Sammy | Redstone

Performance

Sammy +17.86%

Watchlist

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RETURNS	1D	YTD	1Y	5Y Ann.	Max DD	Sharpe
Sammy	-0.65%	+11.61%	+17.86%	+23.45%	-10.85%	0.88

UNH	-1.34%	+10.27%	+0.89%	-2.83%	-29.58%	0.07
AAPL	+1.11%	+25.61%	+34.00%	+18.69%	-13.82%	1.13
GOOGL	-0.63%	+10.52%	+44.20%	+19.82%	-21.09%	1.18
JNJ	-0.76%	+23.69%	+34.23%	+9.75%	-10.96%	1.41
JPM	+0.56%	+1.82%	+8.47%	+14.79%	-15.47%	0.28
NVDA	-2.94%	+22.04%	+19.69%	+60.38%	-20.22%	0.55
SPY	-0.42%	+13.29%	+15.31%	+11.69%	-9.13%	0.83
TSLA	-0.74%	-14.40%	-13.90%	+5.96%	-39.10%	-0.20

Current Drawdown

-2.24%

Rolling Volatility

+0.65%

METRICS

Correlation Matrix

	AAPL	GOOGL	JNJ	JPM	NVDA	SPY	TSLA	UNH
AAPL	1.00	0.16	0.08	0.19	0.09	0.36	0.18	-0.06
GOOGL	0.16	1.00	0.03	0.20	0.25	0.56	0.40	0.06
JNJ	0.08	0.03	1.00	0.04	-0.21	-0.12	-0.19	0.06
JPM	0.19	0.20	0.04	1.00	0.17	0.47	0.15	0.18
NVDA	0.09	0.25	-0.21	0.17	1.00	0.65	0.43	0.03
SPY	0.36	0.56	-0.12	0.47	0.65	1.00	0.64	0.17
TSLA	0.18	0.40	-0.19	0.15	0.43	0.64	1.00	0.11
UNH	-0.06	0.06	0.06	0.18	0.03	0.17	0.11	1.00

Actions

Portfolio

Allocation

8 Assets

UNH

AAPL

GOOGL

JNJ

JPM

NVDA

SPY

TSLA

Metrics

Risk Indicators

Alpha2.56%

Beta0.99x

Sharpe0.88

Sortino1.28

Omega1.16

Calmar1.65

Martin4.56