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-3.42%
This Month
-10.91%
Year To Date
+14.81%
2 Years
+2.68%
5 Years
-23.65%
10 Years
-3.12%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 📊 ETFs88.62%
- 🪙 Cryptocurrencies9.18%
- 🌾 Commodities2.21%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE49.62%
- 🇺🇸 Chicago Board Options Exchange39%
- 🌍 Digital Currency9.18%
- 🌍 Commodity2.21%
Countries Breakdown
- Country
- Total
Dividends
Dividend Yield
0%
0 out of 5 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 5.7/10
Beta
1.47
1.47
0
0.8
1.2
0
2
Sharpe Ratio
0.36
0.36
0
0.5
1
1.5
1.5
Sortino Ratio
0.86
0.86
0
1
2
3
3
Jensen's Alpha
32.07
32.07
-2
0
2
33
33
Omega Ratio
1.29
1.29
0
1
1.5
2.5
2.5
Treynor Ratio
2.5
2.5
0
0.75
1.25
3
3
Information Ratio
0.28
0.28
0
0.3
0.6
1
1
Calmar Ratio
-0.05
-0.05
-1
0.3
0.6
1
1
Beta
1.47
1.47
0
0.8
1.2
0
2
Sharpe Ratio
0.36
0.36
0
0.5
1
1.5
1.5
Sortino Ratio
0.86
0.86
0
1
2
3
3
Jensen's Alpha
32.07
32.07
-2
0
2
33
33
Omega Ratio
1.29
1.29
0
1
1.5
2.5
2.5
Treynor Ratio
2.5
2.5
0
0.75
1.25
3
3
Information Ratio
0.28
0.28
0
0.3
0.6
1
1
Calmar Ratio
-0.05
-0.05
-1
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 |
|---|---|---|---|
-95.62% | Jan 2018 | - | 100 |