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-9.75%
This Month
+0.58%
Year To Date
+69.55%
2 Years
-12.83%
5 Years
+2.54%
10 Years
+0.46%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💻 Electronic Technology99.02%
- 🧬 Health Technology0.98%
- 💵 Cash0.01%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE99.99%
Countries Breakdown
- Country
- Total
- 🇹🇼 Taiwan99.02%
- 🇺🇸 United States0.98%
Dividends
Performance Metrics
Score 3.8/10
Beta
1.04
1.04
0
0.8
1.2
0
2
Sharpe Ratio
0.23
0.23
0
0.5
1
1.5
1.5
Sortino Ratio
0.36
0.36
0
1
2
3
3
Jensen's Alpha
-0.8
-0.8
-2
0
2
4.5
4.5
Omega Ratio
0.99
0.99
0
1
1.5
2.5
2.5
Treynor Ratio
0.9
0.9
0
0.75
1.25
2
2
Information Ratio
-0.01
-0.01
-1
0.3
0.6
1
1
Calmar Ratio
0.03
0.03
0
0.3
0.6
1
1
Beta
1.04
1.04
0
0.8
1.2
0
2
Sharpe Ratio
0.23
0.23
0
0.5
1
1.5
1.5
Sortino Ratio
0.36
0.36
0
1
2
3
3
Jensen's Alpha
-0.8
-0.8
-2
0
2
4.5
4.5
Omega Ratio
0.99
0.99
0
1
1.5
2.5
2.5
Treynor Ratio
0.9
0.9
0
0.75
1.25
2
2
Information Ratio
-0.01
-0.01
-1
0.3
0.6
1
1
Calmar Ratio
0.03
0.03
0
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
33.56
High:
LLY
44.43LLYLow:
TSM
33.52TSMDetails
PEG Ratio
64.84
High:TSM
65.02TSMLow:LLY
46.05LLYDetails
Price/Book
10.79
High:LLY
35.73LLYLow:TSM
10.75TSMDetails
Price/Sales
15.13
High:TSM
15.13TSMLow:LLY
14.55LLYDetails
Price/CF
20.78
High:LLY
60.39LLYLow:TSM
20.71TSMDetails
Price/FCF
79.15
High:LLY
282.99LLYLow:TSM
78.86TSMDetails
P/E Ratio
33.56
High:LLY
44.43LLYLow:TSM
33.52TSMDetails
PEG Ratio
64.84
High:TSM
65.02TSMLow:LLY
46.05LLYDetails
Price/Book
10.79
High:LLY
35.73LLYLow:TSM
10.75TSMDetails
Price/Sales
15.13
High:TSM
15.13TSMLow:LLY
14.55LLYDetails
Price/CF
20.78
High:LLY
60.39LLYLow:TSM
20.71TSMDetails
Price/FCF
79.15
High:LLY
282.99LLYLow:TSM
78.86TSMDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-66.35% | Feb 2021 | - | 62 |
-19.33% | Jul 2020 | Oct 2020 | 3 |