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-7.71%
This Month
+6.13%
Year To Date
+111.33%
2 Years
+365.42%
5 Years
+583.66%
10 Years
+36.58%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 🛍️ Retail Trade95.97%
- 💵 Cash5.95%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE95.97%
Countries Breakdown
- Country
- Total
- 🇨🇳 China95.97%
Dividends
Dividend Yield
0.64%
1 out of 1 instruments pay dividend.
0 dividend payments in the next 30 days.
Highest Dividend: $BABA (0.67%)
Dividend Yield Breakdown
Instrument | Portfolio Yield | Company Yield | Per Share |
|---|---|---|---|
 BABA | 0.64% | 0.67% | $0.98 |
Next Dividends
Stock | Type | Date | Pay Per Share |
|---|
Performance Metrics
Score 8.4/10
Beta
0.25
0.25
0
0.8
1.2
0
2
Sharpe Ratio
0.98
0.98
0
0.5
1
1.5
1.5
Sortino Ratio
2.52
2.52
0
1
2
3
3
Jensen's Alpha
39.96
39.96
-2
0
2
40
40
Omega Ratio
1.71
1.71
0
1
1.5
2.5
2.5
Treynor Ratio
12.24
12.24
0
0.75
1.25
13
13
Information Ratio
0.64
0.64
0
0.3
0.6
1
1
Calmar Ratio
2.01
2.01
0
0.3
0.6
3
3
Beta
0.25
0.25
0
0.8
1.2
0
2
Sharpe Ratio
0.98
0.98
0
0.5
1
1.5
1.5
Sortino Ratio
2.52
2.52
0
1
2
3
3
Jensen's Alpha
39.96
39.96
-2
0
2
40
40
Omega Ratio
1.71
1.71
0
1
1.5
2.5
2.5
Treynor Ratio
12.24
12.24
0
0.75
1.25
13
13
Information Ratio
0.64
0.64
0
0.3
0.6
1
1
Calmar Ratio
2.01
2.01
0
0.3
0.6
3
3
Portfolio Valuation
Based on current positions
P/E Ratio
20.77
High:BABA
20.77BABALow:BABA
20.77BABADetails
PEG Ratio
40.92
High:BABA
40.92BABALow:BABA
40.92BABADetails
Price/Book
2.41
High:BABA
2.41BABALow:BABA
2.41BABADetails
Price/Sales
2.66
High:BABA
2.66BABALow:BABA
2.66BABADetails
Price/CF
23.87
High:BABA
23.87BABALow:BABA
23.87BABADetails
Price/FCF
1,196.17
High:BABA
1,196.17BABALow:BABA
1,196.17BABADetails
P/E Ratio
20.77
High:BABA
20.77BABALow:BABA
20.77BABADetails
PEG Ratio
40.92
High:BABA
40.92BABALow:BABA
40.92BABADetails
Price/Book
2.41
High:BABA
2.41BABALow:BABA
2.41BABADetails
Price/Sales
2.66
High:BABA
2.66BABALow:BABA
2.66BABADetails
Price/CF
23.87
High:BABA
23.87BABALow:BABA
23.87BABADetails
Price/FCF
1,196.17
High:BABA
1,196.17BABALow:BABA
1,196.17BABADetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-19.37% | Oct 2024 | Feb 2025 | 4 |
-17.56% | Oct 2025 | - | 5 |
-15.97% | Feb 2020 | May 2020 | 3 |
-15.6% | Aug 2023 | Sep 2024 | 13 |
-13.89% | Mar 2025 | Aug 2025 | 5 |
-13.15% | May 2022 | Sep 2022 | 4 |
-11.69% | Feb 2022 | Apr 2022 | 2 |
-9.36% | Feb 2023 | Jul 2023 | 5 |
-8.5% | Sep 2020 | Nov 2020 | 2 |
-8.01% | Oct 2021 | Nov 2021 | 1 |
-6.67% | Dec 2022 | Jan 2023 | 1 |
-4.7% | Jul 2021 | Sep 2021 | 2 |
-3.4% | Apr 2021 | Jun 2021 | 2 |
-1.11% | Feb 2021 | Mar 2021 | 1 |
-0.18% | Oct 2022 | Nov 2022 | 1 |