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0%
This Month
+6.82%
Year To Date
+17.82%
2 Years
-85.51%
5 Years
-86.41%
10 Years
-30.43%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 📊 ETFs64.31%
- 🍞 Consumer Non Durables20.79%
- 💰 Finance13.84%
- 💵 Cash0.94%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE68.63%
- 🇺🇸 Nasdaq30.31%
- 🌍 Digital Currency0%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States34.63%
Dividends
Performance Metrics
Score 2.6/10
Beta
0.32
0.32
0
0.8
1.2
0
2
Sharpe Ratio
-0.58
-0.58
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.65
-0.65
-1
1
2
3
3
Jensen's Alpha
-26.41
-26.41
-27
0
2
4.5
4.5
Omega Ratio
0.37
0.37
0
1
1.5
2.5
2.5
Treynor Ratio
-6.81
-6.81
-7
0.75
1.25
2
2
Information Ratio
-0.83
-0.83
-1
0.3
0.6
1
1
Calmar Ratio
-0.35
-0.35
-1
0.3
0.6
1
1
Beta
0.32
0.32
0
0.8
1.2
0
2
Sharpe Ratio
-0.58
-0.58
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.65
-0.65
-1
1
2
3
3
Jensen's Alpha
-26.41
-26.41
-27
0
2
4.5
4.5
Omega Ratio
0.37
0.37
0
1
1.5
2.5
2.5
Treynor Ratio
-6.81
-6.81
-7
0.75
1.25
2
2
Information Ratio
-0.83
-0.83
-1
0.3
0.6
1
1
Calmar Ratio
-0.35
-0.35
-1
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
25.09
High:
MA
30.83MALow:
FSRNQ
-FSRNQDetails
PEG Ratio
162.88
High:MA
162.88MALow:MA
162.88MADetails
Price/Book
257.47
High:MA
58.86MALow:
MO
-33.32MODetails
Price/Sales
10.02
High:MA
13.93MALow:FSRNQ
0FSRNQDetails
Price/CF
19.51
High:MA
29.46MALow:MO
10.41MODetails
Price/FCF
38.45
High:MO
45.74MOLow:MA
36.21MADetails
P/E Ratio
25.09
High:MA
30.83MALow:FSRNQ
-FSRNQDetails
PEG Ratio
162.88
High:MA
162.88MALow:MA
162.88MADetails
Price/Book
257.47
High:MA
58.86MALow:MO
-33.32MODetails
Price/Sales
10.02
High:MA
13.93MALow:FSRNQ
0FSRNQDetails
Price/CF
19.51
High:MA
29.46MALow:MO
10.41MODetails
Price/FCF
38.45
High:MO
45.74MOLow:MA
36.21MADetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-91.12% | Mar 2021 | - | 61 |
-5.6% | Dec 2020 | Jan 2021 | 1 |