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-0.62%
This Month
-2.35%
Year To Date
+9.74%
2 Years
+37.09%
5 Years
+134.5%
10 Years
+10.55%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💵 Cash82.8%
- 📊 ETFs18.32%
- 🪙 Cryptocurrencies0.6%
- 💻 Electronic Technology0.57%
- 🏥 Health Services0.32%
- 🚚 Transportation0.28%
- 🖥️ Technology Services0.28%
- 💰 Finance0.26%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE19.19%
- 🇺🇸 Nasdaq0.84%
- 🌍 Digital Currency0.6%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States1.71%
Dividends
Dividend Yield
0.01%
5 out of 10 instruments pay dividend.
0 dividend payments in the next 30 days.
Highest Dividend: $EXPD (1.06%)
Next Dividends
Stock | Type | Date | Pay Per Share |
|---|
Performance Metrics
Score 6.1/10
Beta
0.53
0.53
0
0.8
1.2
0
2
Sharpe Ratio
0.31
0.31
0
0.5
1
1.5
1.5
Sortino Ratio
0.98
0.98
0
1
2
3
3
Jensen's Alpha
13.44
13.44
-2
0
2
14
14
Omega Ratio
1.23
1.23
0
1
1.5
2.5
2.5
Treynor Ratio
2.92
2.92
0
0.75
1.25
3
3
Information Ratio
0.12
0.12
0
0.3
0.6
1
1
Calmar Ratio
0.15
0.15
0
0.3
0.6
1
1
Beta
0.53
0.53
0
0.8
1.2
0
2
Sharpe Ratio
0.31
0.31
0
0.5
1
1.5
1.5
Sortino Ratio
0.98
0.98
0
1
2
3
3
Jensen's Alpha
13.44
13.44
-2
0
2
14
14
Omega Ratio
1.23
1.23
0
1
1.5
2.5
2.5
Treynor Ratio
2.92
2.92
0
0.75
1.25
3
3
Information Ratio
0.12
0.12
0
0.3
0.6
1
1
Calmar Ratio
0.15
0.15
0
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
33.5
High:
MU
38.1MULow:
CRWD
-322.68CRWDDetails
PEG Ratio
204.24
High:
EXPD
660.41EXPDLow:MU
18.74MUDetails
Price/Book
31.67
High:
MA
60.42MALow:
HCA
-20.29HCADetails
Price/Sales
8.26
High:CRWD
22.44CRWDLow:HCA
1.66HCADetails
Price/CF
24.51
High:CRWD
93.46CRWDLow:HCA
8.52HCADetails
Price/FCF
37.85
High:CRWD
123.6CRWDLow:HCA
15.36HCADetails
P/E Ratio
33.5
High:MU
38.1MULow:CRWD
-322.68CRWDDetails
PEG Ratio
204.24
High:EXPD
660.41EXPDLow:MU
18.74MUDetails
Price/Book
31.67
High:MA
60.42MALow:HCA
-20.29HCADetails
Price/Sales
8.26
High:CRWD
22.44CRWDLow:HCA
1.66HCADetails
Price/CF
24.51
High:CRWD
93.46CRWDLow:HCA
8.52HCADetails
Price/FCF
37.85
High:CRWD
123.6CRWDLow:HCA
15.36HCADetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-67.88% | Jan 2018 | - | 99 |