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-3.09%
This Month
-3.09%
Year To Date
+5.68%
2 Years
+19.93%
5 Years
+28.88%
10 Years
+4.87%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💵 Cash25.71%
- 📡 Communications20.44%
- 💻 Electronic Technology15.59%
- 🛍️ Retail Trade8.9%
- 🏥 Health Services8.52%
- 🧬 Health Technology8.12%
- 🛠️ Producer Manufacturing7.65%
- 🏭 Industrial Services6.76%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE44.02%
- 🇭🇰 Hong Kong Exchanges16.36%
- 🇺🇸 Nasdaq15.59%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States59.62%
- 🇭🇰 Hong Kong16.36%
Dividends
Dividend Yield
3.29%
8 out of 8 instruments pay dividend.
0 dividend payments in the next 30 days.
Highest Dividend: $VZ (6.94%)
Next Dividends
Stock | Type | Date | Pay Per Share |
|---|
Performance Metrics
Score 3.3/10
Beta
0.65
0.65
0
0.8
1.2
0
2
Sharpe Ratio
0.21
0.21
0
0.5
1
1.5
1.5
Sortino Ratio
0.32
0.32
0
1
2
3
3
Jensen's Alpha
-4.4
-4.4
-5
0
2
4.5
4.5
Omega Ratio
0.6
0.6
0
1
1.5
2.5
2.5
Treynor Ratio
0.42
0.42
0
0.75
1.25
2
2
Information Ratio
-0.75
-0.75
-1
0.3
0.6
1
1
Calmar Ratio
0.27
0.27
0
0.3
0.6
1
1
Beta
0.65
0.65
0
0.8
1.2
0
2
Sharpe Ratio
0.21
0.21
0
0.5
1
1.5
1.5
Sortino Ratio
0.32
0.32
0
1
2
3
3
Jensen's Alpha
-4.4
-4.4
-5
0
2
4.5
4.5
Omega Ratio
0.6
0.6
0
1
1.5
2.5
2.5
Treynor Ratio
0.42
0.42
0
0.75
1.25
2
2
Information Ratio
-0.75
-0.75
-1
0.3
0.6
1
1
Calmar Ratio
0.27
0.27
0
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
14.51
High:
CVS
193.44CVSLow:
VZ
8.4VZDetails
PEG Ratio
209.75
High:
NTAP
419.63NTAPLow:VZ
8.22VZDetails
Price/Book
1.72
High:NTAP
19.95NTAPLow:
00257.HK
0.5700257.HKDetails
Price/Sales
0.84
High:
MMM
3.37MMMLow:CVS
0.24CVSDetails
Price/CF
8.37
High:MMM
37.42MMMLow:VZ
4.84VZDetails
Price/FCF
40.78
High:
0941.HK
225.210941.HKLow:00257.HK
9.1700257.HKDetails
P/E Ratio
14.51
High:CVS
193.44CVSLow:VZ
8.4VZDetails
PEG Ratio
209.75
High:NTAP
419.63NTAPLow:VZ
8.22VZDetails
Price/Book
1.72
High:NTAP
19.95NTAPLow:00257.HK
0.5700257.HKDetails
Price/Sales
0.84
High:MMM
3.37MMMLow:CVS
0.24CVSDetails
Price/CF
8.37
High:MMM
37.42MMMLow:VZ
4.84VZDetails
Price/FCF
40.78
High:0941.HK
225.210941.HKLow:00257.HK
9.1700257.HKDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-18.26% | Jan 2022 | Jul 2024 | 30 |
-15.82% | Mar 2020 | Nov 2020 | 8 |
-11.87% | Oct 2024 | - | 16 |
-3.91% | Nov 2021 | Dec 2021 | 1 |
-2.1% | Jun 2021 | Aug 2021 | 2 |
-1.04% | Sep 2021 | Oct 2021 | 1 |
-0.66% | Jan 2021 | Feb 2021 | 1 |
-0.06% | Aug 2024 | Sep 2024 | 1 |