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-2.65%
This Month
+2.85%
Year To Date
+28.2%
2 Years
+58.85%
5 Years
+9.71%
10 Years
+1.12%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 🖥️ Technology Services28.43%
- 💰 Finance20.07%
- 💻 Electronic Technology16.97%
- 🧩 Miscellaneous12.78%
- 🛍️ Retail Trade9.02%
- 🏥 Health Services3.33%
- 💼 Commercial Services2.67%
- 🚚 Transportation2.46%
- 📦 Distribution Services2.2%
- ⚡ Utilities2.07%
- 💵 Cash0.01%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 Nasdaq46.89%
- 🇺🇸 NYSE40.32%
- 🇬🇧 LSE12.78%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States77.75%
- 🇹🇼 Taiwan7.01%
- 🇸🇬 Singapore2.46%
Dividends
Dividend Yield
0.65%
17 out of 22 instruments pay dividend.
5 dividend payments in the next 30 days.
Highest Dividend: $KR (2.26%)
Dividend Yield Breakdown
Instrument | Portfolio Yield | Company Yield | Per Share |
|---|---|---|---|
 UNH | 0.07% | 2.25% | $7.74 |
 KR | 0.07% | 2.26% | $1.16 |
 BAC | 0.06% | 2.11% | $0.96 |
 TSM | 0.05% | 0.69% | $1.74 |
 AXP | 0.05% | 1.09% | $2.6 |
 MSFT | 0.05% | 0.83% | $3 |
 FAST | 0.04% | 1.97% | $1.48 |
 LHX | 0.04% | 1.62% | $4.6 |
 V | 0.04% | 0.81% | $2.01 |
 ORCL | 0.04% | 0.86% | $1.6 |
 AVGO | 0.03% | 0.62% | $19.7 |
 SPGI | 0.02% | 0.92% | $3.62 |
 MA | 0.02% | 0.68% | $2.46 |
 META | 0.02% | 0.34% | $1 |
 GOOG | 0.02% | 0.23% | $0.2 |
 VST | 0.01% | 0.6% | $0.85 |
 AAPL | 0.01% | 0.34% | $0.97 |
Performance Metrics
Score 2.9/10
Beta
0.58
0.58
0
0.8
1.2
0
2
Sharpe Ratio
0.06
0.06
0
0.5
1
1.5
1.5
Sortino Ratio
0.11
0.11
0
1
2
3
3
Jensen's Alpha
-5.12
-5.12
-6
0
2
4.5
4.5
Omega Ratio
0.66
0.66
0
1
1.5
2.5
2.5
Treynor Ratio
0.22
0.22
0
0.75
1.25
2
2
Information Ratio
-0.41
-0.41
-1
0.3
0.6
1
1
Calmar Ratio
0.02
0.02
0
0.3
0.6
1
1
Beta
0.58
0.58
0
0.8
1.2
0
2
Sharpe Ratio
0.06
0.06
0
0.5
1
1.5
1.5
Sortino Ratio
0.11
0.11
0
1
2
3
3
Jensen's Alpha
-5.12
-5.12
-6
0
2
4.5
4.5
Omega Ratio
0.66
0.66
0
1
1.5
2.5
2.5
Treynor Ratio
0.22
0.22
0
0.75
1.25
2
2
Information Ratio
-0.41
-0.41
-1
0.3
0.6
1
1
Calmar Ratio
0.02
0.02
0
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
30.15
High:AVGO
69.73AVGOLow:BAC
13.44BACDetails
PEG Ratio
143.85
High:META
376.16METALow:
GRAB
2.41GRABDetails
Price/Book
9.14
High:MA
63.6MALow:BAC
1.4BACDetails
Price/Sales
7.72
High:AVGO
27.07AVGOLow:KR
0.27KRDetails
Price/CF
18.71
High:GRAB
160.94GRABLow:KR
5.48KRDetails
Price/FCF
55.99
High:GRAB
1,625.54GRABLow:BAC
6.59BACDetails
P/E Ratio
30.15
High:AVGO
69.73AVGOLow:BAC
13.44BACDetails
PEG Ratio
143.85
High:META
376.16METALow:GRAB
2.41GRABDetails
Price/Book
9.14
High:MA
63.6MALow:BAC
1.4BACDetails
Price/Sales
7.72
High:AVGO
27.07AVGOLow:KR
0.27KRDetails
Price/CF
18.71
High:GRAB
160.94GRABLow:KR
5.48KRDetails
Price/FCF
55.99
High:GRAB
1,625.54GRABLow:BAC
6.59BACDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-38.19% | Nov 2021 | - | 56 |
-34.63% | May 2021 | Oct 2021 | 5 |
-8.5% | Apr 2014 | May 2014 | 1 |
-1.67% | Mar 2021 | Apr 2021 | 1 |