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-0.04%
This Month
+0.41%
Year To Date
+22.39%
2 Years
+15.73%
5 Years
+30.99%
10 Years
+4.95%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💵 Cash95.95%
- 📊 ETFs1.7%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 Chicago Board Options Exchange1.7%
Countries Breakdown
- Country
- Total
Dividends
Dividend Yield
0%
0 out of 1 instruments pay dividend.
0 dividend payments in the next 30 days.
Dividend Yield Breakdown
Instrument | Portfolio Yield | Company Yield | Per Share |
|---|
Next Dividends
Stock | Type | Date | Pay Per Share |
|---|
Performance Metrics
Score 3.2/10
Beta
0.67
0.67
0
0.8
1.2
0
2
Sharpe Ratio
0.19
0.19
0
0.5
1
1.5
1.5
Sortino Ratio
0.31
0.31
0
1
2
3
3
Jensen's Alpha
-3.77
-3.77
-4
0
2
4.5
4.5
Omega Ratio
0.75
0.75
0
1
1.5
2.5
2.5
Treynor Ratio
0.51
0.51
0
0.75
1.25
2
2
Information Ratio
-0.4
-0.4
-1
0.3
0.6
1
1
Calmar Ratio
0.1
0.1
0
0.3
0.6
1
1
Beta
0.67
0.67
0
0.8
1.2
0
2
Sharpe Ratio
0.19
0.19
0
0.5
1
1.5
1.5
Sortino Ratio
0.31
0.31
0
1
2
3
3
Jensen's Alpha
-3.77
-3.77
-4
0
2
4.5
4.5
Omega Ratio
0.75
0.75
0
1
1.5
2.5
2.5
Treynor Ratio
0.51
0.51
0
0.75
1.25
2
2
Information Ratio
-0.4
-0.4
-1
0.3
0.6
1
1
Calmar Ratio
0.1
0.1
0
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
N/A
Details
PEG Ratio
N/A
Details
Price/Book
N/A
Details
Price/Sales
N/A
Details
Price/CF
N/A
Details
Price/FCF
N/A
Details
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-49.77% | Jul 2021 | Sep 2024 | 38 |
-9.19% | Apr 2025 | - | 13 |
-6.91% | Feb 2021 | Jun 2021 | 4 |
-3.07% | Dec 2020 | Jan 2021 | 1 |
-0.83% | Jan 2025 | Feb 2025 | 1 |
-0.2% | Nov 2024 | Dec 2024 | 1 |