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-0.32%
Today
-2.6%
This Month
+1.66%
Year To Date
-8.16%
2 Years
-8.16%
5 Years
-9.71%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💰 Finance39.22%
- 🧬 Health Technology17.69%
- 🖥️ Technology Services17.68%
- 💻 Electronic Technology9%
- 🛍️ Retail Trade4.41%
- ❓ Other4.12%
- 🍞 Consumer Non Durables3.97%
- 🚚 Transportation3.61%
- 💵 Cash0.3%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE52%
- 🇺🇸 Nasdaq43.57%
- 🇺🇸 Chicago Board Options Exchange4.12%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States76.43%
- 🇰🇾 Cayman Islands9.38%
- 🇨🇭 Switzerland3.46%
- 🇮🇪 Ireland3.27%
- 🇩🇰 Denmark3.02%
Dividends
Dividend Yield
0.77%
16 out of 23 instruments pay dividend.
3 dividend payments in the next 30 days.
Highest Dividend: $MCHP (2.46%)
Dividend Yield Breakdown
Instrument | Portfolio Yield | Company Yield | Per Share |
|---|---|---|---|
 MCHP | 0.13% | 2.46% | $1.75 |
 ACN | 0.07% | 2.1% | $4.99 |
 HIG | 0.06% | 1.67% | $1.84 |
 EBAY | 0.06% | 1.42% | $1.04 |
 TRV | 0.06% | 1.62% | $4.05 |
 NVO | 0.06% | 1.83% | $0.98 |
 AIZ | 0.05% | 1.66% | $2.86 |
 CBOE | 0.05% | 1.21% | - |
 EXPD | 0.05% | 1.33% | $1.42 |
 CB | 0.05% | 1.35% | $3.49 |
 GL | 0.03% | 0.84% | $0.93 |
 V | 0.03% | 0.65% | $2.01 |
 MA | 0.02% | 0.53% | $2.46 |
 VRSK | 0.02% | 0.56% | $1.46 |
 WRB.US | 0.02% | 0.49% | $0.45 |
 AAPL | 0.02% | 0.48% | $0.97 |
Performance Metrics
Score 1.8/10
Beta
0.81
0.81
0
0.8
1.2
0
2
Sharpe Ratio
-0.65
-0.65
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.78
-0.78
-1
1
2
3
3
Jensen's Alpha
-14.96
-14.96
-15
0
2
4.5
4.5
Omega Ratio
0.34
0.34
0
1
1.5
2.5
2.5
Treynor Ratio
-1.11
-1.11
-2
0.75
1.25
2
2
Information Ratio
-1.41
-1.41
-2
0.3
0.6
1
1
Calmar Ratio
-0.7
-0.7
-1
0.3
0.6
1
1
Beta
0.81
0.81
0
0.8
1.2
0
2
Sharpe Ratio
-0.65
-0.65
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.78
-0.78
-1
1
2
3
3
Jensen's Alpha
-14.96
-14.96
-15
0
2
4.5
4.5
Omega Ratio
0.34
0.34
0
1
1.5
2.5
2.5
Treynor Ratio
-1.11
-1.11
-2
0.75
1.25
2
2
Information Ratio
-1.41
-1.41
-2
0.3
0.6
1
1
Calmar Ratio
-0.7
-0.7
-1
0.3
0.6
1
1
Portfolio Valuation
Based on weighted open stock positions
P/E Ratio
29.97
High:
VRSK
44.21VRSKLow:
MCHP
-9,119.51MCHPDetails
PEG Ratio
88.8
High:
MA
293.18MALow:
TRMB
2.48TRMBDetails
Price/Book
15.93
High:VRSK
343.52VRSKLow:
CB
1.67CBDetails
Price/Sales
6.87
High:
V
18.31VLow:
AIZ
0.81AIZDetails
Price/CF
23.09
High:VRSK
34.48VRSKLow:
HIG
6.21HIGDetails
Price/FCF
28.29
High:MCHP
79.92MCHPLow:
NU
5.19NUDetails
P/E Ratio
29.97
High:VRSK
44.21VRSKLow:MCHP
-9,119.51MCHPDetails
PEG Ratio
88.8
High:MA
293.18MALow:TRMB
2.48TRMBDetails
Price/Book
15.93
High:VRSK
343.52VRSKLow:CB
1.67CBDetails
Price/Sales
6.87
High:V
18.31VLow:AIZ
0.81AIZDetails
Price/CF
23.09
High:VRSK
34.48VRSKLow:HIG
6.21HIGDetails
Price/FCF
28.29
High:MCHP
79.92MCHPLow:NU
5.19NUDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-10.77% | Dec 2024 | - | 8 |