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+0.15%
This Month
+13.05%
Year To Date
+40.8%
2 Years
+118.57%
5 Years
+71.19%
10 Years
+7.89%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💻 Electronic Technology31.09%
- 💰 Finance18.06%
- 🖥️ Technology Services16.45%
- ⛏️ Energy Minerals10.41%
- 📊 ETFs8.42%
- ⚡ Utilities6.21%
- 💵 Cash4.17%
- 🏥 Health Services3.74%
- 🧪 Process Industries3.07%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE52.26%
- 🇺🇸 Nasdaq41.12%
- 🇫🇷 Euronext Paris4.07%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States81.89%
- 🇳🇱 Netherlands4.07%
- 🇬🇧 United Kingdom3.07%
Dividends
Dividend Yield
1.12%
12 out of 15 instruments pay dividend.
1 dividend payments in the next 30 days.
Highest Dividend: $PLD (3.14%)
Performance Metrics
Score 3.5/10
Beta
0.85
0.85
0
0.8
1.2
0
2
Sharpe Ratio
0.35
0.35
0
0.5
1
1.5
1.5
Sortino Ratio
0.5
0.5
0
1
2
3
3
Jensen's Alpha
-2.69
-2.69
-3
0
2
4.5
4.5
Omega Ratio
0.72
0.72
0
1
1.5
2.5
2.5
Treynor Ratio
0.67
0.67
0
0.75
1.25
2
2
Information Ratio
-0.34
-0.34
-1
0.3
0.6
1
1
Calmar Ratio
0.17
0.17
0
0.3
0.6
1
1
Beta
0.85
0.85
0
0.8
1.2
0
2
Sharpe Ratio
0.35
0.35
0
0.5
1
1.5
1.5
Sortino Ratio
0.5
0.5
0
1
2
3
3
Jensen's Alpha
-2.69
-2.69
-3
0
2
4.5
4.5
Omega Ratio
0.72
0.72
0
1
1.5
2.5
2.5
Treynor Ratio
0.67
0.67
0
0.75
1.25
2
2
Information Ratio
-0.34
-0.34
-1
0.3
0.6
1
1
Calmar Ratio
0.17
0.17
0
0.3
0.6
1
1
Portfolio Valuation
Based on weighted open stock positions
P/E Ratio
37.66
High:
AAPL
39.87AAPLLow:
BA
-13.12BADetails
PEG Ratio
7,429.35
High:AAPL
27,104.01AAPLLow:
UNH
30.19UNHDetails
Price/Book
14.4
High:
MA
65.34MALow:BA
-49.63BADetails
Price/Sales
8.26
High:
V
17.35VLow:
MPC
0.43MPCDetails
Price/CF
26.22
High:BA
40.56BALow:MPC
7.89MPCDetails
Price/FCF
48.86
High:
NEE
2,356.18NEELow:UNH
16.23UNHDetails
P/E Ratio
37.66
High:AAPL
39.87AAPLLow:BA
-13.12BADetails
PEG Ratio
7,429.35
High:AAPL
27,104.01AAPLLow:UNH
30.19UNHDetails
Price/Book
14.4
High:MA
65.34MALow:BA
-49.63BADetails
Price/Sales
8.26
High:V
17.35VLow:MPC
0.43MPCDetails
Price/CF
26.22
High:BA
40.56BALow:MPC
7.89MPCDetails
Price/FCF
48.86
High:NEE
2,356.18NEELow:UNH
16.23UNHDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-35.73% | Sep 2018 | Aug 2020 | 23 |
-14.34% | Jan 2022 | Mar 2023 | 14 |
-10.66% | Sep 2020 | Nov 2020 | 2 |
-9.59% | Dec 2024 | Jul 2025 | 7 |
-6.55% | Aug 2023 | Nov 2023 | 3 |
-5.38% | Apr 2024 | Jun 2024 | 2 |
-3.45% | Oct 2024 | Nov 2024 | 1 |
-2.89% | Jan 2021 | Feb 2021 | 1 |
-2.51% | Sep 2021 | Oct 2021 | 1 |
-0.91% | May 2023 | Jun 2023 | 1 |
-0.55% | Nov 2021 | Dec 2021 | 1 |