Loading...
+0.94%
This Month
-5.14%
Year To Date
+36.55%
2 Years
+43.42%
5 Years
+145.37%
10 Years
+12.57%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 📊 ETFs73.61%
- 🧩 Miscellaneous17.98%
- 💰 Finance3.92%
- 🧬 Health Technology2.44%
- 🖥️ Technology Services1.94%
- 💵 Cash0.18%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE64.17%
- 🇺🇸 Nasdaq35.72%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States8.31%
Dividends
Dividend Yield
0.16%
3 out of 9 instruments pay dividend.
1 dividend payments in the next 30 days.
Highest Dividend: $JNJ (2.15%)
Performance Metrics
Score 5.9/10
Beta
0.7
0.7
0
0.8
1.2
0
2
Sharpe Ratio
0.65
0.65
0
0.5
1
1.5
1.5
Sortino Ratio
1.02
1.02
0
1
2
3
3
Jensen's Alpha
3
3
-2
0
2
4.5
4.5
Omega Ratio
0.97
0.97
0
1
1.5
2.5
2.5
Treynor Ratio
1.29
1.29
0
0.75
1.25
2
2
Information Ratio
-0.03
-0.03
-1
0.3
0.6
1
1
Calmar Ratio
0.35
0.35
0
0.3
0.6
1
1
Beta
0.7
0.7
0
0.8
1.2
0
2
Sharpe Ratio
0.65
0.65
0
0.5
1
1.5
1.5
Sortino Ratio
1.02
1.02
0
1
2
3
3
Jensen's Alpha
3
3
-2
0
2
4.5
4.5
Omega Ratio
0.97
0.97
0
1
1.5
2.5
2.5
Treynor Ratio
1.29
1.29
0
0.75
1.25
2
2
Information Ratio
-0.03
-0.03
-1
0.3
0.6
1
1
Calmar Ratio
0.35
0.35
0
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
16.96
High:
INTU
27.41INTULow:
BRK.B
15.38BRK.BDetails
PEG Ratio
41.67
High:INTU
63.5INTULow:
JNJ
24.3JNJDetails
Price/Book
1.87
High:JNJ
7.18JNJLow:BRK.B
1.44BRK.BDetails
Price/Sales
3.31
High:JNJ
6.29JNJLow:BRK.B
2.77BRK.BDetails
Price/CF
22.62
High:BRK.B
23.59BRK.BLow:INTU
20.01INTUDetails
Price/FCF
46.32
High:JNJ
69.21JNJLow:INTU
25.11INTUDetails
P/E Ratio
16.96
High:INTU
27.41INTULow:BRK.B
15.38BRK.BDetails
PEG Ratio
41.67
High:INTU
63.5INTULow:JNJ
24.3JNJDetails
Price/Book
1.87
High:JNJ
7.18JNJLow:BRK.B
1.44BRK.BDetails
Price/Sales
3.31
High:JNJ
6.29JNJLow:BRK.B
2.77BRK.BDetails
Price/CF
22.62
High:BRK.B
23.59BRK.BLow:INTU
20.01INTUDetails
Price/FCF
46.32
High:JNJ
69.21JNJLow:INTU
25.11INTUDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-35.9% | Jan 2022 | Jun 2024 | 29 |
-11.17% | Oct 2018 | Jan 2020 | 15 |
-9.7% | Feb 2025 | Jun 2025 | 4 |
-6.77% | Nov 2025 | - | 6 |
-5.83% | Sep 2021 | Oct 2021 | 1 |
-4.16% | Feb 2020 | Mar 2020 | 1 |
-4.07% | Oct 2020 | Nov 2020 | 1 |
-0.83% | May 2020 | Sep 2020 | 4 |
-0.75% | Jul 2024 | Aug 2024 | 1 |
-0.71% | Oct 2024 | Nov 2024 | 1 |
-0.59% | Nov 2021 | Dec 2021 | 1 |
-0.48% | Jan 2021 | Feb 2021 | 1 |
-0.24% | May 2021 | Jun 2021 | 1 |
-0.05% | Dec 2024 | Jan 2025 | 1 |