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-1.44%
This Month
+0.53%
Year To Date
-6.43%
2 Years
-5.18%
5 Years
-5.18%
10 Years
-1.24%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💵 Cash50.72%
- 📊 ETFs42.86%
- 💻 Electronic Technology7.76%
Exchanges Breakdown
- Exchange
- Total
- 🇩🇪 Xetra ETFs19.2%
- 🇺🇸 Chicago Board Options Exchange9.49%
- 🇬🇧 LSE8.47%
- 🇺🇸 Nasdaq7.76%
- 🇺🇸 NYSE5.69%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States7.76%
Dividends
Performance Metrics
Score 2.6/10
Beta
0.35
0.35
0
0.8
1.2
0
2
Sharpe Ratio
-0.5
-0.5
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.59
-0.59
-1
1
2
3
3
Jensen's Alpha
-6.54
-6.54
-7
0
2
4.5
4.5
Omega Ratio
0.53
0.53
0
1
1.5
2.5
2.5
Treynor Ratio
-1.07
-1.07
-2
0.75
1.25
2
2
Information Ratio
-0.88
-0.88
-1
0.3
0.6
1
1
Calmar Ratio
-0.05
-0.05
-1
0.3
0.6
1
1
Beta
0.35
0.35
0
0.8
1.2
0
2
Sharpe Ratio
-0.5
-0.5
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.59
-0.59
-1
1
2
3
3
Jensen's Alpha
-6.54
-6.54
-7
0
2
4.5
4.5
Omega Ratio
0.53
0.53
0
1
1.5
2.5
2.5
Treynor Ratio
-1.07
-1.07
-2
0.75
1.25
2
2
Information Ratio
-0.88
-0.88
-1
0.3
0.6
1
1
Calmar Ratio
-0.05
-0.05
-1
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
39.18
High:
AVGO
66.7AVGOLow:
NVDA
37.34NVDADetails
PEG Ratio
47.84
High:NVDA
56.47NVDALow:AVGO
23.33AVGODetails
Price/Book
26.78
High:NVDA
28.28NVDALow:AVGO
18.52AVGODetails
Price/Sales
21.04
High:AVGO
24.3AVGOLow:NVDA
20.71NVDADetails
Price/CF
46.21
High:AVGO
65.63AVGOLow:NVDA
44.64NVDADetails
Price/FCF
58.67
High:AVGO
114.58AVGOLow:NVDA
55.44NVDADetails
P/E Ratio
39.18
High:AVGO
66.7AVGOLow:NVDA
37.34NVDADetails
PEG Ratio
47.84
High:NVDA
56.47NVDALow:AVGO
23.33AVGODetails
Price/Book
26.78
High:NVDA
28.28NVDALow:AVGO
18.52AVGODetails
Price/Sales
21.04
High:AVGO
24.3AVGOLow:NVDA
20.71NVDADetails
Price/CF
46.21
High:AVGO
65.63AVGOLow:NVDA
44.64NVDADetails
Price/FCF
58.67
High:AVGO
114.58AVGOLow:NVDA
55.44NVDADetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-16.82% | Jun 2024 | - | 22 |
-13.64% | Feb 2022 | Mar 2024 | 25 |