Loading...
-0.95%
This Month
+19.79%
Year To Date
+30.23%
2 Years
+241.03%
5 Years
+241.03%
10 Years
+34.24%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 🖥️ Technology Services68.33%
- 🪙 Cryptocurrencies15.99%
- 💰 Finance6.47%
- 💻 Electronic Technology6.24%
- 🛠️ Producer Manufacturing2.91%
- 💵 Cash0.03%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 Nasdaq77.48%
- 🌍 Digital Currency15.99%
- 🇺🇸 NYSE6.47%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States83.95%
Dividends
Dividend Yield
0.41%
3 out of 9 instruments pay dividend.
0 dividend payments in the next 30 days.
Highest Dividend: $BLK (1.86%)
Performance Metrics
Score 8.7/10
Beta
1.18
1.18
0
0.8
1.2
0
2
Sharpe Ratio
1.13
1.13
0
0.5
1
2
2
Sortino Ratio
2.14
2.14
0
1
2
3
3
Jensen's Alpha
18.08
18.08
-2
0
2
19
19
Omega Ratio
2.37
2.37
0
1
1.5
3
3
Treynor Ratio
1.95
1.95
0
0.75
1.25
2
2
Information Ratio
1.14
1.14
0
0.3
0.6
2
2
Calmar Ratio
1.23
1.23
0
0.3
0.6
2
2
Beta
1.18
1.18
0
0.8
1.2
0
2
Sharpe Ratio
1.13
1.13
0
0.5
1
2
2
Sortino Ratio
2.14
2.14
0
1
2
3
3
Jensen's Alpha
18.08
18.08
-2
0
2
19
19
Omega Ratio
2.37
2.37
0
1
1.5
3
3
Treynor Ratio
1.95
1.95
0
0.75
1.25
2
2
Information Ratio
1.14
1.14
0
0.3
0.6
2
2
Calmar Ratio
1.23
1.23
0
0.3
0.6
2
2
Portfolio Valuation
Based on current positions
P/E Ratio
24.29
High:
ENPH
46.45ENPHLow:
SMCI
6.19SMCIDetails
PEG Ratio
0.83
High:
BLK
2.16BLKLow:SMCI
0.02SMCIDetails
Price/Book
6.85
High:
MSFT
8.77MSFTLow:SMCI
1.9SMCIDetails
Price/Sales
8.21
High:MSFT
11.95MSFTLow:SMCI
0.41SMCIDetails
Price/CF
16.13
High:BLK
40.86BLKLow:
META
14.02METADetails
Price/FCF
93.66
High:BLK
570.8BLKLow:ENPH
32.95ENPHDetails
P/E Ratio
24.29
High:ENPH
46.45ENPHLow:SMCI
6.19SMCIDetails
PEG Ratio
0.83
High:BLK
2.16BLKLow:SMCI
0.02SMCIDetails
Price/Book
6.85
High:MSFT
8.77MSFTLow:SMCI
1.9SMCIDetails
Price/Sales
8.21
High:MSFT
11.95MSFTLow:SMCI
0.41SMCIDetails
Price/CF
16.13
High:BLK
40.86BLKLow:META
14.02METADetails
Price/FCF
93.66
High:BLK
570.8BLKLow:ENPH
32.95ENPHDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-26.66% | Jan 2025 | Sep 2025 | 8 |
-13.4% | Oct 2026 | - | 2 |
-12.37% | Nov 2025 | May 2026 | 6 |
-11.49% | Aug 2023 | Nov 2023 | 3 |
-8.42% | Aug 2022 | Nov 2022 | 3 |
-6.04% | Dec 2022 | Jan 2023 | 1 |
-4.81% | Apr 2024 | May 2024 | 1 |
-3.72% | Jan 2024 | Feb 2024 | 1 |
-3.19% | Jun 2022 | Jul 2022 | 1 |
-3.02% | Apr 2023 | May 2023 | 1 |
-1.34% | Jul 2026 | Aug 2026 | 1 |