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+5.95%
This Month
-2.13%
Year To Date
+21.65%
2 Years
+17.54%
5 Years
+17.54%
10 Years
+4.61%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 🖥️ Technology Services33.06%
- 🧩 Miscellaneous25.65%
- 🧬 Health Technology7.95%
- 💼 Commercial Services7.61%
- 💵 Cash7.12%
- 💰 Finance4.77%
- 🚗 Consumer Durables3.42%
- 🛍️ Retail Trade3%
- 🏥 Health Services2.98%
- 🍞 Consumer Non Durables1.95%
- 💇♀️ Consumer Services0.92%
Exchanges Breakdown
- Exchange
- Total
- 🇬🇧 LSE31.36%
- 🇺🇸 Nasdaq30.58%
- 🇺🇸 NYSE26.93%
- 🇩🇪 FRA1.64%
- 🇮🇹 Borsa Italiana0.79%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States50.31%
- 🇬🇧 United Kingdom4.79%
- 🇸🇬 Singapore3%
- 🇨🇦 Canada2.25%
- 🇮🇪 Ireland1.89%
- 🇩🇪 Germany1.64%
- 🇨🇳 China1%
- 🇳🇱 Netherlands0.79%
Dividends
Dividend Yield
0.7%
16 out of 38 instruments pay dividend.
3 dividend payments in the next 30 days.
Highest Dividend: $STLAM.MI (9.25%)
Dividend Yield Breakdown
Instrument | Portfolio Yield | Company Yield | Per Share |
|---|---|---|---|
 MBG.DE | 0.11% | 6.75% | $5.3 |
 STLAM.MI | 0.07% | 9.25% | $1.55 |
 REL.L | 0.07% | 2.49% | $0.59 |
 NKE | 0.07% | 3.48% | $1.45 |
 TRI | 0.06% | 2.68% | $2.07 |
 ACN | 0.06% | 3.11% | $4.99 |
 FIS | 0.06% | 3.41% | $1.76 |
 ABT | 0.04% | 2.55% | $2.16 |
 ELV | 0.04% | 2.14% | $6.22 |
 LSEG.L | 0.03% | 1.6% | $1.15 |
 INTU | 0.02% | 1.07% | $3.6 |
 LDOS | 0.02% | 1.08% | $1.5 |
 MSFT | 0.02% | 0.85% | $3 |
 GPN | 0.01% | 1.38% | $1 |
 KKR | 0.01% | 0.71% | $0.67 |
 REGN | 0.01% | 0.48% | - |
Performance Metrics
Score 4.2/10
Beta
-0.15
-0.15
-1
0.8
1.2
-1
2
Sharpe Ratio
0.02
0.02
0
0.5
1
1.5
1.5
Sortino Ratio
0.03
0.03
0
1
2
3
3
Jensen's Alpha
1.53
1.53
-2
0
2
4.5
4.5
Omega Ratio
0.81
0.81
0
1
1.5
2.5
2.5
Treynor Ratio
-0.26
-0.26
-1
0.75
1.25
2
2
Information Ratio
-0.23
-0.23
-1
0.3
0.6
1
1
Calmar Ratio
0.08
0.08
0
0.3
0.6
1
1
Beta
-0.15
-0.15
-1
0.8
1.2
-1
2
Sharpe Ratio
0.02
0.02
0
0.5
1
1.5
1.5
Sortino Ratio
0.03
0.03
0
1
2
3
3
Jensen's Alpha
1.53
1.53
-2
0
2
4.5
4.5
Omega Ratio
0.81
0.81
0
1
1.5
2.5
2.5
Treynor Ratio
-0.26
-0.26
-1
0.75
1.25
2
2
Information Ratio
-0.23
-0.23
-1
0.3
0.6
1
1
Calmar Ratio
0.08
0.08
0
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
30.95
High:
HUBS
255.74HUBSLow:
ZS
-315.34ZSDetails
PEG Ratio
420.89
High:ACN
3,265.22ACNLow:
TEAM
-216.66TEAMDetails
Price/Book
4.94
High:REL.L
20.8REL.LLow:STLAM.MI
0.4STLAM.MIDetails
Price/Sales
3.94
High:
MSTR
105.23MSTRLow:
CNC
0.1CNCDetails
Price/CF
19.51
High:MSTR
7,511.07MSTRLow:MBG.DE
3.21MBG.DEDetails
Price/FCF
41.67
High:MSTR
1,187.5MSTRLow:CNC
4.68CNCDetails
P/E Ratio
30.95
High:HUBS
255.74HUBSLow:ZS
-315.34ZSDetails
PEG Ratio
420.89
High:ACN
3,265.22ACNLow:TEAM
-216.66TEAMDetails
Price/Book
4.94
High:REL.L
20.8REL.LLow:STLAM.MI
0.4STLAM.MIDetails
Price/Sales
3.94
High:MSTR
105.23MSTRLow:CNC
0.1CNCDetails
Price/CF
19.51
High:MSTR
7,511.07MSTRLow:MBG.DE
3.21MBG.DEDetails
Price/FCF
41.67
High:MSTR
1,187.5MSTRLow:CNC
4.68CNCDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-32.51% | Oct 2022 | - | 43 |
-11.19% | Jul 2022 | Aug 2022 | 1 |
-3.7% | May 2022 | Jun 2022 | 1 |