-7.11%
Today
-7.11%
This Month
-14.94%
Year To Date
+41.72%
2 Years
+8.43%
5 Years
+1.78%
Annualized
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Diversification
Sectors Breakdown
- Sector
- Total
- 🖥️ Technology Services86.91%
- 🛍️ Retail Trade6.96%
- 💻 Electronic Technology5.51%
- 💵 Cash0.67%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 Nasdaq57.83%
- 🇺🇸 NYSE41.55%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States89.22%
- 🇨🇳 China4.45%
- 🇮🇱 Israel3%
- 🇨🇦 Canada2.7%
Dividends
Dividend Yield
0.18%
6 out of 30 instruments pay dividend.
2 dividend payments in the next 30 days.
Highest Dividend: $AVGO (1.43%)
Performance Metrics
Score 2.8/10
Beta
1.07
1.07
0
0.8
1.2
0
2
Sharpe Ratio
0.14
0.14
0
0.5
1
1.5
1.5
Sortino Ratio
0.22
0.22
0
1
2
3
3
Jensen's Alpha
-8.11
-8.11
-9
0
2
4.5
4.5
Omega Ratio
0.71
0.71
0
1
1.5
2.5
2.5
Treynor Ratio
0.27
0.27
0
0.75
1.25
2
2
Information Ratio
-0.44
-0.44
-1
0.3
0.6
1
1
Calmar Ratio
0.07
0.07
0
0.3
0.6
1
1
Beta
1.07
1.07
0
0.8
1.2
0
2
Sharpe Ratio
0.14
0.14
0
0.5
1
1.5
1.5
Sortino Ratio
0.22
0.22
0
1
2
3
3
Jensen's Alpha
-8.11
-8.11
-9
0
2
4.5
4.5
Omega Ratio
0.71
0.71
0
1
1.5
2.5
2.5
Treynor Ratio
0.27
0.27
0
0.75
1.25
2
2
Information Ratio
-0.44
-0.44
-1
0.3
0.6
1
1
Calmar Ratio
0.07
0.07
0
0.3
0.6
1
1
Portfolio Valuation
Based on weighted open stock positions
P/E Ratio
33.86
High:
HUBS
6,911.31
Low:
CRWD
-4,427.77
Details
PEG Ratio
647.19
High:
CDNS
10,462.64
Low:
ZS
-2,242.21
Details
Price/Book
7.78
High:
TEAM
48.12
Low:
BABA
2.19
Details
Price/Sales
6.68
High:
PLTR
77.16
Low:
BABA
2.28
Details
Price/CF
24.51
High:
CFLT
275.26
Low:
BABA
11.07
Details
Price/FCF
51.78
High:
CFLT
970.62
Low:
BABA
16.9
Details
Drawdowns
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Worst Drawdowns
Depth | Start | End | Total months |
---|---|---|---|
-44.22% | Nov 2021 | Nov 2024 | 36 |
-15.35% | Feb 2025 | - | 3 |
-8.86% | Sep 2020 | Dec 2020 | 3 |
-8.08% | Feb 2021 | Jun 2021 | 4 |
-5.41% | Sep 2021 | Oct 2021 | 1 |
-4.59% | Dec 2024 | Jan 2025 | 1 |