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-9.86%
This Month
-5.22%
Year To Date
+53.42%
2 Years
-46.16%
5 Years
+19.49%
10 Years
+2.14%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 🛍️ Retail Trade74.48%
- 💼 Commercial Services6.69%
- 🪙 Cryptocurrencies5.36%
- 🚗 Consumer Durables5.21%
- 🛠️ Producer Manufacturing4.57%
- 🖥️ Technology Services3.02%
- 💻 Electronic Technology0.39%
- 🧬 Health Technology0.16%
- 💵 Cash0.04%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE81.91%
- 🇺🇸 Nasdaq11.42%
- 🌍 Digital Currency5.36%
- 🇬🇧 LSE1.2%
Countries Breakdown
- Country
- Total
- 🇨🇳 China82.96%
- 🇺🇸 United States5.8%
- 🇨🇦 Canada4.57%
- 🇬🇧 United Kingdom1.2%
Dividends
Performance Metrics
Score 6.4/10
Beta
0.83
0.83
0
0.8
1.2
0
2
Sharpe Ratio
0.32
0.32
0
0.5
1
1.5
1.5
Sortino Ratio
1.37
1.37
0
1
2
3
3
Jensen's Alpha
53.23
53.23
-2
0
2
54
54
Omega Ratio
1.57
1.57
0
1
1.5
2.5
2.5
Treynor Ratio
5.31
5.31
0
0.75
1.25
6
6
Information Ratio
0.25
0.25
0
0.3
0.6
1
1
Calmar Ratio
0.04
0.04
0
0.3
0.6
1
1
Beta
0.83
0.83
0
0.8
1.2
0
2
Sharpe Ratio
0.32
0.32
0
0.5
1
1.5
1.5
Sortino Ratio
1.37
1.37
0
1
2
3
3
Jensen's Alpha
53.23
53.23
-2
0
2
54
54
Omega Ratio
1.57
1.57
0
1
1.5
2.5
2.5
Treynor Ratio
5.31
5.31
0
0.75
1.25
6
6
Information Ratio
0.25
0.25
0
0.3
0.6
1
1
Calmar Ratio
0.04
0.04
0
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
21.03
High:
BABA
20.77BABALow:
U
-19.4UDetails
PEG Ratio
24.01
High:BABA
40.92BABALow:
NIO
-134.07NIODetails
Price/Book
2.41
High:NIO
21.38NIOLow:
BNGO
0.22BNGODetails
Price/Sales
2.64
High:
SPCE
89.18SPCELow:
ASC.L
0.14ASC.LDetails
Price/CF
23.74
High:U
44.89ULow:ASC.L
2.64ASC.LDetails
Price/FCF
842.39
High:BABA
1,196.17BABALow:ASC.L
2.81ASC.LDetails
P/E Ratio
21.03
High:BABA
20.77BABALow:U
-19.4UDetails
PEG Ratio
24.01
High:BABA
40.92BABALow:NIO
-134.07NIODetails
Price/Book
2.41
High:NIO
21.38NIOLow:BNGO
0.22BNGODetails
Price/Sales
2.64
High:SPCE
89.18SPCELow:ASC.L
0.14ASC.LDetails
Price/CF
23.74
High:U
44.89ULow:ASC.L
2.64ASC.LDetails
Price/FCF
842.39
High:BABA
1,196.17BABALow:ASC.L
2.81ASC.LDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-94.33% | Jan 2018 | - | 98 |