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+0.75%
This Month
+0.75%
Year To Date
+39.04%
2 Years
-80.05%
5 Years
-69.95%
10 Years
-20.18%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💰 Finance28.5%
- 🖥️ Technology Services13.34%
- 🛍️ Retail Trade10.89%
- 🏭 Industrial Services8.23%
- 🍞 Consumer Non Durables6.71%
- 🏥 Health Services6.48%
- 🧬 Health Technology5.73%
- ⛏️ Energy Minerals4.77%
- 💇♀️ Consumer Services4.12%
- 🚚 Transportation3%
- 🧪 Process Industries2.36%
- 🪨 Non Energy Minerals2.19%
- 💼 Commercial Services1.91%
- 🚗 Consumer Durables1.73%
- 💵 Cash0.04%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE63.82%
- 🇺🇸 Nasdaq30.61%
- 🇫🇷 Euronext Paris3.66%
- 🇭🇰 Hong Kong Exchanges1.02%
- 🇬🇧 LSE0.84%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States80.65%
- 🇮🇪 Ireland4.69%
- 🇨🇳 China4.64%
- 🇫🇷 France3.66%
- 🇩🇰 Denmark3.12%
- 🇨🇦 Canada1.57%
- 🇬🇧 United Kingdom0.84%
- 🇮🇱 Israel0.78%
Dividends
Dividend Yield
1.66%
28 out of 41 instruments pay dividend.
0 dividend payments in the next 30 days.
Highest Dividend: $BNP.PA (5.81%)
Dividend Yield Breakdown
Instrument | Portfolio Yield | Company Yield | Per Share |
|---|---|---|---|
 BNP.PA | 0.21% | 5.81% | $4.6 |
 OKE | 0.15% | 5.46% | $3.89 |
 USB | 0.11% | 3.67% | $1.94 |
 TGT | 0.11% | 4.3% | $4.42 |
 SW | 0.1% | 4.18% | $1.18 |
 UNH | 0.08% | 2.53% | $7.74 |
 MRK | 0.08% | 2.95% | $3.04 |
 OMC | 0.07% | 3.7% | $2.8 |
 DVN | 0.07% | 2.55% | $2.05 |
 SLB | 0.07% | 2.36% | $1.05 |
 CTRA | 0.07% | 3.29% | $0.82 |
 NVO | 0.07% | 2.12% | $0.98 |
 NKE | 0.06% | 2.5% | $1.45 |
 HAL | 0.05% | 2.03% | $0.66 |
 ACN | 0.05% | 2.22% | $4.99 |
 MCD | 0.04% | 2.36% | $6.53 |
 HD | 0.03% | 2.42% | $8.52 |
 KO | 0.03% | 2.85% | $1.89 |
 LUV | 0.03% | 1.69% | $0.72 |
 JD.US | 0.03% | 3.39% | $0.74 |
 SYF | 0.02% | 1.49% | $1 |
 FCX | 0.02% | 1% | $0.6 |
 DHI | 0.02% | 1.08% | $1.15 |
 BABA | 0.02% | 0.62% | $0.98 |
 NWSA | 0.02% | 0.77% | $0.2 |
 CRM | 0.02% | 0.76% | $0.4 |
 MA | 0.02% | 0.6% | $2.46 |
 MSFT | 0.01% | 0.79% | $3 |
Next Dividends
Stock | Type | Date | Pay Per Share |
|---|
Performance Metrics
Score 2.1/10
Beta
1.91
1.91
0
0.8
1.2
0
2
Sharpe Ratio
-0.07
-0.07
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.09
-0.09
-1
1
2
3
3
Jensen's Alpha
-25.49
-25.49
-26
0
2
4.5
4.5
Omega Ratio
0.72
0.72
0
1
1.5
2.5
2.5
Treynor Ratio
-0.17
-0.17
-1
0.75
1.25
2
2
Information Ratio
-0.33
-0.33
-1
0.3
0.6
1
1
Calmar Ratio
-0.22
-0.22
-1
0.3
0.6
1
1
Beta
1.91
1.91
0
0.8
1.2
0
2
Sharpe Ratio
-0.07
-0.07
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.09
-0.09
-1
1
2
3
3
Jensen's Alpha
-25.49
-25.49
-26
0
2
4.5
4.5
Omega Ratio
0.72
0.72
0
1
1.5
2.5
2.5
Treynor Ratio
-0.17
-0.17
-1
0.75
1.25
2
2
Information Ratio
-0.33
-0.33
-1
0.3
0.6
1
1
Calmar Ratio
-0.22
-0.22
-1
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
23.7
High:
1833.HK
168.191833.HKLow:SYF
8.31SYFDetails
PEG Ratio
194.19
High:ACN
1,887.5ACNLow:LUV
2.67LUVDetails
Price/Book
4.21
High:MA
60.55MALow:MCD
-99.7MCDDetails
Price/Sales
3.18
High:MA
15.28MALow:
MOH
0.23MOHDetails
Price/CF
18.54
High:
SNPS
56.03SNPSLow:SYF
2.7SYFDetails
Price/FCF
48.15
High:SW
1,675.24SWLow:SYF
2.84SYFDetails
P/E Ratio
23.7
High:1833.HK
168.191833.HKLow:SYF
8.31SYFDetails
PEG Ratio
194.19
High:ACN
1,887.5ACNLow:LUV
2.67LUVDetails
Price/Book
4.21
High:MA
60.55MALow:MCD
-99.7MCDDetails
Price/Sales
3.18
High:MA
15.28MALow:MOH
0.23MOHDetails
Price/CF
18.54
High:SNPS
56.03SNPSLow:SYF
2.7SYFDetails
Price/FCF
48.15
High:SW
1,675.24SWLow:SYF
2.84SYFDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-90.89% | Aug 2021 | - | 54 |
-27.78% | Mar 2021 | Jul 2021 | 4 |
-7.95% | Sep 2020 | Oct 2020 | 1 |
-2.85% | Jan 2021 | Feb 2021 | 1 |
-0.98% | Nov 2020 | Dec 2020 | 1 |