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-1.34%
This Month
+6.83%
Year To Date
+16.39%
2 Years
+10.5%
5 Years
+120.44%
10 Years
+12.22%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💻 Electronic Technology27.82%
- 🖥️ Technology Services24.67%
- 💵 Cash18.57%
- 📈 Indexes9.94%
- 🏭 Industrial Services8.35%
- 💰 Finance4.78%
- ❓ Other4.52%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 Nasdaq24.67%
- 🇺🇸 NYSE16.78%
- Regular Trading Hours - RTH15.4%
- 🇬🇧 LSE13.29%
- 🌍 CFD9.94%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States52.33%
- 🇬🇧 United Kingdom13.29%
Dividends
Dividend Yield
0.14%
7 out of 11 instruments pay dividend.
3 dividend payments in the next 30 days.
Highest Dividend: $BA.L (1.87%)
Performance Metrics
Score 5.4/10
Beta
0.42
0.42
0
0.8
1.2
0
2
Sharpe Ratio
0.52
0.52
0
0.5
1
1.5
1.5
Sortino Ratio
0.93
0.93
0
1
2
3
3
Jensen's Alpha
1.19
1.19
-2
0
2
4.5
4.5
Omega Ratio
0.71
0.71
0
1
1.5
2.5
2.5
Treynor Ratio
1.21
1.21
0
0.75
1.25
2
2
Information Ratio
-0.42
-0.42
-1
0.3
0.6
1
1
Calmar Ratio
0.35
0.35
0
0.3
0.6
1
1
Beta
0.42
0.42
0
0.8
1.2
0
2
Sharpe Ratio
0.52
0.52
0
0.5
1
1.5
1.5
Sortino Ratio
0.93
0.93
0
1
2
3
3
Jensen's Alpha
1.19
1.19
-2
0
2
4.5
4.5
Omega Ratio
0.71
0.71
0
1
1.5
2.5
2.5
Treynor Ratio
1.21
1.21
0
0.75
1.25
2
2
Information Ratio
-0.42
-0.42
-1
0.3
0.6
1
1
Calmar Ratio
0.35
0.35
0
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
26.78
High:
AMD.RTH
480.68AMD.RTHLow:
BARC.L
10.37BARC.LDetails
PEG Ratio
405.42
High:
MSI
1,304.62MSILow:
NFLX
57.37NFLXDetails
Price/Book
7.41
High:MSI
26.83MSILow:BARC.L
1BARC.LDetails
Price/Sales
8.91
High:
GOOG
10.68GOOGLow:
BA.L
2.05BA.LDetails
Price/CF
17.13
High:AMD.RTH
51.67AMD.RTHLow:BARC.L
3.52BARC.LDetails
Price/FCF
54.15
High:GOOG
64.69GOOGLow:
META
34.18METADetails
P/E Ratio
26.78
High:AMD.RTH
480.68AMD.RTHLow:BARC.L
10.37BARC.LDetails
PEG Ratio
405.42
High:MSI
1,304.62MSILow:NFLX
57.37NFLXDetails
Price/Book
7.41
High:MSI
26.83MSILow:BARC.L
1BARC.LDetails
Price/Sales
8.91
High:GOOG
10.68GOOGLow:BA.L
2.05BA.LDetails
Price/CF
17.13
High:AMD.RTH
51.67AMD.RTHLow:BARC.L
3.52BARC.LDetails
Price/FCF
54.15
High:GOOG
64.69GOOGLow:META
34.18METADetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-22.76% | Jan 2022 | - | 54 |
-20.43% | Oct 2018 | Apr 2021 | 30 |
-12.18% | Feb 2014 | May 2014 | 3 |
-6.24% | Jan 2016 | May 2016 | 4 |
-5.21% | Feb 2018 | May 2018 | 3 |
-4.52% | Aug 2015 | Oct 2015 | 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 |
-0.41% | Oct 2016 | Nov 2016 | 1 |
-0.15% | Jun 2018 | Jul 2018 | 1 |