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-3.46%
This Month
-1.62%
Year To Date
+26.59%
2 Years
+68.36%
5 Years
+68.06%
10 Years
+7.79%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 🧬 Health Technology22.07%
- 🖥️ Technology Services13.43%
- 💰 Finance10.86%
- 💻 Electronic Technology8.54%
- 💇♀️ Consumer Services8.4%
- 💵 Cash5.53%
- 🏥 Health Services4.93%
- 🚚 Transportation4.49%
- 🏭 Industrial Services4.3%
- 🛍️ Retail Trade4.1%
- 💼 Commercial Services3.78%
- 🧪 Process Industries3.62%
- 🚗 Consumer Durables3.23%
- ⚡ Utilities3.02%
- ❓ Other0%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 Nasdaq50.09%
- 🇺🇸 NYSE44.69%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States55.22%
- 🇨🇳 China7.72%
- 🇹🇼 Taiwan4.74%
- 🇬🇷 Greece4.49%
- 🇮🇱 Israel4.47%
- 🇯🇵 Japan3.8%
- 🇧🇷 Brazil3.78%
- 🇮🇳 India3.77%
- 🇸🇬 Singapore3.75%
- 🇦🇷 Argentina3.02%
Dividends
Dividend Yield
0.61%
8 out of 24 instruments pay dividend.
1 dividend payments in the next 30 days.
Highest Dividend: $CALM (7.75%)
Performance Metrics
Score 5.2/10
Beta
0.49
0.49
0
0.8
1.2
0
2
Sharpe Ratio
0.41
0.41
0
0.5
1
1.5
1.5
Sortino Ratio
0.56
0.56
0
1
2
3
3
Jensen's Alpha
1.34
1.34
-2
0
2
4.5
4.5
Omega Ratio
0.82
0.82
0
1
1.5
2.5
2.5
Treynor Ratio
1.16
1.16
0
0.75
1.25
2
2
Information Ratio
-0.26
-0.26
-1
0.3
0.6
1
1
Calmar Ratio
0.34
0.34
0
0.3
0.6
1
1
Beta
0.49
0.49
0
0.8
1.2
0
2
Sharpe Ratio
0.41
0.41
0
0.5
1
1.5
1.5
Sortino Ratio
0.56
0.56
0
1
2
3
3
Jensen's Alpha
1.34
1.34
-2
0
2
4.5
4.5
Omega Ratio
0.82
0.82
0
1
1.5
2.5
2.5
Treynor Ratio
1.16
1.16
0
0.75
1.25
2
2
Information Ratio
-0.26
-0.26
-1
0.3
0.6
1
1
Calmar Ratio
0.34
0.34
0
0.3
0.6
1
1
Portfolio Valuation
Based on weighted open stock positions
P/E Ratio
25.86
High:
BDTX
41.98BDTXLow:
PERI
-64.81PERIDetails
PEG Ratio
32.08
High:
SONY
140.15SONYLow:
ECPG
-17.01ECPGDetails
Price/Book
5.96
High:
TSM
8.8TSMLow:
GASS
0.38GASSDetails
Price/Sales
4.65
High:
HUT
15.36HUTLow:
MOH
0.19MOHDetails
Price/CF
13.88
High:
LOVE
68.89LOVELow:GASS
1.9GASSDetails
Price/FCF
32.39
High:PERI
5,856.42PERILow:GASS
2.07GASSDetails
P/E Ratio
25.86
High:BDTX
41.98BDTXLow:PERI
-64.81PERIDetails
PEG Ratio
32.08
High:SONY
140.15SONYLow:ECPG
-17.01ECPGDetails
Price/Book
5.96
High:TSM
8.8TSMLow:GASS
0.38GASSDetails
Price/Sales
4.65
High:HUT
15.36HUTLow:MOH
0.19MOHDetails
Price/CF
13.88
High:LOVE
68.89LOVELow:GASS
1.9GASSDetails
Price/FCF
32.39
High:PERI
5,856.42PERILow:GASS
2.07GASSDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-23.71% | Feb 2020 | Nov 2020 | 9 |
-18.74% | Sep 2021 | Jul 2023 | 22 |
-16.33% | Dec 2024 | - | 9 |
-13.66% | Sep 2019 | Jan 2020 | 4 |
-7.97% | Oct 2018 | Apr 2019 | 6 |
-4.74% | Feb 2021 | Jun 2021 | 4 |
-3.77% | Mar 2024 | May 2024 | 2 |
-2.46% | Jun 2019 | Aug 2019 | 2 |
-2.24% | Jun 2024 | Jul 2024 | 1 |
-1.5% | Aug 2023 | Nov 2023 | 3 |
-1.09% | Jan 2024 | Feb 2024 | 1 |
-0.14% | Aug 2018 | Sep 2018 | 1 |