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+0.12%
Today
-1.44%
This Month
-2.16%
Year To Date
+6.68%
2 Years
+38.92%
5 Years
+15.88%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 🖥️ Technology Services19.36%
- 🪙 Cryptocurrencies17.07%
- 📡 Communications14.56%
- 📈 Indexes12.98%
- 💰 Finance10.3%
- 🚗 Consumer Durables8.69%
- 🧪 Process Industries6.45%
- 🧬 Health Technology3.39%
- 💇♀️ Consumer Services3.21%
- 🛠️ Producer Manufacturing0.31%
- 💵 Cash0.13%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE38.61%
- 🇺🇸 Nasdaq27.66%
- 🌍 Digital Currency17.07%
- 🌍 CFD12.98%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States65.96%
- 🇮🇱 Israel0.31%
Dividends
Dividend Yield
-0.14%
8 out of 16 instruments pay dividend.
0 dividend payments in the next 30 days.
Highest Dividend: $IBM (2.34%)
Performance Metrics
Score 6.4/10
Beta
0.83
0.83
0
0.8
1.2
0
2
Sharpe Ratio
0.48
0.48
0
0.5
1
1.5
1.5
Sortino Ratio
1.02
1.02
0
1
2
3
3
Jensen's Alpha
16.96
16.96
-2
0
2
17
17
Omega Ratio
1.44
1.44
0
1
1.5
2.5
2.5
Treynor Ratio
2.43
2.43
0
0.75
1.25
3
3
Information Ratio
0.29
0.29
0
0.3
0.6
1
1
Calmar Ratio
0.24
0.24
0
0.3
0.6
1
1
Beta
0.83
0.83
0
0.8
1.2
0
2
Sharpe Ratio
0.48
0.48
0
0.5
1
1.5
1.5
Sortino Ratio
1.02
1.02
0
1
2
3
3
Jensen's Alpha
16.96
16.96
-2
0
2
17
17
Omega Ratio
1.44
1.44
0
1
1.5
2.5
2.5
Treynor Ratio
2.43
2.43
0
0.75
1.25
3
3
Information Ratio
0.29
0.29
0
0.3
0.6
1
1
Calmar Ratio
0.24
0.24
0
0.3
0.6
1
1
Portfolio Valuation
Based on weighted open stock positions
P/E Ratio
31.83
High:
ARES
105.84ARESLow:
TWLO
-636.54TWLODetails
PEG Ratio
302.64
High:
IDXX
1,021.22IDXXLow:TWLO
-669.86TWLODetails
Price/Book
4.37
High:IDXX
28.69IDXXLow:
MTCH
-44.15MTCHDetails
Price/Sales
2.47
High:
LBRDK
12.05LBRDKLow:
F
0.24FDetails
Price/CF
15.3
High:
SEDG
103.23SEDGLow:F
2.27FDetails
Price/FCF
32.4
High:SEDG
476.9SEDGLow:F
6.36FDetails
P/E Ratio
31.83
High:ARES
105.84ARESLow:TWLO
-636.54TWLODetails
PEG Ratio
302.64
High:IDXX
1,021.22IDXXLow:TWLO
-669.86TWLODetails
Price/Book
4.37
High:IDXX
28.69IDXXLow:MTCH
-44.15MTCHDetails
Price/Sales
2.47
High:LBRDK
12.05LBRDKLow:F
0.24FDetails
Price/CF
15.3
High:SEDG
103.23SEDGLow:F
2.27FDetails
Price/FCF
32.4
High:SEDG
476.9SEDGLow:F
6.36FDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-67.25% | Mar 2014 | May 2017 | 38 |
-28.41% | Nov 2021 | - | 45 |
-16.18% | Aug 2018 | Jul 2019 | 11 |
-13.54% | Feb 2020 | Apr 2020 | 2 |
-5.95% | Feb 2018 | May 2018 | 3 |
-5.52% | Sep 2020 | Nov 2020 | 2 |
-4.59% | Sep 2017 | Nov 2017 | 2 |
-3.24% | Jul 2017 | Aug 2017 | 1 |
-1.8% | Aug 2019 | Jan 2020 | 5 |
-1.48% | Dec 2017 | Jan 2018 | 1 |