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-0.27%
This Month
+2.04%
Year To Date
+40.72%
2 Years
+35.1%
5 Years
+860.32%
10 Years
+21.94%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 📈 Indexes60.08%
- 💵 Cash33.96%
- 💻 Electronic Technology3.57%
- 🛠️ Producer Manufacturing1.23%
- ❓ Other0.85%
Exchanges Breakdown
- Exchange
- Total
- 🌍 CFD60.08%
- 🇺🇸 Nasdaq5.64%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States4.79%
Dividends
Dividend Yield
0.04%
2 out of 9 instruments pay dividend.
0 dividend payments in the next 30 days.
Highest Dividend: $HON (2.72%)
Performance Metrics
Score 7.2/10
Beta
1.36
1.36
0
0.8
1.2
0
2
Sharpe Ratio
0.88
0.88
0
0.5
1
1.5
1.5
Sortino Ratio
1.53
1.53
0
1
2
3
3
Jensen's Alpha
9.01
9.01
-2
0
2
10
10
Omega Ratio
1.72
1.72
0
1
1.5
2.5
2.5
Treynor Ratio
1.51
1.51
0
0.75
1.25
2
2
Information Ratio
0.67
0.67
0
0.3
0.6
1
1
Calmar Ratio
0.55
0.55
0
0.3
0.6
1
1
Beta
1.36
1.36
0
0.8
1.2
0
2
Sharpe Ratio
0.88
0.88
0
0.5
1
1.5
1.5
Sortino Ratio
1.53
1.53
0
1
2
3
3
Jensen's Alpha
9.01
9.01
-2
0
2
10
10
Omega Ratio
1.72
1.72
0
1
1.5
2.5
2.5
Treynor Ratio
1.51
1.51
0
0.75
1.25
2
2
Information Ratio
0.67
0.67
0
0.3
0.6
1
1
Calmar Ratio
0.55
0.55
0
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
25.09
High:
NVDA
25.3NVDALow:
HON
9.76HONDetails
PEG Ratio
0.26
High:HON
0.42HONLow:NVDA
0.2NVDADetails
Price/Book
20.52
High:NVDA
21.1NVDALow:HON
3.23HONDetails
Price/Sales
15.53
High:NVDA
16.04NVDALow:HON
2.17HONDetails
Price/CF
37.37
High:NVDA
37.39NVDALow:HON
34.58HONDetails
Price/FCF
41.86
High:HON
66.36HONLow:NVDA
41.78NVDADetails
P/E Ratio
25.09
High:NVDA
25.3NVDALow:HON
9.76HONDetails
PEG Ratio
0.26
High:HON
0.42HONLow:NVDA
0.2NVDADetails
Price/Book
20.52
High:NVDA
21.1NVDALow:HON
3.23HONDetails
Price/Sales
15.53
High:NVDA
16.04NVDALow:HON
2.17HONDetails
Price/CF
37.37
High:NVDA
37.39NVDALow:HON
34.58HONDetails
Price/FCF
41.86
High:HON
66.36HONLow:NVDA
41.78NVDADetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-46.94% | Nov 2021 | May 2025 | 42 |
-27.56% | Oct 2018 | Mar 2019 | 5 |
-26.5% | Nov 2025 | - | 13 |
-14.23% | Feb 2020 | May 2020 | 3 |
-13.66% | Jan 2014 | Aug 2014 | 7 |
-10.43% | Dec 2015 | Jul 2016 | 7 |
-9.24% | Aug 2015 | Oct 2015 | 2 |
-8.98% | Aug 2019 | Nov 2019 | 3 |
-7.31% | Mar 2018 | May 2018 | 2 |
-7.27% | Sep 2020 | Nov 2020 | 2 |
-7.23% | Jun 2017 | Jul 2017 | 1 |
-6.41% | Sep 2014 | May 2015 | 8 |
-5.13% | May 2019 | Jun 2019 | 1 |
-5.09% | Nov 2016 | Jan 2017 | 2 |
-5.02% | Jul 2018 | Aug 2018 | 1 |
-4.86% | Sep 2021 | Oct 2021 | 1 |
-3.49% | Feb 2021 | Apr 2021 | 2 |
-1.65% | Dec 2017 | Jan 2018 | 1 |
-0.59% | Jul 2025 | Aug 2025 | 1 |
-0.07% | May 2021 | Jun 2021 | 1 |