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-16.17%
This Month
-46.93%
Year To Date
+199.91%
2 Years
+225.73%
5 Years
-4.13%
10 Years
-15.4%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💻 Electronic Technology87.76%
- 💵 Cash10.59%
- 🪙 Cryptocurrencies1.05%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE87.76%
- 🌍 Digital Currency1.05%
Countries Breakdown
- Country
- Total
- 🇹🇼 Taiwan87.76%
Dividends
Dividend Yield
0.72%
1 out of 2 instruments pay dividend.
0 dividend payments in the next 30 days.
Highest Dividend: $TSM (0.82%)
Dividend Yield Breakdown
Instrument | Portfolio Yield | Company Yield | Per Share |
|---|---|---|---|
 TSM | 0.72% | 0.82% | $1.74 |
Next Dividends
Stock | Type | Date | Pay Per Share |
|---|
Performance Metrics
Score 6.3/10
Beta
0.61
0.61
0
0.8
1.2
0
2
Sharpe Ratio
0.44
0.44
0
0.5
1
1.5
1.5
Sortino Ratio
0.92
0.92
0
1
2
3
3
Jensen's Alpha
50
50
-2
0
2
51
51
Omega Ratio
1.35
1.35
0
1
1.5
2.5
2.5
Treynor Ratio
6.56
6.56
0
0.75
1.25
7
7
Information Ratio
0.34
0.34
0
0.3
0.6
1
1
Calmar Ratio
0.01
0.01
0
0.3
0.6
1
1
Beta
0.61
0.61
0
0.8
1.2
0
2
Sharpe Ratio
0.44
0.44
0
0.5
1
1.5
1.5
Sortino Ratio
0.92
0.92
0
1
2
3
3
Jensen's Alpha
50
50
-2
0
2
51
51
Omega Ratio
1.35
1.35
0
1
1.5
2.5
2.5
Treynor Ratio
6.56
6.56
0
0.75
1.25
7
7
Information Ratio
0.34
0.34
0
0.3
0.6
1
1
Calmar Ratio
0.01
0.01
0
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
31.91
High:TSM
31.91TSMLow:TSM
31.91TSMDetails
PEG Ratio
61.9
High:TSM
61.9TSMLow:TSM
61.9TSMDetails
Price/Book
10.23
High:TSM
10.23TSMLow:TSM
10.23TSMDetails
Price/Sales
14.4
High:TSM
14.4TSMLow:TSM
14.4TSMDetails
Price/CF
20.71
High:TSM
20.71TSMLow:TSM
20.71TSMDetails
Price/FCF
78.86
High:TSM
78.86TSMLow:TSM
78.86TSMDetails
P/E Ratio
31.91
High:TSM
31.91TSMLow:TSM
31.91TSMDetails
PEG Ratio
61.9
High:TSM
61.9TSMLow:TSM
61.9TSMDetails
Price/Book
10.23
High:TSM
10.23TSMLow:TSM
10.23TSMDetails
Price/Sales
14.4
High:TSM
14.4TSMLow:TSM
14.4TSMDetails
Price/CF
20.71
High:TSM
20.71TSMLow:TSM
20.71TSMDetails
Price/FCF
78.86
High:TSM
78.86TSMLow:TSM
78.86TSMDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-98.52% | Apr 2012 | - | 168 |