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+1.45%
This Month
+27.69%
Year To Date
+87.38%
2 Years
+155.91%
5 Years
+477.85%
10 Years
+24.52%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💻 Electronic Technology44.25%
- 💰 Finance23.47%
- 🖥️ Technology Services19.79%
- 🛠️ Producer Manufacturing3.98%
- 🍞 Consumer Non Durables3.57%
- 🚗 Consumer Durables3.34%
- 💵 Cash3.14%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE50.92%
- 🇺🇸 Nasdaq27.34%
- 🇭🇰 Hong Kong Exchanges13.06%
- 🇨🇭 SIX7.09%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States38.5%
- 🇩🇪 Germany15.65%
- 🇹🇼 Taiwan14.14%
- 🇭🇰 Hong Kong13.06%
- 🇯🇵 Japan9.96%
- 🇨🇭 Switzerland7.09%
Dividends
Dividend Yield
1.4%
10 out of 11 instruments pay dividend.
5 dividend payments in the next 30 days.
Highest Dividend: $0992.HK (3.56%)
Performance Metrics
Score 7.7/10
Beta
1.02
1.02
0
0.8
1.2
0
2
Sharpe Ratio
0.89
0.89
0
0.5
1
1.5
1.5
Sortino Ratio
1.76
1.76
0
1
2
3
3
Jensen's Alpha
12.14
12.14
-2
0
2
13
13
Omega Ratio
1.77
1.77
0
1
1.5
2.5
2.5
Treynor Ratio
1.86
1.86
0
0.75
1.25
2
2
Information Ratio
0.61
0.61
0
0.3
0.6
1
1
Calmar Ratio
0.68
0.68
0
0.3
0.6
1
1
Beta
1.02
1.02
0
0.8
1.2
0
2
Sharpe Ratio
0.89
0.89
0
0.5
1
1.5
1.5
Sortino Ratio
1.76
1.76
0
1
2
3
3
Jensen's Alpha
12.14
12.14
-2
0
2
13
13
Omega Ratio
1.77
1.77
0
1
1.5
2.5
2.5
Treynor Ratio
1.86
1.86
0
0.75
1.25
2
2
Information Ratio
0.61
0.61
0
0.3
0.6
1
1
Calmar Ratio
0.68
0.68
0
0.3
0.6
1
1
Portfolio Valuation
Based on weighted open stock positions
P/E Ratio
27.05
High:
MNST
39.62MNSTLow:
0992.HK
10.180992.HKDetails
PEG Ratio
82.28
High:
PHM
496.53PHMLow:
DB
12.7DBDetails
Price/Book
7.05
High:
MSFT
10.99MSFTLow:DB
0.9DBDetails
Price/Sales
7.13
High:MSFT
13.45MSFTLow:0992.HK
0.280992.HKDetails
Price/CF
14.07
High:MNST
30.01MNSTLow:DB
1.03DBDetails
Price/FCF
26.36
High:MSFT
78.08MSFTLow:DB
1.09DBDetails
P/E Ratio
27.05
High:MNST
39.62MNSTLow:0992.HK
10.180992.HKDetails
PEG Ratio
82.28
High:PHM
496.53PHMLow:DB
12.7DBDetails
Price/Book
7.05
High:MSFT
10.99MSFTLow:DB
0.9DBDetails
Price/Sales
7.13
High:MSFT
13.45MSFTLow:0992.HK
0.280992.HKDetails
Price/CF
14.07
High:MNST
30.01MNSTLow:DB
1.03DBDetails
Price/FCF
26.36
High:MSFT
78.08MSFTLow:DB
1.09DBDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-36.29% | Apr 2021 | Dec 2023 | 32 |
-18.27% | Feb 2020 | Aug 2020 | 6 |
-15.18% | Sep 2018 | Apr 2019 | 7 |
-12.05% | May 2019 | Jul 2019 | 2 |
-10.33% | Nov 2017 | Jan 2018 | 2 |
-7.35% | Feb 2018 | Jun 2018 | 4 |
-6.17% | Feb 2025 | May 2025 | 3 |
-5.13% | Jan 2024 | Mar 2024 | 2 |
-3.69% | Jul 2024 | Dec 2024 | 5 |
-1.77% | Oct 2020 | Nov 2020 | 1 |
-1.67% | Aug 2019 | Nov 2019 | 3 |
-1.13% | Apr 2024 | May 2024 | 1 |