Loading...
+0.05%
Today
-3.24%
This Month
-8.42%
Year To Date
+3.41%
2 Years
+2.73%
5 Years
+3.2%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💵 Cash63.01%
- 🖥️ Technology Services18.08%
- 💻 Electronic Technology7.57%
- 💰 Finance6.02%
- 🍞 Consumer Non Durables4.62%
- 🪙 Cryptocurrencies2.56%
- 🛍️ Retail Trade1.85%
- 💇♀️ Consumer Services1.73%
- 🚗 Consumer Durables1.28%
- 📦 Distribution Services0.59%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 Nasdaq29.18%
- 🇺🇸 NYSE11.19%
- 🌍 Digital Currency2.56%
- 🇩🇪 FRA1.37%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States38.61%
- 🇯🇵 Japan1.76%
- 🇩🇪 Germany1.37%
Dividends
Dividend Yield
0.35%
11 out of 14 instruments pay dividend.
1 dividend payments in the next 30 days.
Highest Dividend: $NKE (2.76%)
Performance Metrics
Score 3.1/10
Beta
0.58
0.58
0
0.8
1.2
0
2
Sharpe Ratio
0.2
0.2
0
0.5
1
1.5
1.5
Sortino Ratio
0.27
0.27
0
1
2
3
3
Jensen's Alpha
-3.03
-3.03
-4
0
2
4.5
4.5
Omega Ratio
0.59
0.59
0
1
1.5
2.5
2.5
Treynor Ratio
0.35
0.35
0
0.75
1.25
2
2
Information Ratio
-0.67
-0.67
-1
0.3
0.6
1
1
Calmar Ratio
0.13
0.13
0
0.3
0.6
1
1
Beta
0.58
0.58
0
0.8
1.2
0
2
Sharpe Ratio
0.2
0.2
0
0.5
1
1.5
1.5
Sortino Ratio
0.27
0.27
0
1
2
3
3
Jensen's Alpha
-3.03
-3.03
-4
0
2
4.5
4.5
Omega Ratio
0.59
0.59
0
1
1.5
2.5
2.5
Treynor Ratio
0.35
0.35
0
0.75
1.25
2
2
Information Ratio
-0.67
-0.67
-1
0.3
0.6
1
1
Calmar Ratio
0.13
0.13
0
0.3
0.6
1
1
Portfolio Valuation
Based on weighted open stock positions
P/E Ratio
26.61
High:
TSLA
118.42TSLALow:
AVTR
14.49AVTRDetails
PEG Ratio
133.76
High:
MSFT
239.3MSFTLow:
ADS.DE
4.15ADS.DEDetails
Price/Book
10.49
High:
MA
72.91MALow:
DPZ
-4.04DPZDetails
Price/Sales
7.58
High:MA
16.88MALow:ADS.DE
1.5ADS.DEDetails
Price/CF
24.27
High:TSLA
95.18TSLALow:
SONY
4.55SONYDetails
Price/FCF
44.96
High:TSLA
396.62TSLALow:SONY
5.77SONYDetails
P/E Ratio
26.61
High:TSLA
118.42TSLALow:AVTR
14.49AVTRDetails
PEG Ratio
133.76
High:MSFT
239.3MSFTLow:ADS.DE
4.15ADS.DEDetails
Price/Book
10.49
High:MA
72.91MALow:DPZ
-4.04DPZDetails
Price/Sales
7.58
High:MA
16.88MALow:ADS.DE
1.5ADS.DEDetails
Price/CF
24.27
High:TSLA
95.18TSLALow:SONY
4.55SONYDetails
Price/FCF
44.96
High:TSLA
396.62TSLALow:SONY
5.77SONYDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-27.53% | Jan 2022 | - | 40 |
-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 |