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-0.84%
This Month
-5.49%
Year To Date
+13.09%
2 Years
-69.62%
5 Years
-69.62%
10 Years
-23.26%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 🖥️ Technology Services31.29%
- 🍞 Consumer Non Durables17.97%
- 💰 Finance9.53%
- 💼 Commercial Services7.73%
- 🪙 Cryptocurrencies7.03%
- 💻 Electronic Technology6.01%
- 🏥 Health Services5.71%
- 🚚 Transportation5.64%
- 🛍️ Retail Trade5.28%
- 🧬 Health Technology2.55%
- 🚗 Consumer Durables1.27%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 Nasdaq44.69%
- 🇺🇸 NYSE23.07%
- 🇩🇪 FRA14.39%
- 🇭🇰 Hong Kong Exchanges8.28%
- 🌍 Digital Currency7.03%
- 🇩🇰 Copenhagen Stock Exchange2.55%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States46.68%
- 🇩🇪 Germany14.39%
- 🇨🇳 China8.66%
- 🇸🇬 Singapore5.64%
- 🇮🇱 Israel5.5%
- 🇬🇧 United Kingdom4.27%
- 🇨🇦 Canada3.82%
- 🇩🇰 Denmark2.55%
- 🇮🇪 Ireland1.47%
Dividends
Dividend Yield
1.27%
13 out of 32 instruments pay dividend.
0 dividend payments in the next 30 days.
Highest Dividend: $KHC (6.66%)
Dividend Yield Breakdown
Next Dividends
Stock | Type | Date | Pay Per Share |
|---|
Performance Metrics
Score 1.9/10
Beta
2.16
2.16
0
0.8
1.2
0
3
Sharpe Ratio
-0.43
-0.43
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.58
-0.58
-1
1
2
3
3
Jensen's Alpha
-31.48
-31.48
-32
0
2
4.5
4.5
Omega Ratio
0.52
0.52
0
1
1.5
2.5
2.5
Treynor Ratio
-0.72
-0.72
-1
0.75
1.25
2
2
Information Ratio
-0.83
-0.83
-1
0.3
0.6
1
1
Calmar Ratio
-0.26
-0.26
-1
0.3
0.6
1
1
Beta
2.16
2.16
0
0.8
1.2
0
3
Sharpe Ratio
-0.43
-0.43
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.58
-0.58
-1
1
2
3
3
Jensen's Alpha
-31.48
-31.48
-32
0
2
4.5
4.5
Omega Ratio
0.52
0.52
0
1
1.5
2.5
2.5
Treynor Ratio
-0.72
-0.72
-1
0.75
1.25
2
2
Information Ratio
-0.83
-0.83
-1
0.3
0.6
1
1
Calmar Ratio
-0.26
-0.26
-1
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
25.01
High:
AMD
76.4AMDLow:
ZETA
-124.49ZETADetails
PEG Ratio
121.23
High:
ACN
1,453.08ACNLow:ZETA
-195.94ZETADetails
Price/Book
6.09
High:
KMB
23.14KMBLow:
KHC
0.68KHCDetails
Price/Sales
4.21
High:
HOOD
16.75HOODLow:
9618.HK
0.219618.HKDetails
Price/CF
22.09
High:
GRAB
95.66GRABLow:KHC
6.42KHCDetails
Price/FCF
56.32
High:KMB
1,882.62KMBLow:
KLAR
8.85KLARDetails
P/E Ratio
25.01
High:AMD
76.4AMDLow:ZETA
-124.49ZETADetails
PEG Ratio
121.23
High:ACN
1,453.08ACNLow:ZETA
-195.94ZETADetails
Price/Book
6.09
High:KMB
23.14KMBLow:KHC
0.68KHCDetails
Price/Sales
4.21
High:HOOD
16.75HOODLow:9618.HK
0.219618.HKDetails
Price/CF
22.09
High:GRAB
95.66GRABLow:KHC
6.42KHCDetails
Price/FCF
56.32
High:KMB
1,882.62KMBLow:KLAR
8.85KLARDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-84.66% | Jul 2021 | - | 57 |