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-0.68%
This Month
+6.71%
Year To Date
+62.86%
2 Years
-2.07%
5 Years
-96.9%
10 Years
-33.54%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💵 Cash45.83%
- 🖥️ Technology Services11.37%
- 💻 Electronic Technology10.02%
- 📊 ETFs8.73%
- 🍞 Consumer Non Durables6.55%
- 🧩 Miscellaneous4.21%
- 🧪 Process Industries3.96%
- 🛠️ Producer Manufacturing3.47%
- 🪨 Non Energy Minerals2.99%
- 🪙 Cryptocurrencies2.88%
- 🏥 Health Services2.64%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE34.31%
- 🇺🇸 Nasdaq19.62%
- 🌍 Digital Currency2.88%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States36.23%
- 🇨🇦 Canada2.99%
- 🇩🇪 Germany1.77%
Dividends
Dividend Yield
0.32%
8 out of 17 instruments pay dividend.
2 dividend payments in the next 30 days.
Highest Dividend: $KO (2.59%)
Performance Metrics
Score 2/10
Beta
1.97
1.97
0
0.8
1.2
0
2
Sharpe Ratio
-0.33
-0.33
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.48
-0.48
-1
1
2
3
3
Jensen's Alpha
-33.55
-33.55
-34
0
2
4.5
4.5
Omega Ratio
0.65
0.65
0
1
1.5
2.5
2.5
Treynor Ratio
-0.92
-0.92
-1
0.75
1.25
2
2
Information Ratio
-0.52
-0.52
-1
0.3
0.6
1
1
Calmar Ratio
-0.34
-0.34
-1
0.3
0.6
1
1
Beta
1.97
1.97
0
0.8
1.2
0
2
Sharpe Ratio
-0.33
-0.33
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.48
-0.48
-1
1
2
3
3
Jensen's Alpha
-33.55
-33.55
-34
0
2
4.5
4.5
Omega Ratio
0.65
0.65
0
1
1.5
2.5
2.5
Treynor Ratio
-0.92
-0.92
-1
0.75
1.25
2
2
Information Ratio
-0.52
-0.52
-1
0.3
0.6
1
1
Calmar Ratio
-0.34
-0.34
-1
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
32.68
High:
AVGO
82.32AVGOLow:
RKLB
-433.55RKLBDetails
PEG Ratio
-242.21
High:
KO
93.25KOLow:RKLB
-2,169.32RKLBDetails
Price/Book
10.06
High:RKLB
36.41RKLBLow:
LAC
1.29LACDetails
Price/Sales
9.68
High:
SMR
209.27SMRLow:LAC
-LACDetails
Price/CF
21.78
High:AVGO
54.55AVGOLow:
UNH
10.64UNHDetails
Price/FCF
66.79
High:KO
208.03KOLow:UNH
21.12UNHDetails
P/E Ratio
32.68
High:AVGO
82.32AVGOLow:RKLB
-433.55RKLBDetails
PEG Ratio
-242.21
High:KO
93.25KOLow:RKLB
-2,169.32RKLBDetails
Price/Book
10.06
High:RKLB
36.41RKLBLow:LAC
1.29LACDetails
Price/Sales
9.68
High:SMR
209.27SMRLow:LAC
-LACDetails
Price/CF
21.78
High:AVGO
54.55AVGOLow:UNH
10.64UNHDetails
Price/FCF
66.79
High:KO
208.03KOLow:UNH
21.12UNHDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-99.03% | Jan 2018 | - | 101 |