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+1.35%
This Month
-6.57%
Year To Date
+67.95%
2 Years
+207.08%
5 Years
+574.97%
10 Years
+40.78%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 📊 ETFs36.2%
- 💻 Electronic Technology19.03%
- 🖥️ Technology Services11.82%
- 💰 Finance8.62%
- 💵 Cash7.47%
- 🧩 Miscellaneous5.89%
- 🛍️ Retail Trade5.45%
- 🚚 Transportation1.57%
- 🚗 Consumer Durables1.06%
- 🍞 Consumer Non Durables1.05%
- 💇♀️ Consumer Services0.99%
- 🛠️ Producer Manufacturing0.99%
- ❓ Other0.37%
Exchanges Breakdown
- Exchange
- Total
- Regular Trading Hours - RTH36.19%
- 🇺🇸 Nasdaq35.91%
- 🇺🇸 NYSE19.52%
- 🇨🇭 SIX0.56%
- 🇫🇷 Euronext Paris0.49%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States46.59%
- 🇬🇧 United Kingdom1.2%
- 🇯🇵 Japan1.06%
- 🇳🇱 Netherlands0.69%
- 🇨🇭 Switzerland0.56%
- 🇫🇷 France0.49%
Dividends
Dividend Yield
0.46%
13 out of 25 instruments pay dividend.
1 dividend payments in the next 30 days.
Highest Dividend: $UPS (6.68%)
Performance Metrics
Score 8.8/10
Beta
1.3
1.3
0
0.8
1.2
0
2
Sharpe Ratio
1.12
1.12
0
0.5
1
2
2
Sortino Ratio
2.72
2.72
0
1
2
3
3
Jensen's Alpha
23.91
23.91
-2
0
2
24
24
Omega Ratio
2.54
2.54
0
1
1.5
3
3
Treynor Ratio
2.39
2.39
0
0.75
1.25
3
3
Information Ratio
0.94
0.94
0
0.3
0.6
1
1
Calmar Ratio
1.26
1.26
0
0.3
0.6
2
2
Beta
1.3
1.3
0
0.8
1.2
0
2
Sharpe Ratio
1.12
1.12
0
0.5
1
2
2
Sortino Ratio
2.72
2.72
0
1
2
3
3
Jensen's Alpha
23.91
23.91
-2
0
2
24
24
Omega Ratio
2.54
2.54
0
1
1.5
3
3
Treynor Ratio
2.39
2.39
0
0.75
1.25
3
3
Information Ratio
0.94
0.94
0
0.3
0.6
1
1
Calmar Ratio
1.26
1.26
0
0.3
0.6
2
2
Portfolio Valuation
Based on current positions
P/E Ratio
31.36
High:
PLTR
234.61PLTRLow:
INTC
-615.14INTCDetails
PEG Ratio
-46.67
High:
MCD
529.55MCDLow:INTC
-626.4INTCDetails
Price/Book
8.76
High:PLTR
48.06PLTRLow:MCD
-121.93MCDDetails
Price/Sales
6.98
High:
SMR
102.69SMRLow:
TGT
0.52TGTDetails
Price/CF
25.85
High:
MSTR
7,511.07MSTRLow:TGT
7.31TGTDetails
Price/FCF
55.72
High:MSTR
1,187.5MSTRLow:
TM
8.98TMDetails
P/E Ratio
31.36
High:PLTR
234.61PLTRLow:INTC
-615.14INTCDetails
PEG Ratio
-46.67
High:MCD
529.55MCDLow:INTC
-626.4INTCDetails
Price/Book
8.76
High:PLTR
48.06PLTRLow:MCD
-121.93MCDDetails
Price/Sales
6.98
High:SMR
102.69SMRLow:TGT
0.52TGTDetails
Price/CF
25.85
High:MSTR
7,511.07MSTRLow:TGT
7.31TGTDetails
Price/FCF
55.72
High:MSTR
1,187.5MSTRLow:TM
8.98TMDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-33.11% | Dec 2021 | May 2023 | 17 |
-12.85% | Aug 2023 | Jan 2024 | 5 |
-11.75% | Feb 2025 | May 2025 | 3 |
-9.34% | Dec 2025 | - | 5 |
-8.36% | Sep 2020 | Nov 2020 | 2 |
-5.66% | Apr 2024 | May 2024 | 1 |
-4.68% | Sep 2021 | Oct 2021 | 1 |
-4.04% | Mar 2021 | Apr 2021 | 1 |
-2.81% | Jul 2024 | Sep 2024 | 2 |
-1.27% | Jul 2021 | Aug 2021 | 1 |
-0.84% | Oct 2024 | Nov 2024 | 1 |