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+13.1%
This Month
+15.9%
Year To Date
+65.38%
2 Years
-22.8%
5 Years
+40.57%
10 Years
+5.6%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💰 Finance84.89%
- 🍞 Consumer Non Durables6.99%
- 📊 ETFs6.86%
- 💵 Cash1%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE98.74%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States91.88%
Dividends
Performance Metrics
Score 3.8/10
Beta
1.2
1.2
0
0.8
1.2
0
2
Sharpe Ratio
0.24
0.24
0
0.5
1
1.5
1.5
Sortino Ratio
0.49
0.49
0
1
2
3
3
Jensen's Alpha
-0.87
-0.87
-2
0
2
4.5
4.5
Omega Ratio
1.03
1.03
0
1
1.5
2.5
2.5
Treynor Ratio
0.94
0.94
0
0.75
1.25
2
2
Information Ratio
0.03
0.03
0
0.3
0.6
1
1
Calmar Ratio
0.05
0.05
0
0.3
0.6
1
1
Beta
1.2
1.2
0
0.8
1.2
0
2
Sharpe Ratio
0.24
0.24
0
0.5
1
1.5
1.5
Sortino Ratio
0.49
0.49
0
1
2
3
3
Jensen's Alpha
-0.87
-0.87
-2
0
2
4.5
4.5
Omega Ratio
1.03
1.03
0
1
1.5
2.5
2.5
Treynor Ratio
0.94
0.94
0
0.75
1.25
2
2
Information Ratio
0.03
0.03
0
0.3
0.6
1
1
Calmar Ratio
0.05
0.05
0
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
43.77
High:
MO
16.41MOLow:
MPT
-12.24MPTDetails
PEG Ratio
-13.83
High:MPT
-13.83MPTLow:MPT
-13.83MPTDetails
Price/Book
2.93
High:MPT
0.73MPTLow:MO
-32.31MODetails
Price/Sales
4.84
High:MO
5.63MOLow:MPT
3.5MPTDetails
Price/CF
12
High:MPT
20.68MPTLow:MO
10.41MODetails
Price/FCF
56.67
High:MPT
164.6MPTLow:MO
45.74MODetails
P/E Ratio
43.77
High:MO
16.41MOLow:MPT
-12.24MPTDetails
PEG Ratio
-13.83
High:MPT
-13.83MPTLow:MPT
-13.83MPTDetails
Price/Book
2.93
High:MPT
0.73MPTLow:MO
-32.31MODetails
Price/Sales
4.84
High:MO
5.63MOLow:MPT
3.5MPTDetails
Price/CF
12
High:MPT
20.68MPTLow:MO
10.41MODetails
Price/FCF
56.67
High:MPT
164.6MPTLow:MO
45.74MODetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-73.04% | Apr 2021 | - | 59 |
-37.51% | Jan 2021 | Feb 2021 | 1 |
-19.27% | Feb 2020 | Jun 2020 | 4 |
-5.69% | Sep 2020 | Nov 2020 | 2 |