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+0.38%
This Month
+19.35%
Year To Date
+76.85%
2 Years
+30.91%
5 Years
+115.7%
10 Years
+7.83%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 🖥️ Technology Services41.07%
- 🛍️ Retail Trade20.45%
- 💰 Finance12.39%
- 💼 Commercial Services10.96%
- 💻 Electronic Technology7.65%
- 💇♀️ Consumer Services3.87%
- 🚚 Transportation3.33%
- 💵 Cash0.36%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 Nasdaq69.89%
- 🇺🇸 NYSE29.83%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States92.07%
- 🇳🇱 Netherlands6.28%
- 🇹🇼 Taiwan1.36%
Dividends
Dividend Yield
0.39%
14 out of 17 instruments pay dividend.
1 dividend payments in the next 30 days.
Highest Dividend: $MSCI (1.3%)
Dividend Yield Breakdown
Instrument | Portfolio Yield | Company Yield | Per Share |
|---|---|---|---|
 GOOG | 0.09% | 0.32% | $0.2 |
 SPGI | 0.05% | 0.8% | $3.62 |
 V | 0.04% | 0.69% | $2.01 |
 ASML.RTH | 0.04% | 0.6% | $5.57 |
 MA | 0.03% | 0.54% | $2.46 |
 BKNG.RTH | 0.03% | 0.74% | $17.5 |
 MSFT | 0.03% | 0.66% | $3 |
 CRM | 0.02% | 0.65% | $0.4 |
 MSCI | 0.02% | 1.3% | $5.96 |
 TSM | 0.01% | 0.82% | $1.74 |
 EFX | 0.01% | 0.77% | $1.56 |
 MCO | 0.01% | 0.77% | $3.24 |
 META | 0.01% | 0.35% | $1 |
 INTU.RTH | 0.01% | 0.65% | $3.6 |
Performance Metrics
Score 3.5/10
Beta
0.99
0.99
0
0.8
1.2
0
2
Sharpe Ratio
0.38
0.38
0
0.5
1
1.5
1.5
Sortino Ratio
0.57
0.57
0
1
2
3
3
Jensen's Alpha
-3.14
-3.14
-4
0
2
4.5
4.5
Omega Ratio
0.82
0.82
0
1
1.5
2.5
2.5
Treynor Ratio
0.65
0.65
0
0.75
1.25
2
2
Information Ratio
-0.25
-0.25
-1
0.3
0.6
1
1
Calmar Ratio
0.15
0.15
0
0.3
0.6
1
1
Beta
0.99
0.99
0
0.8
1.2
0
2
Sharpe Ratio
0.38
0.38
0
0.5
1
1.5
1.5
Sortino Ratio
0.57
0.57
0
1
2
3
3
Jensen's Alpha
-3.14
-3.14
-4
0
2
4.5
4.5
Omega Ratio
0.82
0.82
0
1
1.5
2.5
2.5
Treynor Ratio
0.65
0.65
0
0.75
1.25
2
2
Information Ratio
-0.25
-0.25
-1
0.3
0.6
1
1
Calmar Ratio
0.15
0.15
0
0.3
0.6
1
1
Portfolio Valuation
Based on weighted open stock positions
P/E Ratio
29.99
High:
INTU.RTH
48.48INTU.RTHLow:
PYPL
14.82PYPLDetails
PEG Ratio
447.49
High:
BKNG.RTH
7,053.25BKNG.RTHLow:
UBER
3.07UBERDetails
Price/Book
8.47
High:
MA
65.34MALow:
MSCI
-46.85MSCIDetails
Price/Sales
6.35
High:
V
17.35VLow:PYPL
2.09PYPLDetails
Price/CF
18.38
High:INTU.RTH
35.67INTU.RTHLow:PYPL
11.97PYPLDetails
Price/FCF
51.65
High:
AMZN
175.86AMZNLow:PYPL
13.72PYPLDetails
P/E Ratio
29.99
High:INTU.RTH
48.48INTU.RTHLow:PYPL
14.82PYPLDetails
PEG Ratio
447.49
High:BKNG.RTH
7,053.25BKNG.RTHLow:UBER
3.07UBERDetails
Price/Book
8.47
High:MA
65.34MALow:MSCI
-46.85MSCIDetails
Price/Sales
6.35
High:V
17.35VLow:PYPL
2.09PYPLDetails
Price/CF
18.38
High:INTU.RTH
35.67INTU.RTHLow:PYPL
11.97PYPLDetails
Price/FCF
51.65
High:AMZN
175.86AMZNLow:PYPL
13.72PYPLDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-53.77% | Sep 2021 | - | 50 |
-17.43% | Aug 2015 | Aug 2016 | 12 |
-15.3% | Feb 2020 | Aug 2020 | 6 |
-14.14% | Aug 2018 | Apr 2019 | 8 |
-10.36% | May 2019 | Jan 2020 | 8 |
-5.67% | Dec 2016 | Nov 2017 | 11 |
-5.5% | Mar 2021 | Jun 2021 | 3 |
-3.42% | Sep 2014 | Nov 2014 | 2 |
-3.26% | Dec 2014 | Feb 2015 | 2 |
-2.61% | Sep 2020 | Nov 2020 | 2 |
-2.01% | Jul 2021 | Aug 2021 | 1 |
-1.53% | Mar 2015 | Apr 2015 | 1 |
-0.46% | Mar 2018 | May 2018 | 2 |
-0.18% | Dec 2017 | Jan 2018 | 1 |