Loading...
-4.63%
This Month
+11.81%
Year To Date
+39.76%
2 Years
-47.8%
5 Years
+21.43%
10 Years
+2.62%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 🧪 Process Industries39.93%
- 🖥️ Technology Services19.31%
- 🚗 Consumer Durables9.71%
- 🛠️ Producer Manufacturing7.82%
- 💼 Commercial Services7.48%
- 💇♀️ Consumer Services3.9%
- 🧬 Health Technology3.72%
- 🛍️ Retail Trade2.93%
- 💻 Electronic Technology1.77%
- 💵 Cash0.99%
- 💰 Finance0.69%
- 🍞 Consumer Non Durables0.05%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 Nasdaq72.37%
- 🇺🇸 NYSE19.08%
- 🇭🇰 Hong Kong Exchanges5.86%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States68.52%
- 🇨🇳 China11.26%
- 🇰🇾 Cayman Islands5.04%
- 🇨🇦 Canada4.02%
- 🇮🇱 Israel2.6%
- 🇫🇷 France1.98%
Dividends
Dividend Yield
0.29%
2 out of 24 instruments pay dividend.
0 dividend payments in the next 30 days.
Highest Dividend: $01128.HK (6.54%)
Performance Metrics
Score 2.7/10
Beta
1.05
1.05
0
0.8
1.2
0
2
Sharpe Ratio
0.07
0.07
0
0.5
1
1.5
1.5
Sortino Ratio
0.11
0.11
0
1
2
3
3
Jensen's Alpha
-9.9
-9.9
-10
0
2
4.5
4.5
Omega Ratio
0.72
0.72
0
1
1.5
2.5
2.5
Treynor Ratio
0.16
0.16
0
0.75
1.25
2
2
Information Ratio
-0.42
-0.42
-1
0.3
0.6
1
1
Calmar Ratio
0.01
0.01
0
0.3
0.6
1
1
Beta
1.05
1.05
0
0.8
1.2
0
2
Sharpe Ratio
0.07
0.07
0
0.5
1
1.5
1.5
Sortino Ratio
0.11
0.11
0
1
2
3
3
Jensen's Alpha
-9.9
-9.9
-10
0
2
4.5
4.5
Omega Ratio
0.72
0.72
0
1
1.5
2.5
2.5
Treynor Ratio
0.16
0.16
0
0.75
1.25
2
2
Information Ratio
-0.42
-0.42
-1
0.3
0.6
1
1
Calmar Ratio
0.01
0.01
0
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
-29.35
High:
OKTA
61.35OKTALow:
CRSR
-46.15CRSRDetails
PEG Ratio
-37.89
High:
FVRR
119.77FVRRLow:
FSLY
-146.87FSLYDetails
Price/Book
3.17
High:
NIO
27.43NIOLow:
01128.HK
-2.1201128.HKDetails
Price/Sales
1.82
High:
SRG.US
8.63SRG.USLow:
COCP
-COCPDetails
Price/CF
14.87
High:
SKLZ
652.51SKLZLow:
IDEXQ
0.73IDEXQDetails
Price/FCF
20.07
High:
0968.HK
99.420968.HKLow:IDEXQ
0.76IDEXQDetails
P/E Ratio
-29.35
High:OKTA
61.35OKTALow:CRSR
-46.15CRSRDetails
PEG Ratio
-37.89
High:FVRR
119.77FVRRLow:FSLY
-146.87FSLYDetails
Price/Book
3.17
High:NIO
27.43NIOLow:01128.HK
-2.1201128.HKDetails
Price/Sales
1.82
High:SRG.US
8.63SRG.USLow:COCP
-COCPDetails
Price/CF
14.87
High:SKLZ
652.51SKLZLow:IDEXQ
0.73IDEXQDetails
Price/FCF
20.07
High:0968.HK
99.420968.HKLow:IDEXQ
0.76IDEXQDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-67.44% | Jul 2021 | - | 58 |
-13.12% | Feb 2020 | Nov 2020 | 9 |
-10.65% | May 2019 | Aug 2019 | 3 |
-8.24% | Mar 2021 | Jun 2021 | 3 |
-8.15% | Dec 2018 | Feb 2019 | 2 |