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+3.68%
This Month
+6.92%
Year To Date
+57.89%
2 Years
-2.58%
5 Years
-2.58%
10 Years
-0.58%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 🖥️ Technology Services44.49%
- 💹 Forex16.23%
- 📊 ETFs13.9%
- 💵 Cash11.3%
- 🏥 Health Services4.72%
- 🛍️ Retail Trade3.73%
- ⛏️ Energy Minerals3.09%
- 💻 Electronic Technology2.22%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 Nasdaq46.71%
- 🇺🇸 NYSE25.44%
- 🌍 FX16.23%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States58.25%
Dividends
Dividend Yield
0.78%
6 out of 9 instruments pay dividend.
0 dividend payments in the next 30 days.
Highest Dividend: $TGT (3.81%)
Next Dividends
Stock | Type | Date | Pay Per Share |
|---|
Performance Metrics
Score 2.7/10
Beta
1.5
1.5
0
0.8
1.2
0
2
Sharpe Ratio
0.13
0.13
0
0.5
1
1.5
1.5
Sortino Ratio
0.18
0.18
0
1
2
3
3
Jensen's Alpha
-6.41
-6.41
-7
0
2
4.5
4.5
Omega Ratio
0.95
0.95
0
1
1.5
2.5
2.5
Treynor Ratio
0.32
0.32
0
0.75
1.25
2
2
Information Ratio
-0.06
-0.06
-1
0.3
0.6
1
1
Calmar Ratio
-0.02
-0.02
-1
0.3
0.6
1
1
Beta
1.5
1.5
0
0.8
1.2
0
2
Sharpe Ratio
0.13
0.13
0
0.5
1
1.5
1.5
Sortino Ratio
0.18
0.18
0
1
2
3
3
Jensen's Alpha
-6.41
-6.41
-7
0
2
4.5
4.5
Omega Ratio
0.95
0.95
0
1
1.5
2.5
2.5
Treynor Ratio
0.32
0.32
0
0.75
1.25
2
2
Information Ratio
-0.06
-0.06
-1
0.3
0.6
1
1
Calmar Ratio
-0.02
-0.02
-1
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
25.67
High:
QCOM
28.82QCOMLow:
TGT
14.76TGTDetails
PEG Ratio
87.75
High:
MSFT
88.65MSFTLow:
GOOG
82.13GOOGDetails
Price/Book
7.66
High:GOOG
8.83GOOGLow:
COP
2.2COPDetails
Price/Sales
8.3
High:MSFT
9.9MSFTLow:TGT
0.52TGTDetails
Price/CF
22.19
High:GOOG
23.3GOOGLow:COP
5.84COPDetails
Price/FCF
66.55
High:MSFT
69.19MSFTLow:QCOM
20.7QCOMDetails
P/E Ratio
25.67
High:QCOM
28.82QCOMLow:TGT
14.76TGTDetails
PEG Ratio
87.75
High:MSFT
88.65MSFTLow:GOOG
82.13GOOGDetails
Price/Book
7.66
High:GOOG
8.83GOOGLow:COP
2.2COPDetails
Price/Sales
8.3
High:MSFT
9.9MSFTLow:TGT
0.52TGTDetails
Price/CF
22.19
High:GOOG
23.3GOOGLow:COP
5.84COPDetails
Price/FCF
66.55
High:MSFT
69.19MSFTLow:QCOM
20.7QCOMDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-75.4% | Dec 2021 | - | 52 |
-24.15% | Aug 2021 | Oct 2021 | 2 |