-1.03%
Today
-10.54%
This Month
-14.96%
Year To Date
+17.41%
2 Years
+52.7%
5 Years
+9.37%
Annualized
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- S&P 500
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Diversification
Sectors Breakdown
- Sector
- Total
- ๐ฅ๏ธ Technology Services23.13%
- ๐ป Electronic Technology18.58%
- ๐ Consumer Durables13.95%
- ๐ ๏ธ Producer Manufacturing12.96%
- ๐ญ Industrial Services9.65%
- ๐ฐ Finance7.68%
- ๐ Transportation7.42%
- ๐โโ๏ธ Consumer Services5.37%
- ๐ ETFs1.01%
- ๐ต Cash0.27%
Exchanges Breakdown
- Exchange
- Total
- ๐บ๐ธ Nasdaq62.13%
- ๐บ๐ธ NYSE17.99%
- ๐ญ๐ฐ Hong Kong Exchanges6.87%
- ๐จ๐ญ SIX6.09%
- ๐ฉ๐ช FRA3.61%
- ๐ฌ๐ง LSE3.05%
Countries Breakdown
- Country
- Total
- ๐บ๐ธ United States63.55%
- ๐จ๐ณ China11.05%
- ๐ธ๐ฌ Singapore7.42%
- ๐จ๐ญ Switzerland6.09%
- ๐ฌ๐ง United Kingdom3.88%
- ๐ฉ๐ช Germany3.61%
- ๐จ๐ฆ Canada3.13%
Dividends
Dividend Yield
1.2%
11 out of 22 instruments pay dividend.
0 dividend payments in the next 30 days.
Highest Dividend: $TRIG.L (9%)
Performance Metrics
Score 5.7/10
Beta
0.78
0.78
0
0.8
1.2
0
2
Sharpe Ratio
0.57
0.57
0
0.5
1
1.5
1.5
Sortino Ratio
0.99
0.99
0
1
2
3
3
Jensen's Alpha
2.08
2.08
-2
0
2
4.5
4.5
Omega Ratio
0.99
0.99
0
1
1.5
2.5
2.5
Treynor Ratio
1.09
1.09
0
0.75
1.25
2
2
Information Ratio
-0.02
-0.02
-1
0.3
0.6
1
1
Calmar Ratio
0.41
0.41
0
0.3
0.6
1
1
Beta
0.78
0.78
0
0.8
1.2
0
2
Sharpe Ratio
0.57
0.57
0
0.5
1
1.5
1.5
Sortino Ratio
0.99
0.99
0
1
2
3
3
Jensen's Alpha
2.08
2.08
-2
0
2
4.5
4.5
Omega Ratio
0.99
0.99
0
1
1.5
2.5
2.5
Treynor Ratio
1.09
1.09
0
0.75
1.25
2
2
Information Ratio
-0.02
-0.02
-1
0.3
0.6
1
1
Calmar Ratio
0.41
0.41
0
0.3
0.6
1
1
Portfolio Valuation
Based on weighted open stock positions
P/E Ratio
26.96
High:
TSLA
117.47
Low:
NET
-419.53
Details
PEG Ratio
31.61
High:
ABBN.ZU
600.63
Low:
NET
-721.77
Details
Price/Book
8.93
High:
NET
32
Low:
BKNG
-35.11
Details
Price/Sales
6.77
High:
ARM
25.26
Low:
CSIQ
0.09
Details
Price/CF
26.28
High:
ARM
162.85
Low:
VOW3.DE
2.56
Details
Price/FCF
52.4
High:
TSLA
396.62
Low:
MODG
13
Details
Drawdowns
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- S&P 500
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Worst Drawdowns
Depth | Start | End | Total months |
---|---|---|---|
-28.74% | Nov 2021 | Mar 2024 | 28 |
-16.77% | Feb 2025 | - | 3 |
-6.79% | Feb 2020 | Apr 2020 | 2 |
-4.75% | Jul 2024 | Nov 2024 | 4 |
-3.81% | Sep 2020 | Nov 2020 | 2 |
-3.59% | Sep 2021 | Oct 2021 | 1 |
-2.53% | Apr 2024 | May 2024 | 1 |
-1.87% | Dec 2024 | Jan 2025 | 1 |
-0.51% | Jan 2021 | Mar 2021 | 2 |