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-8.24%
This Month
-15.88%
Year To Date
+6.89%
2 Years
-14.38%
5 Years
-95.74%
10 Years
-34.04%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 🪙 Cryptocurrencies39.79%
- 🌾 Commodities18.98%
- 🪨 Non Energy Minerals8.19%
- 🧬 Health Technology7.75%
- 💰 Finance6.63%
- 🍞 Consumer Non Durables6.19%
- 🛍️ Retail Trade5.09%
- 🚗 Consumer Durables2.93%
- 💻 Electronic Technology2.65%
- 🖥️ Technology Services1.79%
Exchanges Breakdown
- Exchange
- Total
- 🌍 Digital Currency39.79%
- 🇺🇸 Nasdaq26.93%
- 🌍 Commodity18.98%
- 🇺🇸 NYSE14.29%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States31.48%
- 🇨🇦 Canada3.23%
- 🇨🇭 Switzerland2.13%
- 🇨🇳 China1.55%
- 🇧🇷 Brazil1.54%
- 🇰🇾 Cayman Islands1.3%
Dividends
Dividend Yield
0.5%
7 out of 27 instruments pay dividend.
1 dividend payments in the next 30 days.
Highest Dividend: $QFIN (11.7%)
Performance Metrics
Score 2.5/10
Beta
1.42
1.42
0
0.8
1.2
0
2
Sharpe Ratio
0.01
0.01
0
0.5
1
1.5
1.5
Sortino Ratio
0.02
0.02
0
1
2
3
3
Jensen's Alpha
-13.34
-13.34
-14
0
2
4.5
4.5
Omega Ratio
0.9
0.9
0
1
1.5
2.5
2.5
Treynor Ratio
0.06
0.06
0
0.75
1.25
2
2
Information Ratio
-0.11
-0.11
-1
0.3
0.6
1
1
Calmar Ratio
-0.28
-0.28
-1
0.3
0.6
1
1
Beta
1.42
1.42
0
0.8
1.2
0
2
Sharpe Ratio
0.01
0.01
0
0.5
1
1.5
1.5
Sortino Ratio
0.02
0.02
0
1
2
3
3
Jensen's Alpha
-13.34
-13.34
-14
0
2
4.5
4.5
Omega Ratio
0.9
0.9
0
1
1.5
2.5
2.5
Treynor Ratio
0.06
0.06
0
0.75
1.25
2
2
Information Ratio
-0.11
-0.11
-1
0.3
0.6
1
1
Calmar Ratio
-0.28
-0.28
-1
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
40.36
High:
TSLA
335.12TSLALow:
BE
-356.08BEDetails
PEG Ratio
28.34
High:
EBAY
211.25EBAYLow:
ABAT
-12.45ABATDetails
Price/Book
6.33
High:BE
49.42BELow:
BYND
-2,476.67BYNDDetails
Price/Sales
4.17
High:ABAT
38.02ABATLow:
NAMM
-NAMMDetails
Price/CF
23.85
High:BE
201.02BELow:
QFIN
1.63QFINDetails
Price/FCF
190.12
High:
VALE
565.82VALELow:
PFSI
6.14PFSIDetails
P/E Ratio
40.36
High:TSLA
335.12TSLALow:BE
-356.08BEDetails
PEG Ratio
28.34
High:EBAY
211.25EBAYLow:ABAT
-12.45ABATDetails
Price/Book
6.33
High:BE
49.42BELow:BYND
-2,476.67BYNDDetails
Price/Sales
4.17
High:ABAT
38.02ABATLow:NAMM
-NAMMDetails
Price/CF
23.85
High:BE
201.02BELow:QFIN
1.63QFINDetails
Price/FCF
190.12
High:VALE
565.82VALELow:PFSI
6.14PFSIDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-98.72% | Nov 2018 | - | 90 |