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-2.13%
This Month
-3.32%
Year To Date
+66.66%
2 Years
+151.72%
5 Years
+150.08%
10 Years
-4.43%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 🖥️ Technology Services99.61%
- 💵 Cash0.79%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 Nasdaq99.61%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States99.61%
Dividends
Performance Metrics
Score 5.6/10
Beta
0.57
0.57
0
0.8
1.2
0
2
Sharpe Ratio
0.48
0.48
0
0.5
1
1.5
1.5
Sortino Ratio
0.75
0.75
0
1
2
3
3
Jensen's Alpha
2.67
2.67
-2
0
2
4.5
4.5
Omega Ratio
0.91
0.91
0
1
1.5
2.5
2.5
Treynor Ratio
1.33
1.33
0
0.75
1.25
2
2
Information Ratio
-0.12
-0.12
-1
0.3
0.6
1
1
Calmar Ratio
0.2
0.2
0
0.3
0.6
1
1
Beta
0.57
0.57
0
0.8
1.2
0
2
Sharpe Ratio
0.48
0.48
0
0.5
1
1.5
1.5
Sortino Ratio
0.75
0.75
0
1
2
3
3
Jensen's Alpha
2.67
2.67
-2
0
2
4.5
4.5
Omega Ratio
0.91
0.91
0
1
1.5
2.5
2.5
Treynor Ratio
1.33
1.33
0
0.75
1.25
2
2
Information Ratio
-0.12
-0.12
-1
0.3
0.6
1
1
Calmar Ratio
0.2
0.2
0
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
28.16
High:
META
28.43METALow:
GOOG
28.08GOOGDetails
PEG Ratio
82.13
High:GOOG
82.13GOOGLow:GOOG
82.13GOOGDetails
Price/Book
8.57
High:GOOG
8.83GOOGLow:META
7.78METADetails
Price/Sales
9.04
High:GOOG
9.21GOOGLow:META
8.52METADetails
Price/CF
20.55
High:GOOG
23.3GOOGLow:META
14.62METADetails
Price/FCF
54.97
High:GOOG
60.7GOOGLow:META
41.51METADetails
P/E Ratio
28.16
High:META
28.43METALow:GOOG
28.08GOOGDetails
PEG Ratio
82.13
High:GOOG
82.13GOOGLow:GOOG
82.13GOOGDetails
Price/Book
8.57
High:GOOG
8.83GOOGLow:META
7.78METADetails
Price/Sales
9.04
High:GOOG
9.21GOOGLow:META
8.52METADetails
Price/CF
20.55
High:GOOG
23.3GOOGLow:META
14.62METADetails
Price/FCF
54.97
High:GOOG
60.7GOOGLow:META
41.51METADetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-98.13% | May 2013 | - | 155 |