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-1.68%
This Month
+5.51%
Year To Date
+19.92%
2 Years
+48.29%
5 Years
+106.2%
10 Years
+7.53%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💵 Cash58%
- 📊 ETFs26.87%
- 💻 Electronic Technology8.15%
- 📦 Distribution Services3.62%
- 🖥️ Technology Services2.69%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE29.56%
- 🇺🇸 Nasdaq8.2%
- 🇭🇰 Hong Kong Exchanges3.57%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States8.2%
- 🇨🇳 China3.57%
- 🇩🇪 Germany2.69%
Dividends
Dividend Yield
0.13%
4 out of 6 instruments pay dividend.
0 dividend payments in the next 30 days.
Highest Dividend: $FAST (1.98%)
Performance Metrics
Score 5.4/10
Beta
0.47
0.47
0
0.8
1.2
0
2
Sharpe Ratio
0.41
0.41
0
0.5
1
1.5
1.5
Sortino Ratio
0.61
0.61
0
1
2
3
3
Jensen's Alpha
1.79
1.79
-2
0
2
4.5
4.5
Omega Ratio
0.84
0.84
0
1
1.5
2.5
2.5
Treynor Ratio
1.24
1.24
0
0.75
1.25
2
2
Information Ratio
-0.24
-0.24
-1
0.3
0.6
1
1
Calmar Ratio
0.23
0.23
0
0.3
0.6
1
1
Beta
0.47
0.47
0
0.8
1.2
0
2
Sharpe Ratio
0.41
0.41
0
0.5
1
1.5
1.5
Sortino Ratio
0.61
0.61
0
1
2
3
3
Jensen's Alpha
1.79
1.79
-2
0
2
4.5
4.5
Omega Ratio
0.84
0.84
0
1
1.5
2.5
2.5
Treynor Ratio
1.24
1.24
0
0.75
1.25
2
2
Information Ratio
-0.24
-0.24
-1
0.3
0.6
1
1
Calmar Ratio
0.23
0.23
0
0.3
0.6
1
1
Portfolio Valuation
Based on weighted open stock positions
P/E Ratio
64.6
High:
AVGO
89.22AVGOLow:
1810.HK
29.671810.HKDetails
PEG Ratio
190.04
High:
FAST
674.44FASTLow:
STX.US
9.39STX.USDetails
Price/Book
13.13
High:AVGO
22.51AVGOLow:STX.US
-100.65STX.USDetails
Price/Sales
11.96
High:AVGO
28.32AVGOLow:1810.HK
2.731810.HKDetails
Price/CF
46.31
High:AVGO
55.15AVGOLow:1810.HK
21.431810.HKDetails
Price/FCF
101.5
High:FAST
772.46FASTLow:
SAP
92.04SAPDetails
P/E Ratio
64.6
High:AVGO
89.22AVGOLow:1810.HK
29.671810.HKDetails
PEG Ratio
190.04
High:FAST
674.44FASTLow:STX.US
9.39STX.USDetails
Price/Book
13.13
High:AVGO
22.51AVGOLow:STX.US
-100.65STX.USDetails
Price/Sales
11.96
High:AVGO
28.32AVGOLow:1810.HK
2.731810.HKDetails
Price/CF
46.31
High:AVGO
55.15AVGOLow:1810.HK
21.431810.HKDetails
Price/FCF
101.5
High:FAST
772.46FASTLow:SAP
92.04SAPDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-33.53% | Jan 2020 | Feb 2021 | 13 |
-8.84% | Dec 2024 | - | 11 |
-8.3% | Apr 2022 | Aug 2024 | 28 |
-7.61% | Jan 2016 | Apr 2016 | 3 |
-6.67% | Dec 2018 | Nov 2019 | 11 |
-5.99% | Nov 2017 | Mar 2018 | 4 |
-5.29% | Sep 2016 | Mar 2017 | 6 |
-5.19% | Nov 2015 | Dec 2015 | 1 |
-3.97% | Oct 2021 | Jan 2022 | 3 |
-2.03% | May 2021 | Jun 2021 | 1 |
-1.75% | Oct 2024 | Nov 2024 | 1 |
-1.1% | Jul 2017 | Sep 2017 | 2 |
-0.75% | Jul 2016 | Aug 2016 | 1 |
-0.51% | Aug 2021 | Sep 2021 | 1 |
-0.04% | Aug 2018 | Sep 2018 | 1 |