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+1.2%
This Month
+0.62%
Year To Date
+14.94%
2 Years
+20.78%
5 Years
-76.46%
10 Years
-15.79%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 🖥️ Technology Services41.33%
- 🧬 Health Technology20.89%
- 🍞 Consumer Non Durables19.49%
- 🏥 Health Services12.18%
- 💵 Cash3.73%
- 🧪 Process Industries1.05%
- 🛍️ Retail Trade0.01%
- ❓ Other0%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 Nasdaq60.82%
- 🇺🇸 NYSE33.08%
- 🇬🇧 LSE1.05%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States66.69%
- 🇮🇱 Israel27.2%
- 🇬🇧 United Kingdom1.05%
Dividends
Performance Metrics
Score 2.5/10
Beta
1.04
1.04
0
0.8
1.2
0
2
Sharpe Ratio
-0.19
-0.19
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.27
-0.27
-1
1
2
3
3
Jensen's Alpha
-18.53
-18.53
-19
0
2
4.5
4.5
Omega Ratio
0.65
0.65
0
1
1.5
2.5
2.5
Treynor Ratio
-0.71
-0.71
-1
0.75
1.25
2
2
Information Ratio
-0.46
-0.46
-1
0.3
0.6
1
1
Calmar Ratio
-0.18
-0.18
-1
0.3
0.6
1
1
Beta
1.04
1.04
0
0.8
1.2
0
2
Sharpe Ratio
-0.19
-0.19
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.27
-0.27
-1
1
2
3
3
Jensen's Alpha
-18.53
-18.53
-19
0
2
4.5
4.5
Omega Ratio
0.65
0.65
0
1
1.5
2.5
2.5
Treynor Ratio
-0.71
-0.71
-1
0.75
1.25
2
2
Information Ratio
-0.46
-0.46
-1
0.3
0.6
1
1
Calmar Ratio
-0.18
-0.18
-1
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
35.85
High:
UNH
22.13UNHLow:
KHC
-4.87KHCDetails
PEG Ratio
51.16
High:
ETOR
81.66ETORLow:
SYNT.L
-15.7SYNT.LDetails
Price/Book
1.84
High:UNH
2.81UNHLow:
BIGGQ
-0BIGGQDetails
Price/Sales
0.97
High:ETOR
2.59ETORLow:BIGGQ
-BIGGQDetails
Price/CF
12.35
High:UNH
15.25UNHLow:BIGGQ
1.98BIGGQDetails
Price/FCF
48.02
High:
PFE
202.63PFELow:SYNT.L
4.57SYNT.LDetails
P/E Ratio
35.85
High:UNH
22.13UNHLow:KHC
-4.87KHCDetails
PEG Ratio
51.16
High:ETOR
81.66ETORLow:SYNT.L
-15.7SYNT.LDetails
Price/Book
1.84
High:UNH
2.81UNHLow:BIGGQ
-0BIGGQDetails
Price/Sales
0.97
High:ETOR
2.59ETORLow:BIGGQ
-BIGGQDetails
Price/CF
12.35
High:UNH
15.25UNHLow:BIGGQ
1.98BIGGQDetails
Price/FCF
48.02
High:PFE
202.63PFELow:SYNT.L
4.57SYNT.LDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-89.34% | Jan 2018 | - | 99 |