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-2.99%
This Month
-8.29%
Year To Date
-49.56%
2 Years
-11.23%
5 Years
+129.96%
10 Years
+16.35%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 📊 ETFs73.6%
- 🖥️ Technology Services26.18%
- 💵 Cash0.16%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 Nasdaq74.11%
- 🇺🇸 NYSE25.66%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States26.18%
Dividends
Dividend Yield
0.22%
1 out of 3 instruments pay dividend.
0 dividend payments in the next 30 days.
Highest Dividend: $CRM (0.87%)
Dividend Yield Breakdown
Instrument | Portfolio Yield | Company Yield | Per Share |
|---|---|---|---|
 CRM | 0.22% | 0.87% | $0.4 |
Next Dividends
Stock | Type | Date | Pay Per Share |
|---|
Performance Metrics
Score 6.2/10
Beta
0.82
0.82
0
0.8
1.2
0
2
Sharpe Ratio
0.46
0.46
0
0.5
1
1.5
1.5
Sortino Ratio
0.94
0.94
0
1
2
3
3
Jensen's Alpha
16.99
16.99
-2
0
2
17
17
Omega Ratio
1.2
1.2
0
1
1.5
2.5
2.5
Treynor Ratio
2.89
2.89
0
0.75
1.25
3
3
Information Ratio
0.21
0.21
0
0.3
0.6
1
1
Calmar Ratio
0.32
0.32
0
0.3
0.6
1
1
Beta
0.82
0.82
0
0.8
1.2
0
2
Sharpe Ratio
0.46
0.46
0
0.5
1
1.5
1.5
Sortino Ratio
0.94
0.94
0
1
2
3
3
Jensen's Alpha
16.99
16.99
-2
0
2
17
17
Omega Ratio
1.2
1.2
0
1
1.5
2.5
2.5
Treynor Ratio
2.89
2.89
0
0.75
1.25
3
3
Information Ratio
0.21
0.21
0
0.3
0.6
1
1
Calmar Ratio
0.32
0.32
0
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
25
High:CRM
25CRMLow:
MONDQ
-MONDQDetails
PEG Ratio
111.44
High:CRM
113.68CRMLow:MONDQ
-MONDQDetails
Price/Book
3.07
High:CRM
3.07CRMLow:MONDQ
-MONDQDetails
Price/Sales
4.42
High:CRM
4.42CRMLow:MONDQ
-MONDQDetails
Price/CF
13.31
High:MONDQ
121.92MONDQLow:CRM
13.31CRMDetails
Price/FCF
15.57
High:CRM
15.57CRMLow:CRM
15.57CRMDetails
P/E Ratio
25
High:CRM
25CRMLow:MONDQ
-MONDQDetails
PEG Ratio
111.44
High:CRM
113.68CRMLow:MONDQ
-MONDQDetails
Price/Book
3.07
High:CRM
3.07CRMLow:MONDQ
-MONDQDetails
Price/Sales
4.42
High:CRM
4.42CRMLow:MONDQ
-MONDQDetails
Price/CF
13.31
High:MONDQ
121.92MONDQLow:CRM
13.31CRMDetails
Price/FCF
15.57
High:CRM
15.57CRMLow:CRM
15.57CRMDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-50.6% | Mar 2024 | - | 25 |
-41.01% | Nov 2021 | Oct 2023 | 23 |
-31.74% | Feb 2021 | Mar 2021 | 1 |
-24.97% | Jul 2020 | Nov 2020 | 4 |
-15.78% | Jun 2021 | Aug 2021 | 2 |
-9.12% | Nov 2023 | Feb 2024 | 3 |
-5.01% | May 2020 | Jun 2020 | 1 |
-4.87% | Sep 2021 | Oct 2021 | 1 |
-1.53% | Apr 2021 | May 2021 | 1 |