Loading...
-3.95%
This Month
-1.5%
Year To Date
+84.62%
2 Years
+57.26%
5 Years
+54.84%
10 Years
+10.2%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💵 Cash58.06%
- 💰 Finance14.95%
- 🧬 Health Technology13.68%
- 🖥️ Technology Services12.95%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE28.63%
- 🇺🇸 Nasdaq12.95%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States41.59%
Dividends
Performance Metrics
Score 3.3/10
Beta
1.76
1.76
0
0.8
1.2
0
2
Sharpe Ratio
0.35
0.35
0
0.5
1
1.5
1.5
Sortino Ratio
0.52
0.52
0
1
2
3
3
Jensen's Alpha
-5.83
-5.83
-6
0
2
4.5
4.5
Omega Ratio
1.06
1.06
0
1
1.5
2.5
2.5
Treynor Ratio
0.59
0.59
0
0.75
1.25
2
2
Information Ratio
0.08
0.08
0
0.3
0.6
1
1
Calmar Ratio
0.14
0.14
0
0.3
0.6
1
1
Beta
1.76
1.76
0
0.8
1.2
0
2
Sharpe Ratio
0.35
0.35
0
0.5
1
1.5
1.5
Sortino Ratio
0.52
0.52
0
1
2
3
3
Jensen's Alpha
-5.83
-5.83
-6
0
2
4.5
4.5
Omega Ratio
1.06
1.06
0
1
1.5
2.5
2.5
Treynor Ratio
0.59
0.59
0
0.75
1.25
2
2
Information Ratio
0.08
0.08
0
0.3
0.6
1
1
Calmar Ratio
0.14
0.14
0
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
27.52
High:
GOOG
28.08GOOGLow:
BMY
18.02BMYDetails
PEG Ratio
45.13
High:GOOG
82.13GOOGLow:BMY
10.1BMYDetails
Price/Book
8.64
High:GOOG
8.83GOOGLow:
AUB
1.06AUBDetails
Price/Sales
8.43
High:GOOG
9.21GOOGLow:AUB
2.6AUBDetails
Price/CF
21.75
High:GOOG
23.3GOOGLow:BMY
7.78BMYDetails
Price/FCF
54.31
High:GOOG
60.7GOOGLow:BMY
14.11BMYDetails
P/E Ratio
27.52
High:GOOG
28.08GOOGLow:BMY
18.02BMYDetails
PEG Ratio
45.13
High:GOOG
82.13GOOGLow:BMY
10.1BMYDetails
Price/Book
8.64
High:GOOG
8.83GOOGLow:AUB
1.06AUBDetails
Price/Sales
8.43
High:GOOG
9.21GOOGLow:AUB
2.6AUBDetails
Price/CF
21.75
High:GOOG
23.3GOOGLow:BMY
7.78BMYDetails
Price/FCF
54.31
High:GOOG
60.7GOOGLow:BMY
14.11BMYDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-69.14% | Nov 2021 | Jan 2025 | 38 |
-28.6% | Feb 2025 | Jul 2025 | 5 |
-7.9% | Feb 2026 | - | 2 |
-5.36% | Nov 2025 | Jan 2026 | 2 |
-0.54% | Sep 2021 | Oct 2021 | 1 |