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-3.13%
This Month
-4.1%
Year To Date
+3.37%
2 Years
-10.21%
5 Years
-2.27%
10 Years
-0.51%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💻 Electronic Technology18.42%
- 🚗 Consumer Durables12.86%
- ⛏️ Energy Minerals12.12%
- 🛍️ Retail Trade11.81%
- 💇♀️ Consumer Services9.29%
- 🧬 Health Technology8.76%
- 🖥️ Technology Services7.96%
- 🚚 Transportation7.41%
- 💼 Commercial Services5.81%
- 🛠️ Producer Manufacturing3.4%
- 💵 Cash0.6%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE59.68%
- 🇺🇸 Nasdaq30.73%
- 🇨🇭 SIX7.41%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States83.06%
- 🇨🇭 Switzerland7.41%
- 🇨🇳 China3.73%
- 🇨🇦 Canada3.62%
Dividends
Dividend Yield
1.71%
7 out of 20 instruments pay dividend.
0 dividend payments in the next 30 days.
Highest Dividend: $F (4.71%)
Next Dividends
Stock | Type | Date | Pay Per Share |
|---|
Performance Metrics
Score 2.6/10
Beta
2.19
2.19
0
0.8
1.2
0
3
Sharpe Ratio
0.16
0.16
0
0.5
1
1.5
1.5
Sortino Ratio
0.28
0.28
0
1
2
3
3
Jensen's Alpha
-13.39
-13.39
-14
0
2
4.5
4.5
Omega Ratio
0.95
0.95
0
1
1.5
2.5
2.5
Treynor Ratio
0.3
0.3
0
0.75
1.25
2
2
Information Ratio
-0.05
-0.05
-1
0.3
0.6
1
1
Calmar Ratio
0
0
0
0.3
0.6
1
1
Beta
2.19
2.19
0
0.8
1.2
0
3
Sharpe Ratio
0.16
0.16
0
0.5
1
1.5
1.5
Sortino Ratio
0.28
0.28
0
1
2
3
3
Jensen's Alpha
-13.39
-13.39
-14
0
2
4.5
4.5
Omega Ratio
0.95
0.95
0
1
1.5
2.5
2.5
Treynor Ratio
0.3
0.3
0
0.75
1.25
2
2
Information Ratio
-0.05
-0.05
-1
0.3
0.6
1
1
Calmar Ratio
0
0
0
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
58.64
High:
TWLO
624TWLOLow:
INTC
-556.53INTCDetails
PEG Ratio
15.45
High:
MCD
571.79MCDLow:INTC
-566.72INTCDetails
Price/Book
2.89
High:
NIO
21.07NIOLow:MCD
-131.7MCDDetails
Price/Sales
1.85
High:
SPCE
93.11SPCELow:
QS
-QSDetails
Price/CF
9.5
High:
MRNA
62.64MRNALow:
QVCGA
0.45QVCGADetails
Price/FCF
31.64
High:MCD
105.4MCDLow:QVCGA
1.43QVCGADetails
P/E Ratio
58.64
High:TWLO
624TWLOLow:INTC
-556.53INTCDetails
PEG Ratio
15.45
High:MCD
571.79MCDLow:INTC
-566.72INTCDetails
Price/Book
2.89
High:NIO
21.07NIOLow:MCD
-131.7MCDDetails
Price/Sales
1.85
High:SPCE
93.11SPCELow:QS
-QSDetails
Price/CF
9.5
High:MRNA
62.64MRNALow:QVCGA
0.45QVCGADetails
Price/FCF
31.64
High:MCD
105.4MCDLow:QVCGA
1.43QVCGADetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-62.87% | Nov 2021 | - | 53 |
-10.47% | May 2021 | Aug 2021 | 3 |
-9.96% | Sep 2021 | Oct 2021 | 1 |