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0%
This Month
+3.8%
Year To Date
+65.5%
2 Years
+36.75%
5 Years
+191.19%
10 Years
+12.99%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💼 Commercial Services37.11%
- 💰 Finance26.63%
- 🖥️ Technology Services18.88%
- 🛍️ Retail Trade14.94%
- 💻 Electronic Technology2.44%
- 💵 Cash0.01%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE52.44%
- 🇺🇸 Nasdaq47.56%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States85.06%
- 🇸🇬 Singapore7.7%
- 🇺🇾 Uruguay7.24%
Dividends
Dividend Yield
0.48%
7 out of 26 instruments pay dividend.
3 dividend payments in the next 30 days.
Highest Dividend: $WU (10.85%)
Performance Metrics
Score 4.2/10
Beta
1.26
1.26
0
0.8
1.2
0
2
Sharpe Ratio
0.54
0.54
0
0.5
1
1.5
1.5
Sortino Ratio
0.87
0.87
0
1
2
3
3
Jensen's Alpha
-1.53
-1.53
-2
0
2
4.5
4.5
Omega Ratio
1.09
1.09
0
1
1.5
2.5
2.5
Treynor Ratio
0.85
0.85
0
0.75
1.25
2
2
Information Ratio
0.11
0.11
0
0.3
0.6
1
1
Calmar Ratio
0.26
0.26
0
0.3
0.6
1
1
Beta
1.26
1.26
0
0.8
1.2
0
2
Sharpe Ratio
0.54
0.54
0
0.5
1
1.5
1.5
Sortino Ratio
0.87
0.87
0
1
2
3
3
Jensen's Alpha
-1.53
-1.53
-2
0
2
4.5
4.5
Omega Ratio
1.09
1.09
0
1
1.5
2.5
2.5
Treynor Ratio
0.85
0.85
0
0.75
1.25
2
2
Information Ratio
0.11
0.11
0
0.3
0.6
1
1
Calmar Ratio
0.26
0.26
0
0.3
0.6
1
1
Portfolio Valuation
Based on weighted open stock positions
P/E Ratio
34.85
High:
AFRM
690.55AFRMLow:
AVDX
-251.65AVDXDetails
PEG Ratio
170.14
High:AFRM
632.24AFRMLow:AVDX
-636.01AVDXDetails
Price/Book
10.61
High:
MA
68.68MALow:
GPN
0.95GPNDetails
Price/Sales
6.74
High:MA
17.89MALow:
BFH
0.66BFHDetails
Price/CF
22.83
High:
VYX
493.27VYXLow:BFH
1.45BFHDetails
Price/FCF
29.18
High:
SEZL
221.54SEZLLow:BFH
1.51BFHDetails
P/E Ratio
34.85
High:AFRM
690.55AFRMLow:AVDX
-251.65AVDXDetails
PEG Ratio
170.14
High:AFRM
632.24AFRMLow:AVDX
-636.01AVDXDetails
Price/Book
10.61
High:MA
68.68MALow:GPN
0.95GPNDetails
Price/Sales
6.74
High:MA
17.89MALow:BFH
0.66BFHDetails
Price/CF
22.83
High:VYX
493.27VYXLow:BFH
1.45BFHDetails
Price/FCF
29.18
High:SEZL
221.54SEZLLow:BFH
1.51BFHDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-50.67% | Sep 2021 | Jan 2025 | 40 |
-25.55% | Feb 2020 | Aug 2020 | 6 |
-14.51% | Feb 2025 | Jun 2025 | 4 |
-13.3% | Oct 2018 | Apr 2019 | 6 |
-8.03% | Sep 2020 | Nov 2020 | 2 |
-7.25% | Aug 2019 | Jan 2020 | 5 |
-3.98% | Jul 2025 | - | 2 |
-3.35% | May 2021 | Jun 2021 | 1 |
-2.88% | May 2019 | Jun 2019 | 1 |
-2.1% | Feb 2018 | May 2018 | 3 |
-1.79% | Mar 2021 | Apr 2021 | 1 |