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-1.86%
Today
-1.86%
This Month
-4.47%
Year To Date
+3.8%
2 Years
+10.66%
5 Years
+12.02%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💵 Cash55.98%
- 🖥️ Technology Services14.1%
- 🏭 Industrial Services5.25%
- 💰 Finance4.84%
- 📈 Indexes4.6%
- 💻 Electronic Technology4.27%
- 📊 ETFs3.97%
- 🛍️ Retail Trade3.96%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 Nasdaq22.33%
- 🇺🇸 NYSE14.06%
- 🌍 CFD4.6%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States32.42%
Dividends
Dividend Yield
0.18%
5 out of 8 instruments pay dividend.
1 dividend payments in the next 30 days.
Highest Dividend: $RSG (0.92%)
Performance Metrics
Score 6.9/10
Beta
0.41
0.41
0
0.8
1.2
0
2
Sharpe Ratio
0.82
0.82
0
0.5
1
1.5
1.5
Sortino Ratio
1.54
1.54
0
1
2
3
3
Jensen's Alpha
7.2
7.2
-2
0
2
8
8
Omega Ratio
1.08
1.08
0
1
1.5
2.5
2.5
Treynor Ratio
2.22
2.22
0
0.75
1.25
3
3
Information Ratio
0.09
0.09
0
0.3
0.6
1
1
Calmar Ratio
0.54
0.54
0
0.3
0.6
1
1
Beta
0.41
0.41
0
0.8
1.2
0
2
Sharpe Ratio
0.82
0.82
0
0.5
1
1.5
1.5
Sortino Ratio
1.54
1.54
0
1
2
3
3
Jensen's Alpha
7.2
7.2
-2
0
2
8
8
Omega Ratio
1.08
1.08
0
1
1.5
2.5
2.5
Treynor Ratio
2.22
2.22
0
0.75
1.25
3
3
Information Ratio
0.09
0.09
0
0.3
0.6
1
1
Calmar Ratio
0.54
0.54
0
0.3
0.6
1
1
Portfolio Valuation
Based on weighted open stock positions
P/E Ratio
27.27
High:
NFLX
47.18NFLXLow:
GOOG
19.74GOOGDetails
PEG Ratio
111.27
High:
MA
228.25MALow:
AMZN
38.75AMZNDetails
Price/Book
9.74
High:MA
77.15MALow:GOOG
5.97GOOGDetails
Price/Sales
5.83
High:MA
17.86MALow:AMZN
3.31AMZNDetails
Price/CF
23.84
High:NFLX
53.02NFLXLow:
RSG
16.04RSGDetails
Price/FCF
44.18
High:AMZN
71.87AMZNLow:GOOG
35.96GOOGDetails
P/E Ratio
27.27
High:NFLX
47.18NFLXLow:GOOG
19.74GOOGDetails
PEG Ratio
111.27
High:MA
228.25MALow:AMZN
38.75AMZNDetails
Price/Book
9.74
High:MA
77.15MALow:GOOG
5.97GOOGDetails
Price/Sales
5.83
High:MA
17.86MALow:AMZN
3.31AMZNDetails
Price/CF
23.84
High:NFLX
53.02NFLXLow:RSG
16.04RSGDetails
Price/FCF
44.18
High:AMZN
71.87AMZNLow:GOOG
35.96GOOGDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-22.76% | Jan 2022 | - | 39 |
-20.43% | Oct 2018 | Apr 2021 | 30 |
-12.18% | Feb 2014 | May 2014 | 3 |
-5.21% | Feb 2018 | May 2018 | 3 |
-4.52% | Aug 2015 | Oct 2015 | 2 |
-4.36% | Jan 2016 | Mar 2016 | 2 |
-3.39% | Dec 2014 | Jan 2015 | 1 |
-2.82% | Sep 2021 | Oct 2021 | 1 |
-2.19% | May 2021 | Jul 2021 | 2 |
-1.57% | Mar 2015 | Apr 2015 | 1 |
-1.33% | Nov 2017 | Jan 2018 | 2 |
-1.17% | Jun 2015 | Jul 2015 | 1 |
-1.15% | Jun 2016 | Jul 2016 | 1 |
-0.4% | Oct 2016 | Nov 2016 | 1 |
-0.15% | Jun 2018 | Jul 2018 | 1 |