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+1.35%
This Month
+5.66%
Year To Date
+42.05%
2 Years
+91.68%
5 Years
-57.27%
10 Years
-9.7%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 🖥️ Technology Services30.31%
- 💵 Cash24.57%
- 🛍️ Retail Trade15.47%
- 💻 Electronic Technology11.72%
- ❓ Other9.14%
- 🚗 Consumer Durables3.05%
- 🍞 Consumer Non Durables1.6%
- 🧬 Health Technology0.46%
- 🛠️ Producer Manufacturing0.33%
- 💼 Commercial Services0.27%
- 🪙 Cryptocurrencies0.03%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 Nasdaq49.05%
- 🇺🇸 NYSE9.19%
- Regular Trading Hours - RTH9.14%
- 🇬🇧 LSE2.76%
- 🇫🇷 Euronext Paris1.6%
- 🇮🇹 Borsa Italiana0.61%
- 🌍 Digital Currency0.03%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States55.34%
- 🇰🇷 South Korea2.76%
- 🇯🇵 Japan2.44%
- 🇫🇷 France1.6%
- 🇳🇱 Netherlands0.61%
- 🇩🇰 Denmark0.46%
Dividends
Dividend Yield
0.25%
7 out of 15 instruments pay dividend.
1 dividend payments in the next 30 days.
Highest Dividend: $STLAM.MI (10.37%)
Performance Metrics
Score 2.3/10
Beta
1.34
1.34
0
0.8
1.2
0
2
Sharpe Ratio
-0.21
-0.21
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.29
-0.29
-1
1
2
3
3
Jensen's Alpha
-19.73
-19.73
-20
0
2
4.5
4.5
Omega Ratio
0.56
0.56
0
1
1.5
2.5
2.5
Treynor Ratio
-0.47
-0.47
-1
0.75
1.25
2
2
Information Ratio
-0.65
-0.65
-1
0.3
0.6
1
1
Calmar Ratio
-0.13
-0.13
-1
0.3
0.6
1
1
Beta
1.34
1.34
0
0.8
1.2
0
2
Sharpe Ratio
-0.21
-0.21
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.29
-0.29
-1
1
2
3
3
Jensen's Alpha
-19.73
-19.73
-20
0
2
4.5
4.5
Omega Ratio
0.56
0.56
0
1
1.5
2.5
2.5
Treynor Ratio
-0.47
-0.47
-1
0.75
1.25
2
2
Information Ratio
-0.65
-0.65
-1
0.3
0.6
1
1
Calmar Ratio
-0.13
-0.13
-1
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
27.91
High:
BA
109.83BALow:
RGTI
-20.88RGTIDetails
PEG Ratio
88
High:
NVO
191.12NVOLow:RGTI
-65.57RGTIDetails
Price/Book
7.32
High:BA
29.99BALow:
STLAM.MI
0.36STLAM.MIDetails
Price/Sales
5.96
High:RGTI
661.46RGTILow:
QS
-QSDetails
Price/CF
21.48
High:BA
163.87BALow:
PYPL
8.54PYPLDetails
Price/FCF
73.9
High:
AMZN
325.85AMZNLow:STLAM.MI
8.12STLAM.MIDetails
P/E Ratio
27.91
High:BA
109.83BALow:RGTI
-20.88RGTIDetails
PEG Ratio
88
High:NVO
191.12NVOLow:RGTI
-65.57RGTIDetails
Price/Book
7.32
High:BA
29.99BALow:STLAM.MI
0.36STLAM.MIDetails
Price/Sales
5.96
High:RGTI
661.46RGTILow:QS
-QSDetails
Price/CF
21.48
High:BA
163.87BALow:PYPL
8.54PYPLDetails
Price/FCF
73.9
High:AMZN
325.85AMZNLow:STLAM.MI
8.12STLAM.MIDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-84.62% | Feb 2018 | - | 99 |