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+0.85%
This Month
+9.22%
Year To Date
+11.14%
2 Years
+30.2%
5 Years
+30.2%
10 Years
+6.41%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💻 Electronic Technology79.1%
- 🪙 Cryptocurrencies20.35%
- 💵 Cash0.67%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE79.1%
- 🌍 Digital Currency20.35%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States79.1%
Dividends
Performance Metrics
Score 4.3/10
Beta
0.55
0.55
0
0.8
1.2
0
2
Sharpe Ratio
0.21
0.21
0
0.5
1
1.5
1.5
Sortino Ratio
0.32
0.32
0
1
2
3
3
Jensen's Alpha
0.73
0.73
-2
0
2
4.5
4.5
Omega Ratio
0.92
0.92
0
1
1.5
2.5
2.5
Treynor Ratio
0.66
0.66
0
0.75
1.25
2
2
Information Ratio
-0.11
-0.11
-1
0.3
0.6
1
1
Calmar Ratio
0.18
0.18
0
0.3
0.6
1
1
Beta
0.55
0.55
0
0.8
1.2
0
2
Sharpe Ratio
0.21
0.21
0
0.5
1
1.5
1.5
Sortino Ratio
0.32
0.32
0
1
2
3
3
Jensen's Alpha
0.73
0.73
-2
0
2
4.5
4.5
Omega Ratio
0.92
0.92
0
1
1.5
2.5
2.5
Treynor Ratio
0.66
0.66
0
0.75
1.25
2
2
Information Ratio
-0.11
-0.11
-1
0.3
0.6
1
1
Calmar Ratio
0.18
0.18
0
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
35.76
High:
LHX
43.23LHXLow:
LMT
30.93LMTDetails
PEG Ratio
524.67
High:LHX
524.67LHXLow:LHX
524.67LHXDetails
Price/Book
6.31
High:LMT
22.64LMTLow:LHX
3.51LHXDetails
Price/Sales
2.47
High:LHX
3.17LHXLow:LMT
2.05LMTDetails
Price/CF
15.2
High:LHX
18.45LHXLow:LMT
13.11LMTDetails
Price/FCF
30.84
High:LHX
32.21LHXLow:LMT
29.7LMTDetails
P/E Ratio
35.76
High:LHX
43.23LHXLow:LMT
30.93LMTDetails
PEG Ratio
524.67
High:LHX
524.67LHXLow:LHX
524.67LHXDetails
Price/Book
6.31
High:LMT
22.64LMTLow:LHX
3.51LHXDetails
Price/Sales
2.47
High:LHX
3.17LHXLow:LMT
2.05LMTDetails
Price/CF
15.2
High:LHX
18.45LHXLow:LMT
13.11LMTDetails
Price/FCF
30.84
High:LHX
32.21LHXLow:LMT
29.7LMTDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-34.64% | Aug 2024 | - | 20 |
-8.6% | Aug 2023 | Dec 2023 | 4 |
-7.64% | Mar 2024 | May 2024 | 2 |
-7.37% | Feb 2022 | May 2023 | 15 |