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-2.63%
This Month
-16.48%
Year To Date
+49.13%
2 Years
-36.94%
5 Years
-14.33%
10 Years
-2.77%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💇♀️ Consumer Services33.33%
- 🖥️ Technology Services30.62%
- 🛍️ Retail Trade15.04%
- 🛠️ Producer Manufacturing7.63%
- 💻 Electronic Technology6.42%
- 💰 Finance6.33%
- 🚗 Consumer Durables0.5%
- 💵 Cash0.07%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE45.47%
- 🇺🇸 Nasdaq40.34%
- 🇭🇰 Hong Kong Exchanges14.05%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States60.64%
- 🇨🇳 China39.22%
- 🇬🇧 United Kingdom0%
Dividends
Dividend Yield
0.81%
5 out of 16 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 2.7/10
Beta
0.68
0.68
0
0.8
1.2
0
2
Sharpe Ratio
-0.03
-0.03
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.04
-0.04
-1
1
2
3
3
Jensen's Alpha
-8.65
-8.65
-9
0
2
4.5
4.5
Omega Ratio
0.73
0.73
0
1
1.5
2.5
2.5
Treynor Ratio
-0.1
-0.1
-1
0.75
1.25
2
2
Information Ratio
-0.44
-0.44
-1
0.3
0.6
1
1
Calmar Ratio
-0.04
-0.04
-1
0.3
0.6
1
1
Beta
0.68
0.68
0
0.8
1.2
0
2
Sharpe Ratio
-0.03
-0.03
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.04
-0.04
-1
1
2
3
3
Jensen's Alpha
-8.65
-8.65
-9
0
2
4.5
4.5
Omega Ratio
0.73
0.73
0
1
1.5
2.5
2.5
Treynor Ratio
-0.1
-0.1
-1
0.75
1.25
2
2
Information Ratio
-0.44
-0.44
-1
0.3
0.6
1
1
Calmar Ratio
-0.04
-0.04
-1
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
21.51
High:
SBUX
80.94SBUXLow:
TEAM
-106.77TEAMDetails
PEG Ratio
203.08
High:
CMG
1,342.9CMGLow:TEAM
-232.81TEAMDetails
Price/Book
3.35
High:CMG
16.92CMGLow:SBUX
-13.19SBUXDetails
Price/Sales
1.42
High:
EH
14.29EHLow:
FTCHQ
-FTCHQDetails
Price/CF
15.28
High:FTCHQ
331.51FTCHQLow:
ZH
1.62ZHDetails
Price/FCF
54.26
High:SBUX
1,256.06SBUXLow:
JD.US
9.2JD.USDetails
P/E Ratio
21.51
High:SBUX
80.94SBUXLow:TEAM
-106.77TEAMDetails
PEG Ratio
203.08
High:CMG
1,342.9CMGLow:TEAM
-232.81TEAMDetails
Price/Book
3.35
High:CMG
16.92CMGLow:SBUX
-13.19SBUXDetails
Price/Sales
1.42
High:EH
14.29EHLow:FTCHQ
-FTCHQDetails
Price/CF
15.28
High:FTCHQ
331.51FTCHQLow:ZH
1.62ZHDetails
Price/FCF
54.26
High:SBUX
1,256.06SBUXLow:JD.US
9.2JD.USDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-63.81% | Feb 2021 | - | 62 |
-8.71% | Sep 2020 | Nov 2020 | 2 |