Loading...
+2.51%
This Month
+30.55%
Year To Date
+16.63%
2 Years
+6.21%
5 Years
-99.84%
10 Years
-49.51%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💻 Electronic Technology51.31%
- 💵 Cash24.59%
- 🛠️ Producer Manufacturing9.1%
- ❓ Other8.38%
- 💇♀️ Consumer Services8.34%
- 🏭 Industrial Services6.45%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 Nasdaq58.07%
- Regular Trading Hours - RTH19.06%
- 🇺🇸 NYSE6.45%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States75.2%
Dividends
Dividend Yield
0.16%
5 out of 8 instruments pay dividend.
0 dividend payments in the next 30 days.
Highest Dividend: $STX.US (0.73%)
Next Dividends
Stock | Type | Date | Pay Per Share |
|---|
Performance Metrics
Score 3.6/10
Beta
-0.15
-0.15
-1
0.8
1.2
-1
2
Sharpe Ratio
-1.05
-1.05
-2
0.5
1
1.5
1.5
Sortino Ratio
-1.13
-1.13
-2
1
2
3
3
Jensen's Alpha
-39.42
-39.42
-40
0
2
4.5
4.5
Omega Ratio
0.24
0.24
0
1
1.5
2.5
2.5
Treynor Ratio
28.82
28.82
0
0.75
1.25
29
29
Information Ratio
-1.21
-1.21
-2
0.3
0.6
1
1
Calmar Ratio
-0.49
-0.49
-1
0.3
0.6
1
1
Beta
-0.15
-0.15
-1
0.8
1.2
-1
2
Sharpe Ratio
-1.05
-1.05
-2
0.5
1
1.5
1.5
Sortino Ratio
-1.13
-1.13
-2
1
2
3
3
Jensen's Alpha
-39.42
-39.42
-40
0
2
4.5
4.5
Omega Ratio
0.24
0.24
0
1
1.5
2.5
2.5
Treynor Ratio
28.82
28.82
0
0.75
1.25
29
29
Information Ratio
-1.21
-1.21
-2
0.3
0.6
1
1
Calmar Ratio
-0.49
-0.49
-1
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
107.2
High:
WBD
146.8WBDLow:
SNDK
-75.95SNDKDetails
PEG Ratio
74.47
High:WBD
140.86WBDLow:
WDC
16.8WDCDetails
Price/Book
6.63
High:
STX.US
193.63STX.USLow:
MU.RTH
1.55MU.RTHDetails
Price/Sales
6.92
High:
LRCX
14.33LRCXLow:WBD
1.8WBDDetails
Price/CF
23.46
High:STX.US
32.42STX.USLow:WBD
9.26WBDDetails
Price/FCF
32.9
High:STX.US
61.67STX.USLow:WBD
11.71WBDDetails
P/E Ratio
107.2
High:WBD
146.8WBDLow:SNDK
-75.95SNDKDetails
PEG Ratio
74.47
High:WBD
140.86WBDLow:WDC
16.8WDCDetails
Price/Book
6.63
High:STX.US
193.63STX.USLow:MU.RTH
1.55MU.RTHDetails
Price/Sales
6.92
High:LRCX
14.33LRCXLow:WBD
1.8WBDDetails
Price/CF
23.46
High:STX.US
32.42STX.USLow:WBD
9.26WBDDetails
Price/FCF
32.9
High:STX.US
61.67STX.USLow:WBD
11.71WBDDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-99.89% | Jun 2016 | - | 117 |