRK.B
43.3BRK.BLow:2318.HK
1.382318.HKDetails
P/E Ratio
15.65
High:RACE
36.09RACELow:JOUT
-22.03JOUTDetails
PEG Ratio
26.8
High:RACE
345.19RACELow:JOUT
-43.19JOUTDetails
Price/Book
1.46
High:RACE
14.11RACELow:2318.HK
1.082318.HKDetails
Price/Sales
2.81
High:RACE
8.04RACELow:JOUT
0.71JOUTDetails
Price/CF
22.23
High:RACE
24.32RACELow:2318.HK
1.242318.HKDetails
Price/FCF
39.24
High:BRK.B
43.3BRK.BLow:2318.HK
1.382318.HKDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-46.64% | Jan 2022 | Feb 2024 | 25 |
-14.37% | Dec 2024 | Aug 2025 | 8 |
-10.36% | Apr 2024 | Jun 2024 | 2 |
-9.53% | Sep 2021 | Oct 2021 | 1 |
-4.6% | Dec 2025 | - | 4 |
-2.87% | Oct 2024 | Nov 2024 | 1 |
-2.79% | Nov 2021 | Dec 2021 | 1 |