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-1.46%
This Month
-4.34%
Year To Date
+8.99%
2 Years
-62%
5 Years
-62%
10 Years
-19.35%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 🧬 Health Technology24.06%
- 🖥️ Technology Services22.74%
- 💵 Cash9.62%
- 🍞 Consumer Non Durables6.75%
- 🛠️ Producer Manufacturing6.4%
- 🛍️ Retail Trade2.89%
- 🧪 Process Industries1.81%
- 🪙 Cryptocurrencies1.72%
- 🏥 Health Services1.58%
- 🚚 Transportation1.55%
- 💇♀️ Consumer Services1.34%
- 💼 Commercial Services1.23%
- 🚗 Consumer Durables0.19%
- 💻 Electronic Technology0.12%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE32.43%
- 🇭🇰 Hong Kong Exchanges21.32%
- 🇺🇸 Nasdaq15.37%
- 🌍 Digital Currency1.72%
- 🇩🇪 FRA1.55%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States41.02%
- 🇨🇳 China24.58%
- 🇮🇱 Israel3.51%
- 🇩🇪 Germany1.55%
Dividends
Dividend Yield
0.91%
7 out of 27 instruments pay dividend.
0 dividend payments in the next 30 days.
Highest Dividend: $DHL.DE (3.98%)
Next Dividends
Stock | Type | Date | Pay Per Share |
|---|
Performance Metrics
Score 2.2/10
Beta
1.18
1.18
0
0.8
1.2
0
2
Sharpe Ratio
-0.76
-0.76
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.93
-0.93
-1
1
2
3
3
Jensen's Alpha
-25.99
-25.99
-26
0
2
4.5
4.5
Omega Ratio
0.3
0.3
0
1
1.5
2.5
2.5
Treynor Ratio
-1.38
-1.38
-2
0.75
1.25
2
2
Information Ratio
-1.5
-1.5
-2
0.3
0.6
1
1
Calmar Ratio
-0.25
-0.25
-1
0.3
0.6
1
1
Beta
1.18
1.18
0
0.8
1.2
0
2
Sharpe Ratio
-0.76
-0.76
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.93
-0.93
-1
1
2
3
3
Jensen's Alpha
-25.99
-25.99
-26
0
2
4.5
4.5
Omega Ratio
0.3
0.3
0
1
1.5
2.5
2.5
Treynor Ratio
-1.38
-1.38
-2
0.75
1.25
2
2
Information Ratio
-1.5
-1.5
-2
0.3
0.6
1
1
Calmar Ratio
-0.25
-0.25
-1
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
21.13
High:
NKE
34.38NKELow:
03690.HK
-199.4203690.HKDetails
PEG Ratio
24.05
High:
01211.HK
199.5601211.HKLow:
NIO
-132.09NIODetails
Price/Book
4.75
High:
PACB
88.09PACBLow:
SCPX
-0.51SCPXDetails
Price/Sales
4.96
High:
SPCE
93.11SPCELow:
JD.US
0.21JD.USDetails
Price/CF
19.47
High:
DDD
462.65DDDLow:
TDOC
4.29TDOCDetails
Price/FCF
36.8
High:NKE
947.69NKELow:TDOC
4.42TDOCDetails
P/E Ratio
21.13
High:NKE
34.38NKELow:03690.HK
-199.4203690.HKDetails
PEG Ratio
24.05
High:01211.HK
199.5601211.HKLow:NIO
-132.09NIODetails
Price/Book
4.75
High:PACB
88.09PACBLow:SCPX
-0.51SCPXDetails
Price/Sales
4.96
High:SPCE
93.11SPCELow:JD.US
0.21JD.USDetails
Price/CF
19.47
High:DDD
462.65DDDLow:TDOC
4.29TDOCDetails
Price/FCF
36.8
High:NKE
947.69NKELow:TDOC
4.42TDOCDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-70.97% | Jul 2021 | - | 57 |