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-12.25%
This Month
-11.65%
Year To Date
-4.68%
2 Years
-39.6%
5 Years
-97.78%
10 Years
-36.98%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 🍞 Consumer Non Durables95.39%
- 💻 Electronic Technology3.5%
- 🖥️ Technology Services1.11%
- 💵 Cash0%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE89.42%
- 🇺🇸 Nasdaq10.58%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States100%
Dividends
Performance Metrics
Score 2.4/10
Beta
1.11
1.11
0
0.8
1.2
0
2
Sharpe Ratio
-0.21
-0.21
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.26
-0.26
-1
1
2
3
3
Jensen's Alpha
-20.88
-20.88
-21
0
2
4.5
4.5
Omega Ratio
0.62
0.62
0
1
1.5
2.5
2.5
Treynor Ratio
-0.85
-0.85
-1
0.75
1.25
2
2
Information Ratio
-0.44
-0.44
-1
0.3
0.6
1
1
Calmar Ratio
-0.37
-0.37
-1
0.3
0.6
1
1
Beta
1.11
1.11
0
0.8
1.2
0
2
Sharpe Ratio
-0.21
-0.21
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.26
-0.26
-1
1
2
3
3
Jensen's Alpha
-20.88
-20.88
-21
0
2
4.5
4.5
Omega Ratio
0.62
0.62
0
1
1.5
2.5
2.5
Treynor Ratio
-0.85
-0.85
-1
0.75
1.25
2
2
Information Ratio
-0.44
-0.44
-1
0.3
0.6
1
1
Calmar Ratio
-0.37
-0.37
-1
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
52.91
High:
CELH
192.93CELHLow:
EL
-198.3ELDetails
PEG Ratio
-239.13
High:
FUBO
2.25FUBOLow:EL
-266.02ELDetails
Price/Book
6.78
High:CELH
9.91CELHLow:
SPCE
0.73SPCEDetails
Price/Sales
2.03
High:SPCE
93.11SPCELow:FUBO
0.26FUBODetails
Price/CF
28.48
High:CELH
32.69CELHLow:FUBO
10.15FUBODetails
Price/FCF
172.2
High:
NKE
947.69NKELow:FUBO
10.26FUBODetails
P/E Ratio
52.91
High:CELH
192.93CELHLow:EL
-198.3ELDetails
PEG Ratio
-239.13
High:FUBO
2.25FUBOLow:EL
-266.02ELDetails
Price/Book
6.78
High:CELH
9.91CELHLow:SPCE
0.73SPCEDetails
Price/Sales
2.03
High:SPCE
93.11SPCELow:FUBO
0.26FUBODetails
Price/CF
28.48
High:CELH
32.69CELHLow:FUBO
10.15FUBODetails
Price/FCF
172.2
High:NKE
947.69NKELow:FUBO
10.26FUBODetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-99.21% | Feb 2018 | - | 98 |