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0%
This Month
+9.66%
Year To Date
+35.03%
2 Years
+91.51%
5 Years
+153.2%
10 Years
+17.81%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💻 Electronic Technology44.89%
- 🖥️ Technology Services22.88%
- 🏭 Industrial Services11.28%
- 🛠️ Producer Manufacturing8%
- 🛍️ Retail Trade4.64%
- 💵 Cash4.18%
- 💇♀️ Consumer Services2.86%
- 💰 Finance2.11%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 Nasdaq61.1%
- 🇺🇸 NYSE35.56%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States77.03%
- 🇨🇦 Canada11.28%
- 🇳🇱 Netherlands4.86%
- 🇹🇼 Taiwan3.49%
Dividends
Dividend Yield
0.94%
13 out of 17 instruments pay dividend.
1 dividend payments in the next 30 days.
Highest Dividend: $ENB (5.3%)
Performance Metrics
Score 4.5/10
Beta
1.12
1.12
0
0.8
1.2
0
2
Sharpe Ratio
0.62
0.62
0
0.5
1
1.5
1.5
Sortino Ratio
1
1
0
1
2
3
3
Jensen's Alpha
-1.29
-1.29
-2
0
2
4.5
4.5
Omega Ratio
1.01
1.01
0
1
1.5
2.5
2.5
Treynor Ratio
0.94
0.94
0
0.75
1.25
2
2
Information Ratio
0.02
0.02
0
0.3
0.6
1
1
Calmar Ratio
0.42
0.42
0
0.3
0.6
1
1
Beta
1.12
1.12
0
0.8
1.2
0
2
Sharpe Ratio
0.62
0.62
0
0.5
1
1.5
1.5
Sortino Ratio
1
1
0
1
2
3
3
Jensen's Alpha
-1.29
-1.29
-2
0
2
4.5
4.5
Omega Ratio
1.01
1.01
0
1
1.5
2.5
2.5
Treynor Ratio
0.94
0.94
0
0.75
1.25
2
2
Information Ratio
0.02
0.02
0
0.3
0.6
1
1
Calmar Ratio
0.42
0.42
0
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
35.78
High:
BA
117.82BALow:
DIS
15.66DISDetails
PEG Ratio
78.86
High:
FTNT
470.52FTNTLow:
MU
5.16MUDetails
Price/Book
13.12
High:FTNT
49.59FTNTLow:DIS
1.74DISDetails
Price/Sales
11.87
High:
AVGO
28.61AVGOLow:
DG.US
0.66DG.USDetails
Price/CF
28.34
High:BA
163.87BALow:DG.US
8.73DG.USDetails
Price/FCF
59
High:
ENB
157.29ENBLow:DG.US
16.94DG.USDetails
P/E Ratio
35.78
High:BA
117.82BALow:DIS
15.66DISDetails
PEG Ratio
78.86
High:FTNT
470.52FTNTLow:MU
5.16MUDetails
Price/Book
13.12
High:FTNT
49.59FTNTLow:DIS
1.74DISDetails
Price/Sales
11.87
High:AVGO
28.61AVGOLow:DG.US
0.66DG.USDetails
Price/CF
28.34
High:BA
163.87BALow:DG.US
8.73DG.USDetails
Price/FCF
59
High:ENB
157.29ENBLow:DG.US
16.94DG.USDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-33.83% | Jan 2022 | Jul 2023 | 18 |
-11.38% | Aug 2023 | Dec 2023 | 4 |
-7.99% | Dec 2024 | May 2025 | 5 |
-6.43% | Oct 2020 | Nov 2020 | 1 |
-6.18% | Nov 2025 | Apr 2026 | 5 |
-5.16% | Sep 2021 | Oct 2021 | 1 |
-4.88% | Feb 2021 | Apr 2021 | 2 |
-3.07% | Apr 2024 | May 2024 | 1 |
-1.6% | Jul 2024 | Aug 2024 | 1 |
-0.34% | Sep 2024 | Oct 2024 | 1 |