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-0.53%
Today
+1.01%
This Month
+2.57%
Year To Date
+34.37%
2 Years
+52.17%
5 Years
+9.87%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 📊 ETFs94.69%
- 💵 Cash2.75%
- 🪨 Non Energy Minerals2.49%
- 🛍️ Retail Trade0.53%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE71.86%
- 🇺🇸 Nasdaq15.69%
- 🇬🇧 LSE7.74%
- 🇺🇸 Chicago Board Options Exchange2.42%
Countries Breakdown
- Country
- Total
- 🇨🇦 Canada2.49%
- 🇨🇳 China0.53%
Dividends
Dividend Yield
1.11%
36 out of 42 instruments pay dividend.
1 dividend payments in the next 30 days.
Highest Dividend: $TLT (4.21%)
Dividend Yield Breakdown
Instrument | Portfolio Yield | Company Yield | Per Share |
|---|---|---|---|
 IUSV | 0.06% | 2.15% | - |
 XLV | 0.05% | 1.66% | - |
 ITOT | 0.05% | 1.34% | - |
 XLB | 0.05% | 2.02% | - |
 B | 0.05% | 1.93% | $0.4 |
 VOE | 0.04% | 2.4% | - |
 IUSA.L | 0.04% | 1.94% | - |
 VTI | 0.04% | 1.37% | - |
 XLK | 0.04% | 0.74% | - |
 VT.US | 0.04% | 1.93% | - |
 VTV | 0.04% | 2.35% | - |
 IJJ | 0.04% | 2.05% | - |
 TLT | 0.04% | 4.21% | - |
 VO | 0.04% | 1.61% | - |
 SPYG | 0.04% | 0.66% | - |
 XLY | 0.03% | 0.9% | - |
 DIA.US | 0.03% | 1.65% | - |
 IWN | 0.03% | 1.99% | - |
 VOO | 0.03% | 1.37% | - |
 XLI | 0.03% | 1.47% | - |
 SPY | 0.03% | 1.29% | - |
 IUSG | 0.03% | 0.64% | - |
 QQQ | 0.03% | 0.63% | - |
 VGT | 0.02% | 0.58% | - |
 IWF | 0.02% | 0.49% | - |
 IVW | 0.02% | 0.49% | - |
 VUG | 0.02% | 0.51% | - |
 AGG | 0.02% | 3.75% | - |
 TQQQ | 0.02% | 1.79% | - |
 BND | 0.02% | 3.68% | - |
 IEF | 0.02% | 3.61% | - |
 MCHI | 0.02% | 2.09% | - |
 UPRO | 0.01% | 1.31% | - |
 GDX | 0.01% | 0.82% | - |
 SPXL | 0.01% | 1.04% | - |
 BABA | 0% | 0.86% | $0.98 |
Performance Metrics
Score 3.8/10
Beta
0.78
0.78
0
0.8
1.2
0
2
Sharpe Ratio
0.48
0.48
0
0.5
1
1.5
1.5
Sortino Ratio
0.71
0.71
0
1
2
3
3
Jensen's Alpha
-1.9
-1.9
-2
0
2
4.5
4.5
Omega Ratio
0.58
0.58
0
1
1.5
2.5
2.5
Treynor Ratio
0.74
0.74
0
0.75
1.25
2
2
Information Ratio
-0.63
-0.63
-1
0.3
0.6
1
1
Calmar Ratio
0.37
0.37
0
0.3
0.6
1
1
Beta
0.78
0.78
0
0.8
1.2
0
2
Sharpe Ratio
0.48
0.48
0
0.5
1
1.5
1.5
Sortino Ratio
0.71
0.71
0
1
2
3
3
Jensen's Alpha
-1.9
-1.9
-2
0
2
4.5
4.5
Omega Ratio
0.58
0.58
0
1
1.5
2.5
2.5
Treynor Ratio
0.74
0.74
0
0.75
1.25
2
2
Information Ratio
-0.63
-0.63
-1
0.3
0.6
1
1
Calmar Ratio
0.37
0.37
0
0.3
0.6
1
1
Portfolio Valuation
Based on weighted open stock positions
P/E Ratio
15.42
High:
BABA
15.59BABALow:
B
15.13BDetails
PEG Ratio
23.95
High:B
24.6BLow:BABA
20.91BABADetails
Price/Book
1.75
High:BABA
2.02BABALow:B
1.42BDetails
Price/Sales
2.24
High:B
2.62BLow:BABA
2.07BABADetails
Price/CF
9.98
High:BABA
13.98BABALow:B
6.65BDetails
Price/FCF
19.99
High:B
29.39BLow:BABA
16.9BABADetails
P/E Ratio
15.42
High:BABA
15.59BABALow:B
15.13BDetails
PEG Ratio
23.95
High:B
24.6BLow:BABA
20.91BABADetails
Price/Book
1.75
High:BABA
2.02BABALow:B
1.42BDetails
Price/Sales
2.24
High:B
2.62BLow:BABA
2.07BABADetails
Price/CF
9.98
High:BABA
13.98BABALow:B
6.65BDetails
Price/FCF
19.99
High:B
29.39BLow:BABA
16.9BABADetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-23.95% | Jan 2022 | Dec 2023 | 23 |
-15.79% | Feb 2020 | Jul 2020 | 5 |
-7.6% | Feb 2025 | - | 5 |
-4.3% | Apr 2024 | May 2024 | 1 |
-3.83% | Sep 2021 | Oct 2021 | 1 |
-3.57% | Sep 2020 | Nov 2020 | 2 |
-3.01% | Mar 2019 | May 2019 | 2 |
-2.53% | Dec 2024 | Jan 2025 | 1 |
-1.76% | Jan 2021 | Apr 2021 | 3 |
-1.09% | Nov 2021 | Dec 2021 | 1 |
-0.86% | Oct 2024 | Nov 2024 | 1 |