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+0.19%
This Month
-12.49%
Year To Date
-80.11%
2 Years
-83.89%
5 Years
-83.89%
10 Years
-40.65%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 🏥 Health Services24%
- 🖥️ Technology Services18.63%
- 💵 Cash12.32%
- 🍞 Consumer Non Durables9.81%
- 💰 Finance9.58%
- 🛠️ Producer Manufacturing8.15%
- 💇♀️ Consumer Services4.9%
- 🛍️ Retail Trade4.63%
- 💻 Electronic Technology3.77%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE53.55%
- 🇺🇸 Nasdaq29.94%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States69.92%
- 🇱🇺 Luxembourg8.93%
- 🇨🇳 China4.63%
Dividends
Dividend Yield
0.77%
5 out of 15 instruments pay dividend.
0 dividend payments in the next 30 days.
Highest Dividend: $JD.US (3.93%)
Next Dividends
Stock | Type | Date | Pay Per Share |
|---|
Performance Metrics
Score 2.1/10
Beta
0.97
0.97
0
0.8
1.2
0
2
Sharpe Ratio
-0.7
-0.7
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.75
-0.75
-1
1
2
3
3
Jensen's Alpha
-37.56
-37.56
-38
0
2
4.5
4.5
Omega Ratio
0.34
0.34
0
1
1.5
2.5
2.5
Treynor Ratio
-3.03
-3.03
-4
0.75
1.25
2
2
Information Ratio
-0.97
-0.97
-1
0.3
0.6
1
1
Calmar Ratio
-0.45
-0.45
-1
0.3
0.6
1
1
Beta
0.97
0.97
0
0.8
1.2
0
2
Sharpe Ratio
-0.7
-0.7
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.75
-0.75
-1
1
2
3
3
Jensen's Alpha
-37.56
-37.56
-38
0
2
4.5
4.5
Omega Ratio
0.34
0.34
0
1
1.5
2.5
2.5
Treynor Ratio
-3.03
-3.03
-4
0.75
1.25
2
2
Information Ratio
-0.97
-0.97
-1
0.3
0.6
1
1
Calmar Ratio
-0.45
-0.45
-1
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
29.85
High:
APP
51.1APPLow:
OSCR
-8.6OSCRDetails
PEG Ratio
277.93
High:
CMG
1,342.9CMGLow:
ENVX
-16.43ENVXDetails
Price/Book
6.45
High:APP
76.52APPLow:
EOSE
-1.02EOSEDetails
Price/Sales
1.7
High:ENVX
34.74ENVXLow:
JD.US
0.21JD.USDetails
Price/CF
24.8
High:
HOOD
90.65HOODLow:OSCR
3.72OSCRDetails
Price/FCF
39.47
High:
NKE
947.69NKELow:OSCR
3.85OSCRDetails
P/E Ratio
29.85
High:APP
51.1APPLow:OSCR
-8.6OSCRDetails
PEG Ratio
277.93
High:CMG
1,342.9CMGLow:ENVX
-16.43ENVXDetails
Price/Book
6.45
High:APP
76.52APPLow:EOSE
-1.02EOSEDetails
Price/Sales
1.7
High:ENVX
34.74ENVXLow:JD.US
0.21JD.USDetails
Price/CF
24.8
High:HOOD
90.65HOODLow:OSCR
3.72OSCRDetails
Price/FCF
39.47
High:NKE
947.69NKELow:OSCR
3.85OSCRDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-89.68% | Sep 2023 | - | 31 |
-6.71% | Dec 2022 | Jan 2023 | 1 |
-2.97% | Feb 2023 | Mar 2023 | 1 |
-2.52% | May 2023 | Jun 2023 | 1 |