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+0.61%
This Month
-2.87%
Year To Date
+45.23%
2 Years
-25.17%
5 Years
-25.41%
10 Years
-6.2%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💻 Electronic Technology34.92%
- 🛍️ Retail Trade22.34%
- 🚚 Transportation15.35%
- 💇♀️ Consumer Services8.39%
- 📡 Communications8.16%
- ⛏️ Energy Minerals5.11%
- 📊 ETFs3.33%
- 🍞 Consumer Non Durables2.39%
- 💵 Cash0%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 Nasdaq74.62%
- 🇺🇸 NYSE25.38%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States96.67%
Dividends
Dividend Yield
0.73%
6 out of 12 instruments pay dividend.
1 dividend payments in the next 30 days.
Highest Dividend: $T (3.93%)
Performance Metrics
Score 2.5/10
Beta
1.01
1.01
0
0.8
1.2
0
2
Sharpe Ratio
-0.12
-0.12
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.15
-0.15
-1
1
2
3
3
Jensen's Alpha
-12.39
-12.39
-13
0
2
4.5
4.5
Omega Ratio
0.65
0.65
0
1
1.5
2.5
2.5
Treynor Ratio
-0.3
-0.3
-1
0.75
1.25
2
2
Information Ratio
-0.48
-0.48
-1
0.3
0.6
1
1
Calmar Ratio
-0.08
-0.08
-1
0.3
0.6
1
1
Beta
1.01
1.01
0
0.8
1.2
0
2
Sharpe Ratio
-0.12
-0.12
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.15
-0.15
-1
1
2
3
3
Jensen's Alpha
-12.39
-12.39
-13
0
2
4.5
4.5
Omega Ratio
0.65
0.65
0
1
1.5
2.5
2.5
Treynor Ratio
-0.3
-0.3
-1
0.75
1.25
2
2
Information Ratio
-0.48
-0.48
-1
0.3
0.6
1
1
Calmar Ratio
-0.08
-0.08
-1
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
33.15
High:
COST
51.83COSTLow:
T
9.28TDetails
PEG Ratio
135.42
High:
MCD
529.75MCDLow:T
8.88TDetails
Price/Book
12.95
High:
NVDA
27.16NVDALow:MCD
-121.99MCDDetails
Price/Sales
8.04
High:NVDA
19.89NVDALow:
PTLO
0.52PTLODetails
Price/CF
30.61
High:NVDA
44.64NVDALow:
UAL
4.34UALDetails
Price/FCF
65.45
High:
AMZN
325.85AMZNLow:UAL
14.3UALDetails
P/E Ratio
33.15
High:COST
51.83COSTLow:T
9.28TDetails
PEG Ratio
135.42
High:MCD
529.75MCDLow:T
8.88TDetails
Price/Book
12.95
High:NVDA
27.16NVDALow:MCD
-121.99MCDDetails
Price/Sales
8.04
High:NVDA
19.89NVDALow:PTLO
0.52PTLODetails
Price/CF
30.61
High:NVDA
44.64NVDALow:UAL
4.34UALDetails
Price/FCF
65.45
High:AMZN
325.85AMZNLow:UAL
14.3UALDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-65.81% | May 2021 | - | 60 |