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-32.09%
This Month
-85.73%
Year To Date
-80.06%
2 Years
-55.14%
5 Years
-99.94%
10 Years
-67.81%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💻 Electronic Technology92.54%
- 💵 Cash5.65%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 Nasdaq92.54%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States92.54%
Dividends
Performance Metrics
Score 2.8/10
Beta
0.38
0.38
0
0.8
1.2
0
2
Sharpe Ratio
-0.15
-0.15
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.19
-0.19
-1
1
2
3
3
Jensen's Alpha
-16.26
-16.26
-17
0
2
4.5
4.5
Omega Ratio
0.76
0.76
0
1
1.5
2.5
2.5
Treynor Ratio
-2.85
-2.85
-3
0.75
1.25
2
2
Information Ratio
-0.28
-0.28
-1
0.3
0.6
1
1
Calmar Ratio
-0.63
-0.63
-1
0.3
0.6
1
1
Beta
0.38
0.38
0
0.8
1.2
0
2
Sharpe Ratio
-0.15
-0.15
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.19
-0.19
-1
1
2
3
3
Jensen's Alpha
-16.26
-16.26
-17
0
2
4.5
4.5
Omega Ratio
0.76
0.76
0
1
1.5
2.5
2.5
Treynor Ratio
-2.85
-2.85
-3
0.75
1.25
2
2
Information Ratio
-0.28
-0.28
-1
0.3
0.6
1
1
Calmar Ratio
-0.63
-0.63
-1
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
16.86
High:
MU
16.86MULow:MU
16.86MUDetails
PEG Ratio
4.11
High:MU
4.11MULow:MU
4.11MUDetails
Price/Book
5.56
High:MU
5.56MULow:MU
5.56MUDetails
Price/Sales
7.02
High:MU
7.02MULow:MU
7.02MUDetails
Price/CF
15.48
High:MU
15.48MULow:MU
15.48MUDetails
Price/FCF
48.65
High:MU
48.65MULow:MU
48.65MUDetails
P/E Ratio
16.86
High:MU
16.86MULow:MU
16.86MUDetails
PEG Ratio
4.11
High:MU
4.11MULow:MU
4.11MUDetails
Price/Book
5.56
High:MU
5.56MULow:MU
5.56MUDetails
Price/Sales
7.02
High:MU
7.02MULow:MU
7.02MUDetails
Price/CF
15.48
High:MU
15.48MULow:MU
15.48MUDetails
Price/FCF
48.65
High:MU
48.65MULow:MU
48.65MUDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-99.94% | Jun 2019 | - | 82 |
-6.06% | Mar 2019 | May 2019 | 2 |