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+6.83%
This Month
+0.43%
Year To Date
+4.79%
2 Years
+57.69%
5 Years
+84.41%
10 Years
+11.06%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 🧬 Health Technology97.76%
- 💵 Cash1.99%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE45.87%
- 🇺🇸 Nasdaq39.5%
- 🇬🇧 LSE5.38%
- 🇨🇭 SIX3.6%
- 🇫🇷 Euronext Paris3.42%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States66.72%
- 🇮🇪 Ireland9.53%
- 🇩🇰 Denmark9.12%
- 🇬🇧 United Kingdom5.38%
- 🇨🇭 Switzerland3.6%
- 🇫🇷 France3.42%
Dividends
Dividend Yield
1.82%
12 out of 20 instruments pay dividend.
4 dividend payments in the next 30 days.
Highest Dividend: $PFE (6.98%)
Performance Metrics
Score 6.1/10
Beta
0.48
0.48
0
0.8
1.2
0
2
Sharpe Ratio
0.56
0.56
0
0.5
1
1.5
1.5
Sortino Ratio
0.93
0.93
0
1
2
3
3
Jensen's Alpha
2.14
2.14
-2
0
2
4.5
4.5
Omega Ratio
0.81
0.81
0
1
1.5
2.5
2.5
Treynor Ratio
1.37
1.37
0
0.75
1.25
2
2
Information Ratio
-0.28
-0.28
-1
0.3
0.6
1
1
Calmar Ratio
0.79
0.79
0
0.3
0.6
1
1
Beta
0.48
0.48
0
0.8
1.2
0
2
Sharpe Ratio
0.56
0.56
0
0.5
1
1.5
1.5
Sortino Ratio
0.93
0.93
0
1
2
3
3
Jensen's Alpha
2.14
2.14
-2
0
2
4.5
4.5
Omega Ratio
0.81
0.81
0
1
1.5
2.5
2.5
Treynor Ratio
1.37
1.37
0
0.75
1.25
2
2
Information Ratio
-0.28
-0.28
-1
0.3
0.6
1
1
Calmar Ratio
0.79
0.79
0
0.3
0.6
1
1
Portfolio Valuation
Based on weighted open stock positions
P/E Ratio
23.33
High:
PODD
101.75PODDLow:
ASND
-38.85ASNDDetails
PEG Ratio
243.19
High:
NBIX
2,774.22NBIXLow:ASND
-83ASNDDetails
Price/Book
5.8
High:
LLY
38.04LLYLow:ASND
-53.08ASNDDetails
Price/Sales
4.94
High:ASND
21.83ASNDLow:
TNDM
0.82TNDMDetails
Price/CF
18.46
High:TNDM
128.56TNDMLow:
BMY
5.93BMYDetails
Price/FCF
54.88
High:LLY
631.92LLYLow:BMY
9.8BMYDetails
P/E Ratio
23.33
High:PODD
101.75PODDLow:ASND
-38.85ASNDDetails
PEG Ratio
243.19
High:NBIX
2,774.22NBIXLow:ASND
-83ASNDDetails
Price/Book
5.8
High:LLY
38.04LLYLow:ASND
-53.08ASNDDetails
Price/Sales
4.94
High:ASND
21.83ASNDLow:TNDM
0.82TNDMDetails
Price/CF
18.46
High:TNDM
128.56TNDMLow:BMY
5.93BMYDetails
Price/FCF
54.88
High:LLY
631.92LLYLow:BMY
9.8BMYDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-12.6% | Aug 2023 | Mar 2024 | 7 |
-11.83% | Feb 2025 | - | 7 |
-8.83% | May 2022 | Oct 2022 | 5 |
-8.76% | Jul 2020 | Jan 2021 | 6 |
-6.62% | Sep 2024 | Jan 2025 | 4 |
-6.24% | Nov 2021 | Mar 2022 | 4 |
-4.39% | Feb 2020 | Apr 2020 | 2 |
-3.92% | Sep 2021 | Oct 2021 | 1 |
-3.12% | Jan 2023 | Mar 2023 | 2 |
-2.95% | Apr 2024 | Aug 2024 | 4 |
-2.19% | Feb 2021 | Apr 2021 | 2 |
-2.03% | May 2023 | Jun 2023 | 1 |