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+1.78%
This Month
+8.45%
Year To Date
+8.45%
2 Years
+8.45%
5 Years
+8.45%
10 Years
+8.45%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- ❓ Other37.4%
- 🖥️ Technology Services34.64%
- 📊 ETFs27.96%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 Nasdaq63.93%
- 🇺🇸 Chicago Board Options Exchange18.85%
- 🇺🇸 NYSE9.11%
- 🇭🇰 Hong Kong Exchanges8.11%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States26.52%
- 🇨🇳 China8.11%
Dividends
Performance Metrics
Score 8/10
Beta
1.79
1.79
0
0.8
1.2
0
2
Sharpe Ratio
1.73
1.73
0
0.5
1
2
2
Sortino Ratio
10
10
0
1
2
10
10
Jensen's Alpha
19.78
19.78
-2
0
2
20
20
Omega Ratio
5.61
5.61
0
1
1.5
6
6
Treynor Ratio
1.05
1.05
0
0.75
1.25
2
2
Information Ratio
2.87
2.87
0
0.3
0.6
3
3
Calmar Ratio
10
10
0
0.3
0.6
10
10
Beta
1.79
1.79
0
0.8
1.2
0
2
Sharpe Ratio
1.73
1.73
0
0.5
1
2
2
Sortino Ratio
10
10
0
1
2
10
10
Jensen's Alpha
19.78
19.78
-2
0
2
20
20
Omega Ratio
5.61
5.61
0
1
1.5
6
6
Treynor Ratio
1.05
1.05
0
0.75
1.25
2
2
Information Ratio
2.87
2.87
0
0.3
0.6
3
3
Calmar Ratio
10
10
0
0.3
0.6
10
10
Portfolio Valuation
Based on current positions
P/E Ratio
25.9
High:
GOOG
27.08GOOGLow:
0700.HK
14.660700.HKDetails
PEG Ratio
127.35
High:
META
401.05METALow:GOOG
58.58GOOGDetails
Price/Book
8.08
High:GOOG
8.99GOOGLow:0700.HK
2.920700.HKDetails
Price/Sales
9.48
High:GOOG
10.27GOOGLow:0700.HK
4.420700.HKDetails
Price/CF
18.16
High:GOOG
20.13GOOGLow:0700.HK
10.970700.HKDetails
Price/FCF
55.73
High:GOOG
64.69GOOGLow:0700.HK
24.530700.HKDetails
P/E Ratio
25.9
High:GOOG
27.08GOOGLow:0700.HK
14.660700.HKDetails
PEG Ratio
127.35
High:META
401.05METALow:GOOG
58.58GOOGDetails
Price/Book
8.08
High:GOOG
8.99GOOGLow:0700.HK
2.920700.HKDetails
Price/Sales
9.48
High:GOOG
10.27GOOGLow:0700.HK
4.420700.HKDetails
Price/CF
18.16
High:GOOG
20.13GOOGLow:0700.HK
10.970700.HKDetails
Price/FCF
55.73
High:GOOG
64.69GOOGLow:0700.HK
24.530700.HKDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|