+0.7%
Today
-9.15%
This Month
-5.44%
Year To Date
+28.71%
2 Years
+24.46%
5 Years
+4.98%
Annualized
- adonini
- S&P 500
- + Add Benchmark
Diversification
Sectors Breakdown
- Sector
- Total
- 📊 ETFs18.67%
- 🖥️ Technology Services18.11%
- 💰 Finance10.66%
- 💻 Electronic Technology9.97%
- 🛍️ Retail Trade9.76%
- 🚚 Transportation8.23%
- 💼 Commercial Services7.77%
- 💇♀️ Consumer Services5.92%
- 🏥 Health Services4.58%
- 🛠️ Producer Manufacturing2.43%
- 🍞 Consumer Non Durables1.56%
- 🚗 Consumer Durables1.3%
- 🧬 Health Technology1.04%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 Nasdaq69.27%
- 🇺🇸 NYSE29.97%
- 🇫🇷 Euronext Paris0.76%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States72.51%
- 🇺🇾 Uruguay3.94%
- 🇸🇬 Singapore1.96%
- 🇮🇱 Israel1.41%
- 🇫🇷 France0.76%
- 🇬🇧 United Kingdom0.74%
Dividends
Dividend Yield
0.29%
8 out of 27 instruments pay dividend.
2 dividend payments in the next 30 days.
Highest Dividend: $PGR (1.78%)
Performance Metrics
Score 3.1/10
Beta
1.12
1.12
0
0.8
1.2
0
2
Sharpe Ratio
0.29
0.29
0
0.5
1
1.5
1.5
Sortino Ratio
0.43
0.43
0
1
2
3
3
Jensen's Alpha
-7.67
-7.67
-8
0
2
4.5
4.5
Omega Ratio
0.68
0.68
0
1
1.5
2.5
2.5
Treynor Ratio
0.48
0.48
0
0.75
1.25
2
2
Information Ratio
-0.5
-0.5
-1
0.3
0.6
1
1
Calmar Ratio
0.16
0.16
0
0.3
0.6
1
1
Beta
1.12
1.12
0
0.8
1.2
0
2
Sharpe Ratio
0.29
0.29
0
0.5
1
1.5
1.5
Sortino Ratio
0.43
0.43
0
1
2
3
3
Jensen's Alpha
-7.67
-7.67
-8
0
2
4.5
4.5
Omega Ratio
0.68
0.68
0
1
1.5
2.5
2.5
Treynor Ratio
0.48
0.48
0
0.75
1.25
2
2
Information Ratio
-0.5
-0.5
-1
0.3
0.6
1
1
Calmar Ratio
0.16
0.16
0
0.3
0.6
1
1
Drawdowns
- adonini
- S&P 500
- + Add Benchmark
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-42.39% | Sep 2021 | - | 43 |
-2.57% | Mar 2021 | Apr 2021 | 1 |
-2.09% | May 2021 | Jun 2021 | 1 |
-0.08% | Sep 2020 | Oct 2020 | 1 |
-0.06% | Jul 2021 | Aug 2021 | 1 |