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+1.23%
This Month
+19.12%
Year To Date
+54.66%
2 Years
+91.59%
5 Years
+103.5%
10 Years
+10.55%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💵 Cash33.09%
- 🧬 Health Technology27.68%
- 💻 Electronic Technology15.31%
- 💼 Commercial Services7.07%
- 🏥 Health Services5.05%
- 🛍️ Retail Trade3.79%
- 🚚 Transportation3.56%
- 🧪 Process Industries2.62%
- 💰 Finance2.59%
- ⚡ Utilities2.56%
- ❓ Other0%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 Nasdaq40.94%
- 🇺🇸 NYSE29.29%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States24.84%
- 🇨🇳 China9.93%
- 🇸🇪 Sweden6.59%
- 🇹🇼 Taiwan5.01%
- 🇯🇵 Japan3.71%
- 🇮🇱 Israel3.67%
- 🇩🇰 Denmark3.62%
- 🇬🇷 Greece3.56%
- 🇧🇷 Brazil3.52%
- 🇮🇳 India3.22%
- 🇦🇷 Argentina2.56%
Dividends
Dividend Yield
0.86%
11 out of 18 instruments pay dividend.
2 dividend payments in the next 30 days.
Highest Dividend: $CALM (9.21%)
Performance Metrics
Score 5.8/10
Beta
0.5
0.5
0
0.8
1.2
0
2
Sharpe Ratio
0.51
0.51
0
0.5
1
1.5
1.5
Sortino Ratio
0.72
0.72
0
1
2
3
3
Jensen's Alpha
2.93
2.93
-2
0
2
4.5
4.5
Omega Ratio
0.88
0.88
0
1
1.5
2.5
2.5
Treynor Ratio
1.45
1.45
0
0.75
1.25
2
2
Information Ratio
-0.17
-0.17
-1
0.3
0.6
1
1
Calmar Ratio
0.43
0.43
0
0.3
0.6
1
1
Beta
0.5
0.5
0
0.8
1.2
0
2
Sharpe Ratio
0.51
0.51
0
0.5
1
1.5
1.5
Sortino Ratio
0.72
0.72
0
1
2
3
3
Jensen's Alpha
2.93
2.93
-2
0
2
4.5
4.5
Omega Ratio
0.88
0.88
0
1
1.5
2.5
2.5
Treynor Ratio
1.45
1.45
0
0.75
1.25
2
2
Information Ratio
-0.17
-0.17
-1
0.3
0.6
1
1
Calmar Ratio
0.43
0.43
0
0.3
0.6
1
1
Portfolio Valuation
Based on weighted open stock positions
P/E Ratio
27.15
High:
TSM
33.59TSMLow:
CALM
3.64CALMDetails
PEG Ratio
44.24
High:
PAGS
130.97PAGSLow:
ERIC
0.55ERICDetails
Price/Book
7.14
High:TSM
9.76TSMLow:
GASS
0.35GASSDetails
Price/Sales
4.68
High:TSM
13.22TSMLow:
MOH
0.24MOHDetails
Price/CF
17.01
High:
RDY
31.05RDYLow:GASS
2.54GASSDetails
Price/FCF
46.68
High:RDY
297.84RDYLow:GASS
2.82GASSDetails
P/E Ratio
27.15
High:TSM
33.59TSMLow:CALM
3.64CALMDetails
PEG Ratio
44.24
High:PAGS
130.97PAGSLow:ERIC
0.55ERICDetails
Price/Book
7.14
High:TSM
9.76TSMLow:GASS
0.35GASSDetails
Price/Sales
4.68
High:TSM
13.22TSMLow:MOH
0.24MOHDetails
Price/CF
17.01
High:RDY
31.05RDYLow:GASS
2.54GASSDetails
Price/FCF
46.68
High:RDY
297.84RDYLow:GASS
2.82GASSDetails
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 | Aug 2025 | 8 |
-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 |