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+2.88%
This Month
+14.37%
Year To Date
+18.49%
2 Years
-18.05%
5 Years
+41.96%
10 Years
+5.47%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 🍞 Consumer Non Durables100%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE84.93%
- 🇺🇸 Nasdaq15.07%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States86.49%
- 🇸🇪 Sweden13.51%
Dividends
Dividend Yield
-3.12%
1 out of 4 instruments pay dividend.
0 dividend payments in the next 30 days.
Dividend Yield Breakdown
Instrument | Portfolio Yield | Company Yield | Per Share |
|---|---|---|---|
 NKE | -3.12% | -3.68% | $-1.45 |
Next Dividends
Stock | Type | Date | Pay Per Share |
|---|
Performance Metrics
Score 3/10
Beta
0.69
0.69
0
0.8
1.2
0
2
Sharpe Ratio
0.15
0.15
0
0.5
1
1.5
1.5
Sortino Ratio
0.23
0.23
0
1
2
3
3
Jensen's Alpha
-5.18
-5.18
-6
0
2
4.5
4.5
Omega Ratio
0.65
0.65
0
1
1.5
2.5
2.5
Treynor Ratio
0.35
0.35
0
0.75
1.25
2
2
Information Ratio
-0.53
-0.53
-1
0.3
0.6
1
1
Calmar Ratio
0.08
0.08
0
0.3
0.6
1
1
Beta
0.69
0.69
0
0.8
1.2
0
2
Sharpe Ratio
0.15
0.15
0
0.5
1
1.5
1.5
Sortino Ratio
0.23
0.23
0
1
2
3
3
Jensen's Alpha
-5.18
-5.18
-6
0
2
4.5
4.5
Omega Ratio
0.65
0.65
0
1
1.5
2.5
2.5
Treynor Ratio
0.35
0.35
0
0.75
1.25
2
2
Information Ratio
-0.53
-0.53
-1
0.3
0.6
1
1
Calmar Ratio
0.08
0.08
0
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
29.71
High:NKE
29.07NKELow:
OTLY
-2.03OTLYDetails
PEG Ratio
-7.36
High:
TBLT
-0.02TBLTLow:OTLY
-8.14OTLYDetails
Price/Book
4.64
High:OTLY
17.28OTLYLow:
BYND
-2,476.67BYNDDetails
Price/Sales
1.4
High:NKE
1.41NKELow:TBLT
0.02TBLTDetails
Price/CF
54.38
High:NKE
54.38NKELow:NKE
54.38NKEDetails
Price/FCF
947.69
High:NKE
947.69NKELow:NKE
947.69NKEDetails
P/E Ratio
29.71
High:NKE
29.07NKELow:OTLY
-2.03OTLYDetails
PEG Ratio
-7.36
High:TBLT
-0.02TBLTLow:OTLY
-8.14OTLYDetails
Price/Book
4.64
High:OTLY
17.28OTLYLow:BYND
-2,476.67BYNDDetails
Price/Sales
1.4
High:NKE
1.41NKELow:TBLT
0.02TBLTDetails
Price/CF
54.38
High:NKE
54.38NKELow:NKE
54.38NKEDetails
Price/FCF
947.69
High:NKE
947.69NKELow:NKE
947.69NKEDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-47.97% | Nov 2021 | - | 54 |
-11.6% | May 2019 | Jan 2020 | 8 |
-2.74% | Feb 2020 | Apr 2020 | 2 |
-2.63% | Sep 2020 | Nov 2020 | 2 |
-1.79% | Jul 2021 | Oct 2021 | 3 |