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+2.17%
This Month
+2.01%
Year To Date
+122.52%
2 Years
+152.32%
5 Years
+152.32%
10 Years
+37.35%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 🖥️ Technology Services19.5%
- 💰 Finance19.43%
- 🧬 Health Technology19.2%
- 📡 Communications9.97%
- 💻 Electronic Technology9.88%
- 💇♀️ Consumer Services9.87%
- 🏭 Industrial Services9.68%
- 💵 Cash2.52%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE68.08%
- 🇺🇸 Nasdaq29.44%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States87.84%
- 🇨🇦 Canada9.68%
Dividends
Dividend Yield
1.63%
7 out of 10 instruments pay dividend.
2 dividend payments in the next 30 days.
Highest Dividend: $ENB (5.59%)
Performance Metrics
Score 8.4/10
Beta
0.66
0.66
0
0.8
1.2
0
2
Sharpe Ratio
1.29
1.29
0
0.5
1
2
2
Sortino Ratio
3.19
3.19
0
1
2
4
4
Jensen's Alpha
22.39
22.39
-2
0
2
23
23
Omega Ratio
1.97
1.97
0
1
1.5
2.5
2.5
Treynor Ratio
3.82
3.82
0
0.75
1.25
4
4
Information Ratio
0.69
0.69
0
0.3
0.6
1
1
Calmar Ratio
3.19
3.19
0
0.3
0.6
4
4
Beta
0.66
0.66
0
0.8
1.2
0
2
Sharpe Ratio
1.29
1.29
0
0.5
1
2
2
Sortino Ratio
3.19
3.19
0
1
2
4
4
Jensen's Alpha
22.39
22.39
-2
0
2
23
23
Omega Ratio
1.97
1.97
0
1
1.5
2.5
2.5
Treynor Ratio
3.82
3.82
0
0.75
1.25
4
4
Information Ratio
0.69
0.69
0
0.3
0.6
1
1
Calmar Ratio
3.19
3.19
0
0.3
0.6
4
4
Portfolio Valuation
Based on weighted open stock positions
P/E Ratio
30.94
High:
GWRE
316.69GWRELow:
INSM
-25.59INSMDetails
PEG Ratio
293.46
High:
T
1,906.16TLow:
GILD
4.55GILDDetails
Price/Book
3.8
High:
APP
168.94APPLow:
BK
1.94BKDetails
Price/Sales
3.69
High:INSM
69.39INSMLow:T
1.72TDetails
Price/CF
12.13
High:GWRE
64.86GWRELow:T
5.1TDetails
Price/FCF
36.68
High:
WELL
323.93WELLLow:T
18.3TDetails
P/E Ratio
30.94
High:GWRE
316.69GWRELow:INSM
-25.59INSMDetails
PEG Ratio
293.46
High:T
1,906.16TLow:GILD
4.55GILDDetails
Price/Book
3.8
High:APP
168.94APPLow:BK
1.94BKDetails
Price/Sales
3.69
High:INSM
69.39INSMLow:T
1.72TDetails
Price/CF
12.13
High:GWRE
64.86GWRELow:T
5.1TDetails
Price/FCF
36.68
High:WELL
323.93WELLLow:T
18.3TDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-11.77% | Feb 2025 | - | 8 |
-9.05% | Aug 2023 | Oct 2023 | 2 |
-6.78% | Apr 2024 | May 2024 | 1 |
-5.45% | Jul 2024 | Oct 2024 | 3 |
-2.21% | Dec 2022 | Jan 2023 | 1 |
-1.84% | Dec 2024 | Jan 2025 | 1 |
-1.21% | Feb 2023 | Mar 2023 | 1 |