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+22.38%
This Month
-34.38%
Year To Date
-75.19%
2 Years
-89.52%
5 Years
-89.73%
10 Years
-39.13%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 🖥️ Technology Services47.73%
- 💻 Electronic Technology32.44%
- 💵 Cash29.61%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 Nasdaq80.17%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States80.17%
Dividends
Performance Metrics
Score 2.3/10
Beta
1.52
1.52
0
0.8
1.2
0
2
Sharpe Ratio
-0.25
-0.25
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.42
-0.42
-1
1
2
3
3
Jensen's Alpha
-29.32
-29.32
-30
0
2
4.5
4.5
Omega Ratio
0.7
0.7
0
1
1.5
2.5
2.5
Treynor Ratio
-1.19
-1.19
-2
0.75
1.25
2
2
Information Ratio
-0.36
-0.36
-1
0.3
0.6
1
1
Calmar Ratio
-0.42
-0.42
-1
0.3
0.6
1
1
Beta
1.52
1.52
0
0.8
1.2
0
2
Sharpe Ratio
-0.25
-0.25
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.42
-0.42
-1
1
2
3
3
Jensen's Alpha
-29.32
-29.32
-30
0
2
4.5
4.5
Omega Ratio
0.7
0.7
0
1
1.5
2.5
2.5
Treynor Ratio
-1.19
-1.19
-2
0.75
1.25
2
2
Information Ratio
-0.36
-0.36
-1
0.3
0.6
1
1
Calmar Ratio
-0.42
-0.42
-1
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
41.18
High:
NVDA
41.22NVDALow:
IDCC
31.24IDCCDetails
PEG Ratio
189.44
High:IDCC
275.84IDCCLow:NVDA
62.34NVDADetails
Price/Book
30.99
High:NVDA
31.22NVDALow:IDCC
8.7IDCCDetails
Price/Sales
22.83
High:NVDA
22.86NVDALow:IDCC
15.99IDCCDetails
Price/CF
44.5
High:NVDA
44.64NVDALow:IDCC
20.9IDCCDetails
Price/FCF
55.24
High:NVDA
55.44NVDALow:IDCC
24.32IDCCDetails
P/E Ratio
41.18
High:NVDA
41.22NVDALow:IDCC
31.24IDCCDetails
PEG Ratio
189.44
High:IDCC
275.84IDCCLow:NVDA
62.34NVDADetails
Price/Book
30.99
High:NVDA
31.22NVDALow:IDCC
8.7IDCCDetails
Price/Sales
22.83
High:NVDA
22.86NVDALow:IDCC
15.99IDCCDetails
Price/CF
44.5
High:NVDA
44.64NVDALow:IDCC
20.9IDCCDetails
Price/FCF
55.24
High:NVDA
55.44NVDALow:IDCC
24.32IDCCDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-92.62% | Nov 2021 | - | 54 |
-6.12% | Sep 2021 | Oct 2021 | 1 |