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+1.29%
This Month
+2.24%
Year To Date
-20.32%
2 Years
-32.99%
5 Years
+372.85%
10 Years
+20.05%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 🛍️ Retail Trade24.08%
- 📊 ETFs15.02%
- 🧪 Process Industries11.96%
- 🖥️ Technology Services11.32%
- 📈 Indexes6.91%
- 🪙 Cryptocurrencies6.86%
- 🛠️ Producer Manufacturing6.31%
- 🧬 Health Technology5.53%
- 🏥 Health Services4.83%
- 🪨 Non Energy Minerals3.27%
- 🏭 Industrial Services1.96%
- 🌾 Commodities1.95%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE55.54%
- 🇺🇸 Chicago Board Options Exchange15.02%
- 🇺🇸 Nasdaq9.56%
- 🌍 CFD6.91%
- 🌍 Digital Currency6.86%
- 🇩🇰 Copenhagen Stock Exchange4.15%
- 🌍 Commodity1.95%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States57.16%
- 🇩🇰 Denmark5.53%
- 🇨🇦 Canada3.75%
- 🇰🇾 Cayman Islands2.82%
Dividends
Dividend Yield
0.42%
5 out of 20 instruments pay dividend.
0 dividend payments in the next 30 days.
Highest Dividend: $NOVO-B.CO (4.69%)
Next Dividends
Stock | Type | Date | Pay Per Share |
|---|
Performance Metrics
Score 6.5/10
Beta
0.82
0.82
0
0.8
1.2
0
2
Sharpe Ratio
0.52
0.52
0
0.5
1
1.5
1.5
Sortino Ratio
1
1
0
1
2
3
3
Jensen's Alpha
34.87
34.87
-2
0
2
35
35
Omega Ratio
1.39
1.39
0
1
1.5
2.5
2.5
Treynor Ratio
4
4
0
0.75
1.25
4
4
Information Ratio
0.38
0.38
0
0.3
0.6
1
1
Calmar Ratio
0.21
0.21
0
0.3
0.6
1
1
Beta
0.82
0.82
0
0.8
1.2
0
2
Sharpe Ratio
0.52
0.52
0
0.5
1
1.5
1.5
Sortino Ratio
1
1
0
1
2
3
3
Jensen's Alpha
34.87
34.87
-2
0
2
35
35
Omega Ratio
1.39
1.39
0
1
1.5
2.5
2.5
Treynor Ratio
4
4
0
0.75
1.25
4
4
Information Ratio
0.38
0.38
0
0.3
0.6
1
1
Calmar Ratio
0.21
0.21
0
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
21.52
High:
WRBY
2,261.16WRBYLow:
PCT.US
-5.16PCT.USDetails
PEG Ratio
398.61
High:WRBY
2,092.84WRBYLow:
CE
-20.23CEDetails
Price/Book
5.97
High:PCT.US
24.36PCT.USLow:CE
1.38CEDetails
Price/Sales
3.22
High:PCT.US
133.78PCT.USLow:
MOH
0.17MOHDetails
Price/CF
17.2
High:
LEU
115.13LEULow:CE
4.05CEDetails
Price/FCF
93.63
High:
ORCL
348.36ORCLLow:CE
5.88CEDetails
P/E Ratio
21.52
High:WRBY
2,261.16WRBYLow:PCT.US
-5.16PCT.USDetails
PEG Ratio
398.61
High:WRBY
2,092.84WRBYLow:CE
-20.23CEDetails
Price/Book
5.97
High:PCT.US
24.36PCT.USLow:CE
1.38CEDetails
Price/Sales
3.22
High:PCT.US
133.78PCT.USLow:MOH
0.17MOHDetails
Price/CF
17.2
High:LEU
115.13LEULow:CE
4.05CEDetails
Price/FCF
93.63
High:ORCL
348.36ORCLLow:CE
5.88CEDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-88.92% | Feb 2018 | Jul 2021 | 41 |
-74.07% | Jan 2023 | - | 39 |
-28.04% | Sep 2017 | Nov 2017 | 2 |
-21.03% | Sep 2021 | Apr 2022 | 7 |
-11.97% | Jul 2022 | Sep 2022 | 2 |
-6.46% | Jul 2017 | Aug 2017 | 1 |
-5.01% | Nov 2022 | Dec 2022 | 1 |
-0.08% | May 2022 | Jun 2022 | 1 |