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-6.4%
This Month
+26.24%
Year To Date
+6.95%
2 Years
+35.96%
5 Years
-14.93%
10 Years
-69.46%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💻 Electronic Technology33.47%
- 💰 Finance18.51%
- 🧬 Health Technology9.9%
- 🛍️ Retail Trade9.35%
- 🛠️ Producer Manufacturing7.96%
- 🏭 Industrial Services6.61%
- ⚡ Utilities4.76%
- 🧪 Process Industries4.22%
- ⛏️ Energy Minerals2.41%
- 📡 Communications2.11%
- 💵 Cash0.89%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 Nasdaq62.36%
- 🇺🇸 NYSE36.67%
- 🇭🇰 Hong Kong Exchanges0.27%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States93.45%
- 🇸🇬 Singapore5.57%
- 🇨🇳 China0.27%
Dividends
Dividend Yield
0.72%
22 out of 29 instruments pay dividend.
1 dividend payments in the next 30 days.
Highest Dividend: $HST (3.34%)
Dividend Yield Breakdown
Instrument | Portfolio Yield | Company Yield | Per Share |
|---|---|---|---|
 HST | 0.1% | 3.34% | $0.78 |
 IVZ.US | 0.09% | 2.86% | $0.81 |
 VTRS | 0.09% | 2.77% | $0.48 |
 APA | 0.07% | 2.82% | $1 |
 BG | 0.06% | 2.4% | $2.7 |
 C | 0.06% | 1.81% | $2.12 |
 WELL.US | 0.05% | 1.22% | $2.44 |
 TPR | 0.04% | 1.13% | $1.4 |
 NRG | 0.03% | 1.39% | $1.57 |
 ALB | 0.02% | 1.38% | $1.6 |
 ROST | 0.02% | 0.74% | $1.41 |
 STX.US | 0.02% | 0.33% | $2.8 |
 CEG | 0.02% | 0.62% | - |
 IBKR | 0.01% | 0.35% | - |
 WDC | 0.01% | 0.09% | - |
 GEV | 0.01% | 0.16% | - |
 CASY | 0.01% | 0.27% | $1.79 |
 0968.HK | 0.01% | 2.45% | $0.23 |
 FIX | 0.01% | 0.15% | $1.02 |
 MU | 0% | 0.05% | $0.46 |
 VRT | 0% | 0.07% | $0.06 |
 PWR | 0% | 0.07% | $0.35 |
Performance Metrics
Score 2.7/10
Beta
0.41
0.41
0
0.8
1.2
0
2
Sharpe Ratio
-0.09
-0.09
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.12
-0.12
-1
1
2
3
3
Jensen's Alpha
-6.58
-6.58
-7
0
2
4.5
4.5
Omega Ratio
0.61
0.61
0
1
1.5
2.5
2.5
Treynor Ratio
-0.42
-0.42
-1
0.75
1.25
2
2
Information Ratio
-0.55
-0.55
-1
0.3
0.6
1
1
Calmar Ratio
-0.04
-0.04
-1
0.3
0.6
1
1
Beta
0.41
0.41
0
0.8
1.2
0
2
Sharpe Ratio
-0.09
-0.09
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.12
-0.12
-1
1
2
3
3
Jensen's Alpha
-6.58
-6.58
-7
0
2
4.5
4.5
Omega Ratio
0.61
0.61
0
1
1.5
2.5
2.5
Treynor Ratio
-0.42
-0.42
-1
0.75
1.25
2
2
Information Ratio
-0.55
-0.55
-1
0.3
0.6
1
1
Calmar Ratio
-0.04
-0.04
-1
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
34.47
High:NRG
163.89NRGLow:WELL.US
-385.02WELL.USDetails
PEG Ratio
62.39
High:PWR
520.09PWRLow:
MRNA
-127.02MRNADetails
Price/Book
8.22
High:STX.US
186.56STX.USLow:0968.HK
0.560968.HKDetails
Price/Sales
7.09
High:
LITE
31.01LITELow:BG
0.28BGDetails
Price/CF
17.21
High:LITE
149.43LITELow:IBKR
0.84IBKRDetails
Price/FCF
24.31
High:WELL.US
653.93WELL.USLow:IBKR
0.84IBKRDetails
P/E Ratio
34.47
High:NRG
163.89NRGLow:WELL.US
-385.02WELL.USDetails
PEG Ratio
62.39
High:PWR
520.09PWRLow:MRNA
-127.02MRNADetails
Price/Book
8.22
High:STX.US
186.56STX.USLow:0968.HK
0.560968.HKDetails
Price/Sales
7.09
High:LITE
31.01LITELow:BG
0.28BGDetails
Price/CF
17.21
High:LITE
149.43LITELow:IBKR
0.84IBKRDetails
Price/FCF
24.31
High:WELL.US
653.93WELL.USLow:IBKR
0.84IBKRDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-100% | Oct 2012 | - | 166 |