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-0.75%
This Month
+4.03%
Year To Date
+5.22%
2 Years
+39.47%
5 Years
+39.47%
10 Years
+7.67%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- ⛏️ Energy Minerals45.57%
- 💰 Finance24.94%
- 💵 Cash11.87%
- 📊 ETFs10.79%
- 🛠️ Producer Manufacturing7.36%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE88.66%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States70.66%
Dividends
Performance Metrics
Score 3.5/10
Beta
1.05
1.05
0
0.8
1.2
0
2
Sharpe Ratio
0.28
0.28
0
0.5
1
1.5
1.5
Sortino Ratio
0.45
0.45
0
1
2
3
3
Jensen's Alpha
-1.72
-1.72
-2
0
2
4.5
4.5
Omega Ratio
0.95
0.95
0
1
1.5
2.5
2.5
Treynor Ratio
0.58
0.58
0
0.75
1.25
2
2
Information Ratio
-0.07
-0.07
-1
0.3
0.6
1
1
Calmar Ratio
0.31
0.31
0
0.3
0.6
1
1
Beta
1.05
1.05
0
0.8
1.2
0
2
Sharpe Ratio
0.28
0.28
0
0.5
1
1.5
1.5
Sortino Ratio
0.45
0.45
0
1
2
3
3
Jensen's Alpha
-1.72
-1.72
-2
0
2
4.5
4.5
Omega Ratio
0.95
0.95
0
1
1.5
2.5
2.5
Treynor Ratio
0.58
0.58
0
0.75
1.25
2
2
Information Ratio
-0.07
-0.07
-1
0.3
0.6
1
1
Calmar Ratio
0.31
0.31
0
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
22.75
High:
DE
34.62DELow:
CNX
11.54CNXDetails
PEG Ratio
100.81
High:
RMAX
196.43RMAXLow:CNX
1.36CNXDetails
Price/Book
2.48
High:DE
6.31DELow:RMAX
0.28RMAXDetails
Price/Sales
2.01
High:DE
3.56DELow:RMAX
0.45RMAXDetails
Price/CF
10.03
High:DE
18.57DELow:RMAX
3.88RMAXDetails
Price/FCF
78.09
High:
XOM
79.92XOMLow:RMAX
4.81RMAXDetails
P/E Ratio
22.75
High:DE
34.62DELow:CNX
11.54CNXDetails
PEG Ratio
100.81
High:RMAX
196.43RMAXLow:CNX
1.36CNXDetails
Price/Book
2.48
High:DE
6.31DELow:RMAX
0.28RMAXDetails
Price/Sales
2.01
High:DE
3.56DELow:RMAX
0.45RMAXDetails
Price/CF
10.03
High:DE
18.57DELow:RMAX
3.88RMAXDetails
Price/FCF
78.09
High:XOM
79.92XOMLow:RMAX
4.81RMAXDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-25.58% | Dec 2024 | - | 16 |
-21.06% | Dec 2021 | Jul 2023 | 19 |
-19.19% | Aug 2023 | Dec 2023 | 4 |
-12.26% | Apr 2024 | Jul 2024 | 3 |
-10.73% | Oct 2024 | Nov 2024 | 1 |
-2.14% | Aug 2024 | Sep 2024 | 1 |
-1.02% | Jan 2024 | Feb 2024 | 1 |