Loading...
+2.72%
This Month
+12.31%
Year To Date
+20.01%
2 Years
+11.14%
5 Years
+85.96%
10 Years
+7.35%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 🧬 Health Technology96.8%
- 💼 Commercial Services2.58%
- 💵 Cash0.62%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 Nasdaq75.95%
- 🇺🇸 NYSE23.43%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States63.98%
- 🇨🇭 Switzerland12.16%
- 🇬🇧 United Kingdom6.99%
- 🇮🇪 Ireland6.07%
- 🇩🇰 Denmark4.21%
- 🇫🇷 France3.04%
- 🇳🇱 Netherlands2.92%
Dividends
Dividend Yield
1.04%
11 out of 32 instruments pay dividend.
4 dividend payments in the next 30 days.
Highest Dividend: $PFE (6.9%)
Performance Metrics
Score 3.4/10
Beta
1.03
1.03
0
0.8
1.2
0
2
Sharpe Ratio
0.3
0.3
0
0.5
1
1.5
1.5
Sortino Ratio
0.5
0.5
0
1
2
3
3
Jensen's Alpha
-3.58
-3.58
-4
0
2
4.5
4.5
Omega Ratio
0.89
0.89
0
1
1.5
2.5
2.5
Treynor Ratio
0.66
0.66
0
0.75
1.25
2
2
Information Ratio
-0.15
-0.15
-1
0.3
0.6
1
1
Calmar Ratio
0.15
0.15
0
0.3
0.6
1
1
Beta
1.03
1.03
0
0.8
1.2
0
2
Sharpe Ratio
0.3
0.3
0
0.5
1
1.5
1.5
Sortino Ratio
0.5
0.5
0
1
2
3
3
Jensen's Alpha
-3.58
-3.58
-4
0
2
4.5
4.5
Omega Ratio
0.89
0.89
0
1
1.5
2.5
2.5
Treynor Ratio
0.66
0.66
0
0.75
1.25
2
2
Information Ratio
-0.15
-0.15
-1
0.3
0.6
1
1
Calmar Ratio
0.15
0.15
0
0.3
0.6
1
1
Portfolio Valuation
Based on weighted open stock positions
P/E Ratio
22.51
High:
AZN
29.87AZNLow:
RGEN
-483.34RGENDetails
PEG Ratio
-6.7
High:
REGN
406.39REGNLow:
ONC
-290.57ONCDetails
Price/Book
4.38
High:
ALNY
233.64ALNYLow:
QURE
-233.14QUREDetails
Price/Sales
4.06
High:
CRSP
120.5CRSPLow:
SRPT
0.78SRPTDetails
Price/CF
13.45
High:ALNY
625.34ALNYLow:QURE
2.86QUREDetails
Price/FCF
28.09
High:ALNY
2,201.71ALNYLow:QURE
3.04QUREDetails
P/E Ratio
22.51
High:AZN
29.87AZNLow:RGEN
-483.34RGENDetails
PEG Ratio
-6.7
High:REGN
406.39REGNLow:ONC
-290.57ONCDetails
Price/Book
4.38
High:ALNY
233.64ALNYLow:QURE
-233.14QUREDetails
Price/Sales
4.06
High:CRSP
120.5CRSPLow:SRPT
0.78SRPTDetails
Price/CF
13.45
High:ALNY
625.34ALNYLow:QURE
2.86QUREDetails
Price/FCF
28.09
High:ALNY
2,201.71ALNYLow:QURE
3.04QUREDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-47.27% | Sep 2021 | - | 49 |
-30.87% | Sep 2018 | Jun 2020 | 21 |
-13.85% | Feb 2018 | Aug 2018 | 6 |
-11.78% | Feb 2021 | Jun 2021 | 4 |
-6.55% | Sep 2020 | Nov 2020 | 2 |
-6.29% | Oct 2017 | Jan 2018 | 3 |
-5.12% | Jul 2021 | Aug 2021 | 1 |
-2.37% | Apr 2017 | Jun 2017 | 2 |
-1.21% | Jul 2020 | Aug 2020 | 1 |
-0.58% | Jul 2017 | Aug 2017 | 1 |