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-0.32%
This Month
+7.71%
Year To Date
+21.8%
2 Years
+16.42%
5 Years
+39.03%
10 Years
+5.41%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 📊 ETFs97.86%
- 📡 Communications0.99%
- 🖥️ Technology Services0.96%
- 💵 Cash0.2%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE65.06%
- 🇺🇸 Nasdaq34.74%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States0.99%
- 🇩🇪 Germany0.96%
Dividends
Dividend Yield
0.02%
2 out of 7 instruments pay dividend.
1 dividend payments in the next 30 days.
Highest Dividend: $TMUS (1.75%)
Next Dividends
Stock | Type | Date | Pay Per Share |
|---|---|---|---|
 TMUS | Pay Day | Dec 11, 2025 | $1.02 |
Performance Metrics
Score 3.8/10
Beta
0.34
0.34
0
0.8
1.2
0
2
Sharpe Ratio
0.33
0.33
0
0.5
1
1.5
1.5
Sortino Ratio
0.46
0.46
0
1
2
3
3
Jensen's Alpha
-1.51
-1.51
-2
0
2
4.5
4.5
Omega Ratio
0.55
0.55
0
1
1.5
2.5
2.5
Treynor Ratio
0.66
0.66
0
0.75
1.25
2
2
Information Ratio
-0.78
-0.78
-1
0.3
0.6
1
1
Calmar Ratio
0.28
0.28
0
0.3
0.6
1
1
Beta
0.34
0.34
0
0.8
1.2
0
2
Sharpe Ratio
0.33
0.33
0
0.5
1
1.5
1.5
Sortino Ratio
0.46
0.46
0
1
2
3
3
Jensen's Alpha
-1.51
-1.51
-2
0
2
4.5
4.5
Omega Ratio
0.55
0.55
0
1
1.5
2.5
2.5
Treynor Ratio
0.66
0.66
0
0.75
1.25
2
2
Information Ratio
-0.78
-0.78
-1
0.3
0.6
1
1
Calmar Ratio
0.28
0.28
0
0.3
0.6
1
1
Portfolio Valuation
Based on weighted open stock positions
P/E Ratio
26.33
High:
SAP
35.9SAPLow:
TMUS
20.21TMUSDetails
PEG Ratio
68.64
High:TMUS
114.41TMUSLow:SAP
21.47SAPDetails
Price/Book
4.59
High:SAP
5.47SAPLow:TMUS
3.89TMUSDetails
Price/Sales
4.07
High:SAP
7.02SAPLow:TMUS
2.76TMUSDetails
Price/CF
16.56
High:SAP
38.54SAPLow:TMUS
10.05TMUSDetails
Price/FCF
33.57
High:SAP
76.36SAPLow:TMUS
20.51TMUSDetails
P/E Ratio
26.33
High:SAP
35.9SAPLow:TMUS
20.21TMUSDetails
PEG Ratio
68.64
High:TMUS
114.41TMUSLow:SAP
21.47SAPDetails
Price/Book
4.59
High:SAP
5.47SAPLow:TMUS
3.89TMUSDetails
Price/Sales
4.07
High:SAP
7.02SAPLow:TMUS
2.76TMUSDetails
Price/CF
16.56
High:SAP
38.54SAPLow:TMUS
10.05TMUSDetails
Price/FCF
33.57
High:SAP
76.36SAPLow:TMUS
20.51TMUSDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-18.33% | Jan 2022 | Aug 2024 | 31 |
-8.49% | Mar 2025 | Sep 2025 | 6 |
-3.95% | Dec 2024 | Feb 2025 | 2 |
-2.93% | Sep 2021 | Dec 2021 | 3 |
-2.77% | Aug 2020 | Nov 2020 | 3 |
-2.33% | May 2019 | Jun 2019 | 1 |
-1.89% | Nov 2025 | - | 2 |
-1.61% | Oct 2024 | Nov 2024 | 1 |
-0.31% | Mar 2021 | Apr 2021 | 1 |