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+12.52%
This Month
+5.7%
Year To Date
+75.37%
2 Years
+103.81%
5 Years
+578.93%
10 Years
+25%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💻 Electronic Technology40.93%
- 💰 Finance20.53%
- 🖥️ Technology Services20.24%
- 🛠️ Producer Manufacturing12.08%
- 🍞 Consumer Non Durables3.64%
- 🚗 Consumer Durables2.49%
- 💵 Cash0.23%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE47.53%
- 🇺🇸 Nasdaq35.96%
- 🇭🇰 Hong Kong Exchanges11.07%
- 🇨🇭 SIX5.35%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States46.56%
- 🇹🇼 Taiwan18%
- 🇩🇪 Germany12.41%
- 🇭🇰 Hong Kong11.07%
- 🇯🇵 Japan6.51%
- 🇨🇭 Switzerland5.35%
Dividends
Dividend Yield
1.33%
10 out of 12 instruments pay dividend.
0 dividend payments in the next 30 days.
Highest Dividend: $DB (3.52%)
Performance Metrics
Score 7.5/10
Beta
1.04
1.04
0
0.8
1.2
0
2
Sharpe Ratio
0.87
0.87
0
0.5
1
1.5
1.5
Sortino Ratio
1.69
1.69
0
1
2
3
3
Jensen's Alpha
11.66
11.66
-2
0
2
12
12
Omega Ratio
1.78
1.78
0
1
1.5
2.5
2.5
Treynor Ratio
1.75
1.75
0
0.75
1.25
2
2
Information Ratio
0.61
0.61
0
0.3
0.6
1
1
Calmar Ratio
0.65
0.65
0
0.3
0.6
1
1
Beta
1.04
1.04
0
0.8
1.2
0
2
Sharpe Ratio
0.87
0.87
0
0.5
1
1.5
1.5
Sortino Ratio
1.69
1.69
0
1
2
3
3
Jensen's Alpha
11.66
11.66
-2
0
2
12
12
Omega Ratio
1.78
1.78
0
1
1.5
2.5
2.5
Treynor Ratio
1.75
1.75
0
0.75
1.25
2
2
Information Ratio
0.61
0.61
0
0.3
0.6
1
1
Calmar Ratio
0.65
0.65
0
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
30.67
High:
AMAT
40.11AMATLow:
SONY
-108.83SONYDetails
PEG Ratio
96.68
High:
LOGN.ZU
368.29LOGN.ZULow:
DB
10.99DBDetails
Price/Book
8.58
High:AMAT
14.31AMATLow:DB
0.82DBDetails
Price/Sales
8.94
High:
TSM
14.3TSMLow:
0992.HK
0.270992.HKDetails
Price/CF
19.4
High:
ACMR
60.36ACMRLow:DB
1.03DBDetails
Price/FCF
44.23
High:TSM
86.82TSMLow:DB
1.09DBDetails
P/E Ratio
30.67
High:AMAT
40.11AMATLow:SONY
-108.83SONYDetails
PEG Ratio
96.68
High:LOGN.ZU
368.29LOGN.ZULow:DB
10.99DBDetails
Price/Book
8.58
High:AMAT
14.31AMATLow:DB
0.82DBDetails
Price/Sales
8.94
High:TSM
14.3TSMLow:0992.HK
0.270992.HKDetails
Price/CF
19.4
High:ACMR
60.36ACMRLow:DB
1.03DBDetails
Price/FCF
44.23
High:TSM
86.82TSMLow: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 |
-9.4% | Mar 2026 | Apr 2026 | 1 |
-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 |
-0.31% | Dec 2025 | Jan 2026 | 1 |