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+0.01%
Today
-0.03%
This Month
-1.77%
Year To Date
+41.61%
2 Years
+59.24%
5 Years
+16.83%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💵 Cash29.96%
- 🖥️ Technology Services26.39%
- 💻 Electronic Technology26.25%
- 💼 Commercial Services5.67%
- 🚗 Consumer Durables4.33%
- 💰 Finance0.03%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 Nasdaq57.97%
- 🇺🇸 NYSE3.68%
- 🇫🇷 Euronext Paris1.03%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States57.29%
- 🇯🇵 Japan4.33%
- 🇫🇷 France1.03%
- 🇬🇧 United Kingdom0.03%
Dividends
Dividend Yield
0.25%
6 out of 13 instruments pay dividend.
1 dividend payments in the next 30 days.
Highest Dividend: $HSBC (5.8%)
Performance Metrics
Score 6.9/10
Beta
0.8
0.8
0
0.8
1.2
0
2
Sharpe Ratio
0.88
0.88
0
0.5
1
1.5
1.5
Sortino Ratio
1.48
1.48
0
1
2
3
3
Jensen's Alpha
6.53
6.53
-2
0
2
7
7
Omega Ratio
1.3
1.3
0
1
1.5
2.5
2.5
Treynor Ratio
1.53
1.53
0
0.75
1.25
2
2
Information Ratio
0.35
0.35
0
0.3
0.6
1
1
Calmar Ratio
0.6
0.6
0
0.3
0.6
1
1
Beta
0.8
0.8
0
0.8
1.2
0
2
Sharpe Ratio
0.88
0.88
0
0.5
1
1.5
1.5
Sortino Ratio
1.48
1.48
0
1
2
3
3
Jensen's Alpha
6.53
6.53
-2
0
2
7
7
Omega Ratio
1.3
1.3
0
1
1.5
2.5
2.5
Treynor Ratio
1.53
1.53
0
0.75
1.25
2
2
Information Ratio
0.35
0.35
0
0.3
0.6
1
1
Calmar Ratio
0.6
0.6
0
0.3
0.6
1
1
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-26.66% | Sep 2021 | Jul 2023 | 22 |
-14.23% | Sep 2018 | Apr 2019 | 7 |
-11.84% | Jun 2015 | Nov 2015 | 5 |
-9.84% | Feb 2020 | Apr 2020 | 2 |
-8.57% | Sep 2014 | Jan 2015 | 4 |
-7.12% | May 2019 | Nov 2019 | 6 |
-6.71% | Dec 2015 | Jul 2016 | 7 |
-6.22% | Aug 2023 | Nov 2023 | 3 |
-5.85% | Mar 2018 | May 2018 | 2 |
-4.48% | Jul 2014 | Aug 2014 | 1 |
-4.46% | Dec 2024 | - | 3 |
-3.33% | Feb 2024 | Jul 2024 | 5 |
-3.25% | Apr 2014 | May 2014 | 1 |
-2.06% | Mar 2015 | Apr 2015 | 1 |
-1.52% | Sep 2016 | Oct 2016 | 1 |
-1.09% | Nov 2017 | Jan 2018 | 2 |
-0.93% | Mar 2021 | May 2021 | 2 |
-0.4% | Jul 2018 | Aug 2018 | 1 |
-0.35% | Jul 2021 | Aug 2021 | 1 |