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-1.59%
This Month
+18.15%
Year To Date
+3.95%
2 Years
-76.95%
5 Years
-76.95%
10 Years
-26.58%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 🖥️ Technology Services24.06%
- 💻 Electronic Technology19.71%
- 💵 Cash11.72%
- 📊 ETFs9.55%
- 🛠️ Producer Manufacturing8.16%
- 💰 Finance4.81%
- 🚗 Consumer Durables4.75%
- 💇♀️ Consumer Services4.09%
- 💹 Forex3.85%
- 🛍️ Retail Trade3.64%
- 📡 Communications2.52%
- 🚚 Transportation2.19%
- 🪙 Cryptocurrencies0.18%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 Nasdaq54.01%
- 🇺🇸 NYSE26.43%
- 🌍 FX3.85%
- 🇺🇸 Chicago Board Options Exchange3.03%
- 🌍 Digital Currency0.18%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States69.78%
- 🇵🇷 Puerto Rico4.14%
Dividends
Dividend Yield
0.44%
6 out of 19 instruments pay dividend.
1 dividend payments in the next 30 days.
Highest Dividend: $MAIN (5.96%)
Performance Metrics
Score 2.1/10
Beta
1.8
1.8
0
0.8
1.2
0
2
Sharpe Ratio
-0.47
-0.47
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.62
-0.62
-1
1
2
3
3
Jensen's Alpha
-32.28
-32.28
-33
0
2
4.5
4.5
Omega Ratio
0.59
0.59
0
1
1.5
2.5
2.5
Treynor Ratio
-1.09
-1.09
-2
0.75
1.25
2
2
Information Ratio
-0.75
-0.75
-1
0.3
0.6
1
1
Calmar Ratio
-0.32
-0.32
-1
0.3
0.6
1
1
Beta
1.8
1.8
0
0.8
1.2
0
2
Sharpe Ratio
-0.47
-0.47
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.62
-0.62
-1
1
2
3
3
Jensen's Alpha
-32.28
-32.28
-33
0
2
4.5
4.5
Omega Ratio
0.59
0.59
0
1
1.5
2.5
2.5
Treynor Ratio
-1.09
-1.09
-2
0.75
1.25
2
2
Information Ratio
-0.75
-0.75
-1
0.3
0.6
1
1
Calmar Ratio
-0.32
-0.32
-1
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
25.15
High:
ONDS
59.79ONDSLow:
RKLB
-363.15RKLBDetails
PEG Ratio
-272.9
High:
TSCO
1,256.64TSCOLow:RKLB
-1,817.07RKLBDetails
Price/Book
7.54
High:RKLB
30.5RKLBLow:
HOG
0.84HOGDetails
Price/Sales
8.88
High:
ASTS
367.2ASTSLow:
BIRD
0.25BIRDDetails
Price/CF
16.27
High:
NFLX
32.67NFLXLow:
CMCSA
3.22CMCSADetails
Price/FCF
51.76
High:
MAIN
664.56MAINLow:CMCSA
6.72CMCSADetails
P/E Ratio
25.15
High:ONDS
59.79ONDSLow:RKLB
-363.15RKLBDetails
PEG Ratio
-272.9
High:TSCO
1,256.64TSCOLow:RKLB
-1,817.07RKLBDetails
Price/Book
7.54
High:RKLB
30.5RKLBLow:HOG
0.84HOGDetails
Price/Sales
8.88
High:ASTS
367.2ASTSLow:BIRD
0.25BIRDDetails
Price/CF
16.27
High:NFLX
32.67NFLXLow:CMCSA
3.22CMCSADetails
Price/FCF
51.76
High:MAIN
664.56MAINLow:CMCSA
6.72CMCSADetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-88.28% | Oct 2021 | - | 57 |