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+12.2%
This Month
+18.53%
Year To Date
+18.53%
2 Years
+18.53%
5 Years
+18.53%
10 Years
+18.53%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 🖥️ Technology Services70.14%
- 🛍️ Retail Trade9.18%
- 💻 Electronic Technology8.12%
- 🍞 Consumer Non Durables6.31%
- 🧬 Health Technology4.64%
- 💰 Finance0.84%
- 💼 Commercial Services0.77%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 Nasdaq59.84%
- 🇺🇸 NYSE40.16%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States94.68%
- 🇩🇰 Denmark2.25%
- 🇮🇪 Ireland1.7%
- 🇨🇦 Canada0.77%
- 🇸🇬 Singapore0.6%
Dividends
Dividend Yield
0.43%
9 out of 23 instruments pay dividend.
2 dividend payments in the next 30 days.
Highest Dividend: $PAYX (4.64%)
Performance Metrics
Score 7.1/10
Beta
-1.57
-1.57
-2
0.8
1.2
-2
2
Sharpe Ratio
1.96
1.96
0
0.5
1
2
2
Sortino Ratio
10
10
0
1
2
10
10
Jensen's Alpha
-27.76
-27.76
-28
0
2
4.5
4.5
Omega Ratio
12.69
12.69
0
1
1.5
13
13
Treynor Ratio
-1.61
-1.61
-2
0.75
1.25
2
2
Information Ratio
2.76
2.76
0
0.3
0.6
3
3
Calmar Ratio
10
10
0
0.3
0.6
10
10
Beta
-1.57
-1.57
-2
0.8
1.2
-2
2
Sharpe Ratio
1.96
1.96
0
0.5
1
2
2
Sortino Ratio
10
10
0
1
2
10
10
Jensen's Alpha
-27.76
-27.76
-28
0
2
4.5
4.5
Omega Ratio
12.69
12.69
0
1
1.5
13
13
Treynor Ratio
-1.61
-1.61
-2
0.75
1.25
2
2
Information Ratio
2.76
2.76
0
0.3
0.6
3
3
Calmar Ratio
10
10
0
0.3
0.6
10
10
Portfolio Valuation
Based on current positions
P/E Ratio
28.17
High:
APPN
1,375.95APPNLow:
WK
-120.82WKDetails
PEG Ratio
332.41
High:
ACN
3,265.22ACNLow:WK
-228.13WKDetails
Price/Book
7.05
High:
SEZL
16.06SEZLLow:WK
-594.07WKDetails
Price/Sales
6.23
High:
SHOP
14.8SHOPLow:
SMCI
0.71SMCIDetails
Price/CF
19.91
High:SHOP
103.19SHOPLow:ACN
9.94ACNDetails
Price/FCF
66.99
High:
NKE
947.69NKELow:
ADBE
10.45ADBEDetails
P/E Ratio
28.17
High:APPN
1,375.95APPNLow:WK
-120.82WKDetails
PEG Ratio
332.41
High:ACN
3,265.22ACNLow:WK
-228.13WKDetails
Price/Book
7.05
High:SEZL
16.06SEZLLow:WK
-594.07WKDetails
Price/Sales
6.23
High:SHOP
14.8SHOPLow:SMCI
0.71SMCIDetails
Price/CF
19.91
High:SHOP
103.19SHOPLow:ACN
9.94ACNDetails
Price/FCF
66.99
High:NKE
947.69NKELow:ADBE
10.45ADBEDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|