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+2.22%
This Month
+3.52%
Year To Date
+38.29%
2 Years
+91.8%
5 Years
+695.49%
10 Years
+13.3%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 📡 Communications27.79%
- 🛍️ Retail Trade21.42%
- 🧬 Health Technology18.78%
- 💻 Electronic Technology13.37%
- 💰 Finance9.6%
- ⛏️ Energy Minerals8.95%
- 💵 Cash0.09%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE56.1%
- 🇺🇸 Nasdaq43.81%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States90.96%
- 🇬🇧 United Kingdom8.95%
Dividends
Dividend Yield
1.96%
7 out of 10 instruments pay dividend.
3 dividend payments in the next 30 days.
Highest Dividend: $VZ (5.94%)
Performance Metrics
Score 7.4/10
Beta
1.09
1.09
0
0.8
1.2
0
2
Sharpe Ratio
0.85
0.85
0
0.5
1
1.5
1.5
Sortino Ratio
1.8
1.8
0
1
2
3
3
Jensen's Alpha
10.42
10.42
-2
0
2
11
11
Omega Ratio
1.74
1.74
0
1
1.5
2.5
2.5
Treynor Ratio
1.66
1.66
0
0.75
1.25
2
2
Information Ratio
0.55
0.55
0
0.3
0.6
1
1
Calmar Ratio
0.55
0.55
0
0.3
0.6
1
1
Beta
1.09
1.09
0
0.8
1.2
0
2
Sharpe Ratio
0.85
0.85
0
0.5
1
1.5
1.5
Sortino Ratio
1.8
1.8
0
1
2
3
3
Jensen's Alpha
10.42
10.42
-2
0
2
11
11
Omega Ratio
1.74
1.74
0
1
1.5
2.5
2.5
Treynor Ratio
1.66
1.66
0
0.75
1.25
2
2
Information Ratio
0.55
0.55
0
0.3
0.6
1
1
Calmar Ratio
0.55
0.55
0
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
25.26
High:
AMD
103.96AMDLow:
T
8.59TDetails
PEG Ratio
892.84
High:
TMUS
6,932.47TMUSLow:T
8.22TDetails
Price/Book
3.69
High:
COST
13.83COSTLow:
BRK.B
1.43BRK.BDetails
Price/Sales
3.03
High:AMD
13.09AMDLow:
SHEL
0.95SHELDetails
Price/CF
15.57
High:AMD
45.99AMDLow:T
4.38TDetails
Price/FCF
63.76
High:
AMZN
325.85AMZNLow:T
15.68TDetails
P/E Ratio
25.26
High:AMD
103.96AMDLow:T
8.59TDetails
PEG Ratio
892.84
High:TMUS
6,932.47TMUSLow:T
8.22TDetails
Price/Book
3.69
High:COST
13.83COSTLow:BRK.B
1.43BRK.BDetails
Price/Sales
3.03
High:AMD
13.09AMDLow:SHEL
0.95SHELDetails
Price/CF
15.57
High:AMD
45.99AMDLow:T
4.38TDetails
Price/FCF
63.76
High:AMZN
325.85AMZNLow:T
15.68TDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-54.31% | Oct 2014 | Aug 2018 | 46 |
-41.53% | Dec 2021 | Nov 2023 | 23 |
-19.72% | Oct 2018 | Nov 2019 | 13 |
-15.89% | Feb 2025 | Sep 2025 | 7 |
-11.7% | Feb 2020 | Apr 2020 | 2 |
-11.17% | Sep 2020 | Dec 2020 | 3 |
-7.72% | Sep 2021 | Oct 2021 | 1 |
-7.18% | Mar 2026 | - | 2 |
-6.48% | Apr 2024 | Jun 2024 | 2 |
-5.55% | Jan 2021 | Apr 2021 | 3 |
-5.05% | Jul 2024 | Nov 2024 | 4 |
-4.75% | Nov 2025 | Feb 2026 | 3 |
-2.73% | Dec 2024 | Jan 2025 | 1 |
-1.73% | May 2021 | Jun 2021 | 1 |