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+19.13%
This Month
+23.3%
Year To Date
+155.4%
2 Years
-100%
5 Years
-100%
10 Years
-100%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💻 Electronic Technology60.65%
- 🖥️ Technology Services17.46%
- 💇♀️ Consumer Services12.72%
- 💰 Finance9.09%
- 💵 Cash0.09%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 Nasdaq83.09%
- 🇺🇸 NYSE16.83%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States99.92%
Dividends
Dividend Yield
0.18%
4 out of 10 instruments pay dividend.
0 dividend payments in the next 30 days.
Highest Dividend: $MSFT (0.85%)
Performance Metrics
Score 2.6/10
Beta
0.65
0.65
0
0.8
1.2
0
2
Sharpe Ratio
-0.54
-0.54
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.61
-0.61
-1
1
2
3
3
Jensen's Alpha
-47.4
-47.4
-48
0
2
4.5
4.5
Omega Ratio
0.53
0.53
0
1
1.5
2.5
2.5
Treynor Ratio
-7.13
-7.13
-8
0.75
1.25
2
2
Information Ratio
-0.65
-0.65
-1
0.3
0.6
1
1
Calmar Ratio
-1
-1
-1
0.3
0.6
1
1
Beta
0.65
0.65
0
0.8
1.2
0
2
Sharpe Ratio
-0.54
-0.54
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.61
-0.61
-1
1
2
3
3
Jensen's Alpha
-47.4
-47.4
-48
0
2
4.5
4.5
Omega Ratio
0.53
0.53
0
1
1.5
2.5
2.5
Treynor Ratio
-7.13
-7.13
-8
0.75
1.25
2
2
Information Ratio
-0.65
-0.65
-1
0.3
0.6
1
1
Calmar Ratio
-1
-1
-1
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
31.92
High:
AVGO
77.96AVGOLow:
DKNG
-580.66DKNGDetails
PEG Ratio
-40.58
High:
MSFT
91.48MSFTLow:DKNG
-576.26DKNGDetails
Price/Book
9.67
High:AVGO
23.7AVGOLow:
RUN
0.92RUNDetails
Price/Sales
11.88
High:AVGO
28.61AVGOLow:RUN
1.14RUNDetails
Price/CF
24.73
High:
RIOT
107.94RIOTLow:
CCL
6.7CCLDetails
Price/FCF
67.38
High:
AVAV
147.21AVAVLow:CCL
15.83CCLDetails
P/E Ratio
31.92
High:AVGO
77.96AVGOLow:DKNG
-580.66DKNGDetails
PEG Ratio
-40.58
High:MSFT
91.48MSFTLow:DKNG
-576.26DKNGDetails
Price/Book
9.67
High:AVGO
23.7AVGOLow:RUN
0.92RUNDetails
Price/Sales
11.88
High:AVGO
28.61AVGOLow:RUN
1.14RUNDetails
Price/CF
24.73
High:RIOT
107.94RIOTLow:CCL
6.7CCLDetails
Price/FCF
67.38
High:AVAV
147.21AVAVLow:CCL
15.83CCLDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-100% | Dec 2016 | - | 113 |
-10.05% | Aug 2016 | Oct 2016 | 2 |