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-1.64%
This Month
-7.85%
Year To Date
-0.55%
2 Years
-2.95%
5 Years
+31.14%
10 Years
+3.27%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 🖥️ Technology Services38.8%
- 💵 Cash35.09%
- 💻 Electronic Technology11.55%
- 💰 Finance8.76%
- 🍞 Consumer Non Durables3.66%
- 🚗 Consumer Durables3.01%
- 🪙 Cryptocurrencies2.97%
- 🛍️ Retail Trade2.7%
- 💇♀️ Consumer Services2.17%
- 🧬 Health Technology0.45%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 Nasdaq57.71%
- 🇺🇸 NYSE13.39%
- 🌍 Digital Currency2.97%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States71.1%
Dividends
Dividend Yield
0.5%
9 out of 12 instruments pay dividend.
0 dividend payments in the next 30 days.
Highest Dividend: $KDP (3.2%)
Next Dividends
Stock | Type | Date | Pay Per Share |
|---|
Performance Metrics
Score 2.8/10
Beta
0.57
0.57
0
0.8
1.2
0
2
Sharpe Ratio
0.12
0.12
0
0.5
1
1.5
1.5
Sortino Ratio
0.16
0.16
0
1
2
3
3
Jensen's Alpha
-5.13
-5.13
-6
0
2
4.5
4.5
Omega Ratio
0.39
0.39
0
1
1.5
2.5
2.5
Treynor Ratio
0.17
0.17
0
0.75
1.25
2
2
Information Ratio
-1.26
-1.26
-2
0.3
0.6
1
1
Calmar Ratio
0.11
0.11
0
0.3
0.6
1
1
Beta
0.57
0.57
0
0.8
1.2
0
2
Sharpe Ratio
0.12
0.12
0
0.5
1
1.5
1.5
Sortino Ratio
0.16
0.16
0
1
2
3
3
Jensen's Alpha
-5.13
-5.13
-6
0
2
4.5
4.5
Omega Ratio
0.39
0.39
0
1
1.5
2.5
2.5
Treynor Ratio
0.17
0.17
0
0.75
1.25
2
2
Information Ratio
-1.26
-1.26
-2
0.3
0.6
1
1
Calmar Ratio
0.11
0.11
0
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
29.5
High:
TSLA
377.27TSLALow:
AVTR
-11.12AVTRDetails
PEG Ratio
122.22
High:
DPZ
461.42DPZLow:
KDP
42.18KDPDetails
Price/Book
11.1
High:
MA
60.42MALow:DPZ
-3.51DPZDetails
Price/Sales
9.14
High:TSLA
15.15TSLALow:AVTR
0.9AVTRDetails
Price/CF
23.58
High:TSLA
107.92TSLALow:AVTR
12.48AVTRDetails
Price/FCF
51.34
High:
NKE
947.69NKELow:AVTR
15.73AVTRDetails
P/E Ratio
29.5
High:TSLA
377.27TSLALow:AVTR
-11.12AVTRDetails
PEG Ratio
122.22
High:DPZ
461.42DPZLow:KDP
42.18KDPDetails
Price/Book
11.1
High:MA
60.42MALow:DPZ
-3.51DPZDetails
Price/Sales
9.14
High:TSLA
15.15TSLALow:AVTR
0.9AVTRDetails
Price/CF
23.58
High:TSLA
107.92TSLALow:AVTR
12.48AVTRDetails
Price/FCF
51.34
High:NKE
947.69NKELow:AVTR
15.73AVTRDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-27.53% | Jan 2022 | - | 51 |
-17.4% | Apr 2015 | Jul 2016 | 15 |
-12.38% | Oct 2018 | Oct 2019 | 12 |
-5.11% | Feb 2020 | May 2020 | 3 |
-3.98% | Dec 2014 | Feb 2015 | 2 |
-3.28% | Sep 2021 | Oct 2021 | 1 |
-2.6% | Sep 2020 | Nov 2020 | 2 |
-1.68% | Jan 2021 | Mar 2021 | 2 |
-1.65% | Mar 2018 | Jun 2018 | 3 |
-1.52% | Oct 2016 | Jan 2017 | 3 |
-0.96% | Aug 2017 | Nov 2017 | 3 |
-0.95% | May 2021 | Jun 2021 | 1 |
-0.87% | Nov 2021 | Dec 2021 | 1 |
-0.64% | May 2017 | Jun 2017 | 1 |