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+0.63%
This Month
+13.65%
Year To Date
+55.32%
2 Years
+61.53%
5 Years
+90.43%
10 Years
+11.33%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 📊 ETFs94.15%
- 🪨 Non Energy Minerals3.05%
- 💵 Cash3.01%
- 🛍️ Retail Trade0.52%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE71.85%
- 🇺🇸 Nasdaq15.53%
- 🇬🇧 LSE7.62%
- 🇺🇸 Chicago Board Options Exchange2.73%
Countries Breakdown
- Country
- Total
- 🇨🇦 Canada3.05%
- 🇨🇳 China0.52%
Dividends
Dividend Yield
1.02%
36 out of 42 instruments pay dividend.
1 dividend payments in the next 30 days.
Highest Dividend: $TLT (4.3%)
Dividend Yield Breakdown
Instrument | Portfolio Yield | Company Yield | Per Share |
|---|---|---|---|
 IUSV | 0.06% | 2.04% | - |
 XLV | 0.05% | 1.78% | - |
 B | 0.05% | 1.69% | $0.4 |
 ITOT | 0.05% | 1.24% | - |
 XLB | 0.05% | 1.94% | - |
 IUSA.L | 0.04% | 1.94% | - |
 VOE | 0.04% | 2.26% | - |
 VTI | 0.04% | 1.22% | - |
 VT.US | 0.04% | 1.77% | - |
 IJJ | 0.03% | 1.9% | - |
 TLT | 0.03% | 4.3% | - |
 XLK | 0.03% | 0.61% | - |
 VTV | 0.03% | 2.19% | - |
 VO | 0.03% | 1.53% | - |
 XLY | 0.03% | 0.84% | - |
 SPYG | 0.03% | 0.58% | - |
 IWN | 0.03% | 1.84% | - |
 DIA.US | 0.03% | 1.53% | - |
 VOO | 0.03% | 1.22% | - |
 IUSG | 0.03% | 0.59% | - |
 SPY | 0.03% | 1.16% | - |
 XLI | 0.02% | 1.31% | - |
 QQQ | 0.02% | 0.51% | - |
 MCHI | 0.02% | 2.59% | - |
 IVW | 0.02% | 0.46% | - |
 VGT | 0.02% | 0.47% | - |
 IWF | 0.02% | 0.42% | - |
 AGG | 0.02% | 3.79% | - |
 VUG | 0.02% | 0.45% | - |
 BND | 0.02% | 3.73% | - |
 IEF | 0.02% | 3.7% | - |
 TQQQ | 0.01% | 1.11% | - |
 GDX | 0.01% | 0.77% | - |
 UPRO | 0.01% | 0.97% | - |
 SPXL | 0.01% | 0.91% | - |
 BABA | 0% | 0.77% | $0.98 |
Performance Metrics
Score 4.1/10
Beta
0.79
0.79
0
0.8
1.2
0
2
Sharpe Ratio
0.57
0.57
0
0.5
1
1.5
1.5
Sortino Ratio
0.85
0.85
0
1
2
3
3
Jensen's Alpha
-1.53
-1.53
-2
0
2
4.5
4.5
Omega Ratio
0.59
0.59
0
1
1.5
2.5
2.5
Treynor Ratio
0.87
0.87
0
0.75
1.25
2
2
Information Ratio
-0.61
-0.61
-1
0.3
0.6
1
1
Calmar Ratio
0.42
0.42
0
0.3
0.6
1
1
Beta
0.79
0.79
0
0.8
1.2
0
2
Sharpe Ratio
0.57
0.57
0
0.5
1
1.5
1.5
Sortino Ratio
0.85
0.85
0
1
2
3
3
Jensen's Alpha
-1.53
-1.53
-2
0
2
4.5
4.5
Omega Ratio
0.59
0.59
0
1
1.5
2.5
2.5
Treynor Ratio
0.87
0.87
0
0.75
1.25
2
2
Information Ratio
-0.61
-0.61
-1
0.3
0.6
1
1
Calmar Ratio
0.42
0.42
0
0.3
0.6
1
1
Portfolio Valuation
Based on weighted open stock positions
P/E Ratio
15.83
High:
B
17.09BLow:
BABA
14.8BABADetails
PEG Ratio
18.87
High:B
20.11BLow:BABA
11.5BABADetails
Price/Book
2
High:BABA
2.15BABALow:B
1.87BDetails
Price/Sales
2.69
High:B
3.39BLow:BABA
2.26BABADetails
Price/CF
8.98
High:BABA
13.01BABALow:B
6.75BDetails
Price/FCF
29.34
High:BABA
29.47BABALow:B
29.21BDetails
P/E Ratio
15.83
High:B
17.09BLow:BABA
14.8BABADetails
PEG Ratio
18.87
High:B
20.11BLow:BABA
11.5BABADetails
Price/Book
2
High:BABA
2.15BABALow:B
1.87BDetails
Price/Sales
2.69
High:B
3.39BLow:BABA
2.26BABADetails
Price/CF
8.98
High:BABA
13.01BABALow:B
6.75BDetails
Price/FCF
29.34
High:BABA
29.47BABALow:B
29.21BDetails
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 | Jun 2025 | 4 |
-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 |