Loading...
-1.32%
This Month
+4.43%
Year To Date
+37.6%
2 Years
+52.42%
5 Years
+57.39%
10 Years
+6.95%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💵 Cash84.97%
- 📊 ETFs15.05%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE15.05%
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 5.5/10
Beta
0.29
0.29
0
0.8
1.2
0
2
Sharpe Ratio
0.48
0.48
0
0.5
1
1.5
1.5
Sortino Ratio
0.79
0.79
0
1
2
3
3
Jensen's Alpha
0.95
0.95
-2
0
2
4.5
4.5
Omega Ratio
0.67
0.67
0
1
1.5
2.5
2.5
Treynor Ratio
1.29
1.29
0
0.75
1.25
2
2
Information Ratio
-0.54
-0.54
-1
0.3
0.6
1
1
Calmar Ratio
0.58
0.58
0
0.3
0.6
1
1
Beta
0.29
0.29
0
0.8
1.2
0
2
Sharpe Ratio
0.48
0.48
0
0.5
1
1.5
1.5
Sortino Ratio
0.79
0.79
0
1
2
3
3
Jensen's Alpha
0.95
0.95
-2
0
2
4.5
4.5
Omega Ratio
0.67
0.67
0
1
1.5
2.5
2.5
Treynor Ratio
1.29
1.29
0
0.75
1.25
2
2
Information Ratio
-0.54
-0.54
-1
0.3
0.6
1
1
Calmar Ratio
0.58
0.58
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 |
|---|---|---|---|
-12.08% | May 2022 | Nov 2022 | 6 |
-7.22% | Mar 2023 | Jul 2023 | 4 |
-5.16% | Aug 2023 | Dec 2023 | 4 |
-4.59% | Jun 2024 | Sep 2024 | 3 |
-3.34% | Jan 2024 | Mar 2024 | 2 |
-3.05% | Dec 2024 | Feb 2025 | 2 |
-2.92% | Dec 2022 | Jan 2023 | 1 |
-2.9% | Apr 2024 | May 2024 | 1 |
-1.98% | Aug 2019 | Jun 2020 | 10 |
-1.97% | Mar 2026 | Apr 2026 | 1 |
-1.93% | Oct 2024 | Nov 2024 | 1 |
-1.91% | Apr 2025 | May 2025 | 1 |
-1.32% | Jun 2026 | - | 1 |