Loading...
+0.03%
This Month
-1.41%
Year To Date
+3.96%
2 Years
+33.39%
5 Years
+116.06%
10 Years
+11.71%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💵 Cash60.29%
- 🖥️ Technology Services9.38%
- 💰 Finance7.76%
- 🧬 Health Technology6.61%
- 🏥 Health Services2.53%
- ⛏️ Energy Minerals2.22%
- 🏭 Industrial Services2.01%
- ⚡ Utilities1.56%
- 💇♀️ Consumer Services1.48%
- 💻 Electronic Technology1.33%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 Nasdaq20.95%
- 🇺🇸 NYSE13.93%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States28.86%
- 🇬🇧 United Kingdom2.01%
- 🇧🇷 Brazil1.56%
- 🇭🇰 Hong Kong1.48%
- 🇰🇾 Cayman Islands0.98%
Dividends
Performance Metrics
Score 3.6/10
Beta
0.98
0.98
0
0.8
1.2
0
2
Sharpe Ratio
0.35
0.35
0
0.5
1
1.5
1.5
Sortino Ratio
0.53
0.53
0
1
2
3
3
Jensen's Alpha
-2.32
-2.32
-3
0
2
4.5
4.5
Omega Ratio
0.89
0.89
0
1
1.5
2.5
2.5
Treynor Ratio
0.75
0.75
0
0.75
1.25
2
2
Information Ratio
-0.13
-0.13
-1
0.3
0.6
1
1
Calmar Ratio
0.18
0.18
0
0.3
0.6
1
1
Beta
0.98
0.98
0
0.8
1.2
0
2
Sharpe Ratio
0.35
0.35
0
0.5
1
1.5
1.5
Sortino Ratio
0.53
0.53
0
1
2
3
3
Jensen's Alpha
-2.32
-2.32
-3
0
2
4.5
4.5
Omega Ratio
0.89
0.89
0
1
1.5
2.5
2.5
Treynor Ratio
0.75
0.75
0
0.75
1.25
2
2
Information Ratio
-0.13
-0.13
-1
0.3
0.6
1
1
Calmar Ratio
0.18
0.18
0
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
14.43
High:
CRDO
56.82CRDOLow:
APLD
-52.68APLDDetails
PEG Ratio
1.95
High:
BAC
67.39BACLow:APLD
-76.82APLDDetails
Price/Book
1.46
High:
NKTR
16.42NKTRLow:
HPQ
-22.97HPQDetails
Price/Sales
1.31
High:
STTK
341.43STTKLow:
GLXY
0.08GLXYDetails
Price/CF
9.13
High:CRDO
70.78CRDOLow:
ENVA
2.28ENVADetails
Price/FCF
12.05
High:CRDO
84.8CRDOLow:ENVA
2.34ENVADetails
P/E Ratio
14.43
High:CRDO
56.82CRDOLow:APLD
-52.68APLDDetails
PEG Ratio
1.95
High:BAC
67.39BACLow:APLD
-76.82APLDDetails
Price/Book
1.46
High:NKTR
16.42NKTRLow:HPQ
-22.97HPQDetails
Price/Sales
1.31
High:STTK
341.43STTKLow:GLXY
0.08GLXYDetails
Price/CF
9.13
High:CRDO
70.78CRDOLow:ENVA
2.28ENVADetails
Price/FCF
12.05
High:CRDO
84.8CRDOLow:ENVA
2.34ENVADetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-43.99% | Nov 2021 | Dec 2023 | 25 |
-37.14% | May 2016 | Nov 2019 | 42 |
-12.02% | Feb 2025 | - | 14 |
-9.46% | Mar 2024 | Nov 2024 | 8 |
-8.19% | Sep 2021 | Oct 2021 | 1 |
-5.37% | Mar 2020 | Jun 2020 | 3 |
-3.2% | Sep 2020 | Nov 2020 | 2 |
-2.54% | Dec 2024 | Jan 2025 | 1 |
-1.57% | Mar 2021 | Apr 2021 | 1 |
-0.69% | Jan 2021 | Feb 2021 | 1 |
-0.1% | Jul 2021 | Aug 2021 | 1 |