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-1.73%
This Month
+11.31%
Year To Date
+28.01%
2 Years
+85.32%
5 Years
+185.32%
10 Years
-36.14%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 📊 ETFs52.06%
- 💻 Electronic Technology22.24%
- 🖥️ Technology Services20.66%
- 💵 Cash9.69%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 Nasdaq67.97%
- 🇺🇸 NYSE26.99%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States42.9%
Dividends
Dividend Yield
0.21%
2 out of 4 instruments pay dividend.
0 dividend payments in the next 30 days.
Highest Dividend: $MSFT (0.67%)
Performance Metrics
Score 6.3/10
Beta
0.59
0.59
0
0.8
1.2
0
2
Sharpe Ratio
0.62
0.62
0
0.5
1
1.5
1.5
Sortino Ratio
1.4
1.4
0
1
2
3
3
Jensen's Alpha
2.68
2.68
-2
0
2
4.5
4.5
Omega Ratio
0.88
0.88
0
1
1.5
2.5
2.5
Treynor Ratio
1.35
1.35
0
0.75
1.25
2
2
Information Ratio
-0.16
-0.16
-1
0.3
0.6
1
1
Calmar Ratio
0.82
0.82
0
0.3
0.6
1
1
Beta
0.59
0.59
0
0.8
1.2
0
2
Sharpe Ratio
0.62
0.62
0
0.5
1
1.5
1.5
Sortino Ratio
1.4
1.4
0
1
2
3
3
Jensen's Alpha
2.68
2.68
-2
0
2
4.5
4.5
Omega Ratio
0.88
0.88
0
1
1.5
2.5
2.5
Treynor Ratio
1.35
1.35
0
0.75
1.25
2
2
Information Ratio
-0.16
-0.16
-1
0.3
0.6
1
1
Calmar Ratio
0.82
0.82
0
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
33.96
High:
AAPL
38.94AAPLLow:
MSFT
29.03MSFTDetails
PEG Ratio
1.38
High:AAPL
1.92AAPLLow:MSFT
0.81MSFTDetails
Price/Book
16.26
High:AAPL
45.31AAPLLow:MSFT
8.77MSFTDetails
Price/Sales
11.19
High:MSFT
11.95MSFTLow:AAPL
10.68AAPLDetails
Price/CF
25.9
High:AAPL
34.39AAPLLow:MSFT
19.5MSFTDetails
Price/FCF
57.26
High:MSFT
116MSFTLow:AAPL
41.47AAPLDetails
P/E Ratio
33.96
High:AAPL
38.94AAPLLow:MSFT
29.03MSFTDetails
PEG Ratio
1.38
High:AAPL
1.92AAPLLow:MSFT
0.81MSFTDetails
Price/Book
16.26
High:AAPL
45.31AAPLLow:MSFT
8.77MSFTDetails
Price/Sales
11.19
High:MSFT
11.95MSFTLow:AAPL
10.68AAPLDetails
Price/CF
25.9
High:AAPL
34.39AAPLLow:MSFT
19.5MSFTDetails
Price/FCF
57.26
High:MSFT
116MSFTLow:AAPL
41.47AAPLDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-99.85% | Jan 2013 | - | 167 |