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-6.54%
This Month
-2.59%
Year To Date
-49.67%
2 Years
-57.11%
5 Years
-58.49%
10 Years
-14.57%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 📊 ETFs54.93%
- 💻 Electronic Technology19.89%
- 🖥️ Technology Services12.47%
- 🏭 Industrial Services12.1%
- 💵 Cash0.59%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE67.03%
- 🇳🇱 Euronext Amsterdam19.89%
- 🇺🇸 Nasdaq12.47%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States24.58%
- 🇨🇿 Czech Republic19.89%
Dividends
Dividend Yield
0.33%
2 out of 4 instruments pay dividend.
0 dividend payments in the next 30 days.
Highest Dividend: $HAL (1.84%)
Performance Metrics
Score 2.9/10
Beta
0.03
0.03
0
0.8
1.2
0
2
Sharpe Ratio
-0.24
-0.24
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.34
-0.34
-1
1
2
3
3
Jensen's Alpha
-9.39
-9.39
-10
0
2
4.5
4.5
Omega Ratio
0.62
0.62
0
1
1.5
2.5
2.5
Treynor Ratio
-22.82
-22.82
-23
0.75
1.25
2
2
Information Ratio
-0.51
-0.51
-1
0.3
0.6
1
1
Calmar Ratio
-0.16
-0.16
-1
0.3
0.6
1
1
Beta
0.03
0.03
0
0.8
1.2
0
2
Sharpe Ratio
-0.24
-0.24
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.34
-0.34
-1
1
2
3
3
Jensen's Alpha
-9.39
-9.39
-10
0
2
4.5
4.5
Omega Ratio
0.62
0.62
0
1
1.5
2.5
2.5
Treynor Ratio
-22.82
-22.82
-23
0.75
1.25
2
2
Information Ratio
-0.51
-0.51
-1
0.3
0.6
1
1
Calmar Ratio
-0.16
-0.16
-1
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
26.14
High:
MSFT
26.16MSFTLow:
HAL
24.62HALDetails
PEG Ratio
91.48
High:MSFT
91.48MSFTLow:MSFT
91.48MSFTDetails
Price/Book
7.32
High:MSFT
7.95MSFTLow:
CSG.NV
1.21CSG.NVDetails
Price/Sales
9.63
High:MSFT
10.21MSFTLow:HAL
1.41HALDetails
Price/CF
22.1
High:MSFT
22.48MSFTLow:HAL
8.11HALDetails
Price/FCF
67.77
High:MSFT
69.19MSFTLow:HAL
21.72HALDetails
P/E Ratio
26.14
High:MSFT
26.16MSFTLow:HAL
24.62HALDetails
PEG Ratio
91.48
High:MSFT
91.48MSFTLow:MSFT
91.48MSFTDetails
Price/Book
7.32
High:MSFT
7.95MSFTLow:CSG.NV
1.21CSG.NVDetails
Price/Sales
9.63
High:MSFT
10.21MSFTLow:HAL
1.41HALDetails
Price/CF
22.1
High:MSFT
22.48MSFTLow:HAL
8.11HALDetails
Price/FCF
67.77
High:MSFT
69.19MSFTLow:HAL
21.72HALDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-81.91% | Feb 2021 | - | 63 |
-3.36% | Aug 2020 | Jan 2021 | 5 |