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-7.39%
This Month
-10.55%
Year To Date
+31.05%
2 Years
-18.45%
5 Years
-21.45%
10 Years
-4.96%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 🖥️ Technology Services100%
- 💵 Cash0%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE57.86%
- 🇺🇸 Nasdaq42.14%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States100%
Dividends
Dividend Yield
0.58%
3 out of 5 instruments pay dividend.
2 dividend payments in the next 30 days.
Highest Dividend: $INTU (1.58%)
Performance Metrics
Score 2.4/10
Beta
1.61
1.61
0
0.8
1.2
0
2
Sharpe Ratio
0.03
0.03
0
0.5
1
1.5
1.5
Sortino Ratio
0.05
0.05
0
1
2
3
3
Jensen's Alpha
-15.38
-15.38
-16
0
2
4.5
4.5
Omega Ratio
0.83
0.83
0
1
1.5
2.5
2.5
Treynor Ratio
0.07
0.07
0
0.75
1.25
2
2
Information Ratio
-0.25
-0.25
-1
0.3
0.6
1
1
Calmar Ratio
-0.07
-0.07
-1
0.3
0.6
1
1
Beta
1.61
1.61
0
0.8
1.2
0
2
Sharpe Ratio
0.03
0.03
0
0.5
1
1.5
1.5
Sortino Ratio
0.05
0.05
0
1
2
3
3
Jensen's Alpha
-15.38
-15.38
-16
0
2
4.5
4.5
Omega Ratio
0.83
0.83
0
1
1.5
2.5
2.5
Treynor Ratio
0.07
0.07
0
0.75
1.25
2
2
Information Ratio
-0.25
-0.25
-1
0.3
0.6
1
1
Calmar Ratio
-0.07
-0.07
-1
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
28.28
High:
NOW
71NOWLow:
ZS
-277.86ZSDetails
PEG Ratio
246.3
High:NOW
522.47NOWLow:
INTU
54.29INTUDetails
Price/Book
6.47
High:NOW
10.5NOWLow:INTU
4.01INTUDetails
Price/Sales
6.41
High:
MSFT
10.01MSFTLow:
CRM
3.84CRMDetails
Price/CF
14.61
High:NOW
20NOWLow:CRM
10.1CRMDetails
Price/FCF
22.92
High:MSFT
58.56MSFTLow:CRM
11.73CRMDetails
P/E Ratio
28.28
High:NOW
71NOWLow:ZS
-277.86ZSDetails
PEG Ratio
246.3
High:NOW
522.47NOWLow:INTU
54.29INTUDetails
Price/Book
6.47
High:NOW
10.5NOWLow:INTU
4.01INTUDetails
Price/Sales
6.41
High:MSFT
10.01MSFTLow:CRM
3.84CRMDetails
Price/CF
14.61
High:NOW
20NOWLow:CRM
10.1CRMDetails
Price/FCF
22.92
High:MSFT
58.56MSFTLow:CRM
11.73CRMDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-69.28% | Sep 2021 | - | 58 |
-16.1% | May 2021 | Aug 2021 | 3 |