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-1.17%
This Month
+21.64%
Year To Date
+16.48%
2 Years
+29.47%
5 Years
+61.76%
10 Years
+8.11%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💵 Cash27.48%
- 💻 Electronic Technology23.59%
- 📡 Communications17.71%
- 🏥 Health Services9.5%
- 🛍️ Retail Trade7.73%
- 🧬 Health Technology7.69%
- 🛠️ Producer Manufacturing7.57%
- 🏭 Industrial Services5.21%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE42.58%
- 🇺🇸 Nasdaq23.59%
- 🇭🇰 Hong Kong Exchanges12.83%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States66.17%
- 🇭🇰 Hong Kong12.83%
Dividends
Dividend Yield
2.7%
8 out of 8 instruments pay dividend.
0 dividend payments in the next 30 days.
Highest Dividend: $0941.HK (6.67%)
Performance Metrics
Score 3.8/10
Beta
0.65
0.65
0
0.8
1.2
0
2
Sharpe Ratio
0.37
0.37
0
0.5
1
1.5
1.5
Sortino Ratio
0.58
0.58
0
1
2
3
3
Jensen's Alpha
-2.07
-2.07
-3
0
2
4.5
4.5
Omega Ratio
0.7
0.7
0
1
1.5
2.5
2.5
Treynor Ratio
0.72
0.72
0
0.75
1.25
2
2
Information Ratio
-0.52
-0.52
-1
0.3
0.6
1
1
Calmar Ratio
0.41
0.41
0
0.3
0.6
1
1
Beta
0.65
0.65
0
0.8
1.2
0
2
Sharpe Ratio
0.37
0.37
0
0.5
1
1.5
1.5
Sortino Ratio
0.58
0.58
0
1
2
3
3
Jensen's Alpha
-2.07
-2.07
-3
0
2
4.5
4.5
Omega Ratio
0.7
0.7
0
1
1.5
2.5
2.5
Treynor Ratio
0.72
0.72
0
0.75
1.25
2
2
Information Ratio
-0.52
-0.52
-1
0.3
0.6
1
1
Calmar Ratio
0.41
0.41
0
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
18.64
High:
PFE
44.04PFELow:
00257.HK
7.1300257.HKDetails
PEG Ratio
1.85
High:
MMM
3.98MMMLow:00257.HK
0.2200257.HKDetails
Price/Book
2.16
High:
NTAP
24.6NTAPLow:00257.HK
0.5200257.HKDetails
Price/Sales
1.01
High:NTAP
5.08NTAPLow:
CVS
0.25CVSDetails
Price/CF
8.74
High:MMM
23.64MMMLow:00257.HK
2.6500257.HKDetails
Price/FCF
27.92
High:
0941.HK
100.840941.HKLow:00257.HK
3.5300257.HKDetails
P/E Ratio
18.64
High:PFE
44.04PFELow:00257.HK
7.1300257.HKDetails
PEG Ratio
1.85
High:MMM
3.98MMMLow:00257.HK
0.2200257.HKDetails
Price/Book
2.16
High:NTAP
24.6NTAPLow:00257.HK
0.5200257.HKDetails
Price/Sales
1.01
High:NTAP
5.08NTAPLow:CVS
0.25CVSDetails
Price/CF
8.74
High:MMM
23.64MMMLow:00257.HK
2.6500257.HKDetails
Price/FCF
27.92
High:0941.HK
100.840941.HKLow:00257.HK
3.5300257.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 | Apr 2026 | 18 |
-3.91% | Nov 2021 | Dec 2021 | 1 |
-3.49% | Jun 2026 | Jul 2026 | 1 |
-2.1% | Jun 2021 | Aug 2021 | 2 |
-1.17% | Nov 2026 | - | 1 |
-1.04% | Sep 2021 | Oct 2021 | 1 |
-0.66% | Jan 2021 | Feb 2021 | 1 |
-0.06% | Aug 2024 | Sep 2024 | 1 |