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+1.77%
This Month
+6.12%
Year To Date
+35.13%
2 Years
+78.25%
5 Years
+208.88%
10 Years
+13.22%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 🖥️ Technology Services53.83%
- 🍞 Consumer Non Durables19.87%
- 🛍️ Retail Trade19.22%
- 💰 Finance2.76%
- 💇♀️ Consumer Services2.02%
- 📡 Communications1.98%
- 💵 Cash0.36%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 Nasdaq80.09%
- 🇺🇸 NYSE19.59%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States85.93%
- 🇨🇦 Canada9%
- 🇧🇷 Brazil2.13%
- 🇦🇪 United Arab Emirates1.98%
- 🇰🇿 Kazakhstan0.63%
Dividends
Dividend Yield
0.28%
5 out of 16 instruments pay dividend.
0 dividend payments in the next 30 days.
Highest Dividend: $KSPI (3.88%)
Performance Metrics
Score 6.2/10
Beta
0.7
0.7
0
0.8
1.2
0
2
Sharpe Ratio
0.41
0.41
0
0.5
1
1.5
1.5
Sortino Ratio
1.01
1.01
0
1
2
3
3
Jensen's Alpha
8.62
8.62
-2
0
2
9
9
Omega Ratio
1.2
1.2
0
1
1.5
2.5
2.5
Treynor Ratio
1.94
1.94
0
0.75
1.25
2
2
Information Ratio
0.13
0.13
0
0.3
0.6
1
1
Calmar Ratio
0.26
0.26
0
0.3
0.6
1
1
Beta
0.7
0.7
0
0.8
1.2
0
2
Sharpe Ratio
0.41
0.41
0
0.5
1
1.5
1.5
Sortino Ratio
1.01
1.01
0
1
2
3
3
Jensen's Alpha
8.62
8.62
-2
0
2
9
9
Omega Ratio
1.2
1.2
0
1
1.5
2.5
2.5
Treynor Ratio
1.94
1.94
0
0.75
1.25
2
2
Information Ratio
0.13
0.13
0
0.3
0.6
1
1
Calmar Ratio
0.26
0.26
0
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
22.68
High:
CELH
119.03CELHLow:
LULU
7.63LULUDetails
PEG Ratio
0.7
High:
SFM
1.72SFMLow:
GOOG
0.15GOOGDetails
Price/Book
6.9
High:
CMG
17.78CMGLow:LULU
2.17LULUDetails
Price/Sales
7.21
High:
MSFT
11.78MSFTLow:SFM
0.68SFMDetails
Price/CF
16.28
High:
NFLX
25.42NFLXLow:
VEON
2.24VEONDetails
Price/FCF
78.97
High:
AMZN
325.85AMZNLow:VEON
4.21VEONDetails
P/E Ratio
22.68
High:CELH
119.03CELHLow:LULU
7.63LULUDetails
PEG Ratio
0.7
High:SFM
1.72SFMLow:GOOG
0.15GOOGDetails
Price/Book
6.9
High:CMG
17.78CMGLow:LULU
2.17LULUDetails
Price/Sales
7.21
High:MSFT
11.78MSFTLow:SFM
0.68SFMDetails
Price/CF
16.28
High:NFLX
25.42NFLXLow:VEON
2.24VEONDetails
Price/FCF
78.97
High:AMZN
325.85AMZNLow:VEON
4.21VEONDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-52.82% | Jan 2018 | Dec 2023 | 71 |
-7.62% | Jun 2026 | Aug 2026 | 2 |
-6% | Feb 2026 | Apr 2026 | 2 |
-4.8% | Feb 2025 | May 2025 | 3 |
-3.72% | Apr 2024 | May 2024 | 1 |
-3.65% | Sep 2026 | - | 2 |
-0.98% | Oct 2017 | Nov 2017 | 1 |
-0.68% | Oct 2024 | Nov 2024 | 1 |
-0.56% | Dec 2024 | Jan 2025 | 1 |
-0.35% | Jul 2024 | Aug 2024 | 1 |