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-2.29%
This Month
-6.04%
Year To Date
+0.29%
2 Years
-23.13%
5 Years
+97.9%
10 Years
+8.62%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💻 Electronic Technology48.04%
- 🖥️ Technology Services19.13%
- 🛍️ Retail Trade18.68%
- 🧬 Health Technology13.05%
- 💵 Cash0.76%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 Nasdaq65.58%
- 🇺🇸 NYSE33.33%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States67.8%
- 🇨🇳 China18.68%
- 🇮🇱 Israel12.43%
Dividends
Dividend Yield
1.19%
3 out of 7 instruments pay dividend.
1 dividend payments in the next 30 days.
Highest Dividend: $PFE (6.69%)
Performance Metrics
Score 3.9/10
Beta
0.7
0.7
0
0.8
1.2
0
2
Sharpe Ratio
0.31
0.31
0
0.5
1
1.5
1.5
Sortino Ratio
0.54
0.54
0
1
2
3
3
Jensen's Alpha
-1.36
-1.36
-2
0
2
4.5
4.5
Omega Ratio
0.83
0.83
0
1
1.5
2.5
2.5
Treynor Ratio
0.82
0.82
0
0.75
1.25
2
2
Information Ratio
-0.24
-0.24
-1
0.3
0.6
1
1
Calmar Ratio
0.18
0.18
0
0.3
0.6
1
1
Beta
0.7
0.7
0
0.8
1.2
0
2
Sharpe Ratio
0.31
0.31
0
0.5
1
1.5
1.5
Sortino Ratio
0.54
0.54
0
1
2
3
3
Jensen's Alpha
-1.36
-1.36
-2
0
2
4.5
4.5
Omega Ratio
0.83
0.83
0
1
1.5
2.5
2.5
Treynor Ratio
0.82
0.82
0
0.75
1.25
2
2
Information Ratio
-0.24
-0.24
-1
0.3
0.6
1
1
Calmar Ratio
0.18
0.18
0
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
36.38
High:
AAPL
37.65AAPLLow:
WIX
-67.54WIXDetails
PEG Ratio
123.85
High:AAPL
130.22AAPLLow:
ETOR
69.43ETORDetails
Price/Book
24.39
High:AAPL
42.87AAPLLow:WIX
-28.86WIXDetails
Price/Sales
9.01
High:AAPL
10.15AAPLLow:
SMWB
1.31SMWBDetails
Price/CF
25.83
High:
BABA
28.22BABALow:WIX
9.21WIXDetails
Price/FCF
33.05
High:BABA
1,196.17BABALow:WIX
9.38WIXDetails
P/E Ratio
36.38
High:AAPL
37.65AAPLLow:WIX
-67.54WIXDetails
PEG Ratio
123.85
High:AAPL
130.22AAPLLow:ETOR
69.43ETORDetails
Price/Book
24.39
High:AAPL
42.87AAPLLow:WIX
-28.86WIXDetails
Price/Sales
9.01
High:AAPL
10.15AAPLLow:SMWB
1.31SMWBDetails
Price/CF
25.83
High:BABA
28.22BABALow:WIX
9.21WIXDetails
Price/FCF
33.05
High:BABA
1,196.17BABALow:WIX
9.38WIXDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-39.88% | Aug 2021 | - | 59 |
-35.97% | Sep 2018 | May 2020 | 20 |
-12.71% | Nov 2015 | Jun 2016 | 7 |
-4.21% | Sep 2020 | Apr 2021 | 7 |
-3.05% | Nov 2017 | Jan 2018 | 2 |
-2.84% | Nov 2016 | Jan 2017 | 2 |
-2.46% | Jul 2016 | Aug 2016 | 1 |
-1.77% | May 2021 | Jun 2021 | 1 |
-0.53% | Sep 2017 | Oct 2017 | 1 |