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-2.38%
This Month
+10.92%
Year To Date
+27.92%
2 Years
+49.96%
5 Years
+49.96%
10 Years
+15.37%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💰 Finance23.95%
- 🛠️ Producer Manufacturing23.16%
- 🚚 Transportation21.88%
- 🏭 Industrial Services19.4%
- 🧪 Process Industries3.95%
- 🛍️ Retail Trade3.07%
- 🍞 Consumer Non Durables2.6%
- 💇♀️ Consumer Services0.92%
- 🧬 Health Technology0.62%
- 🖥️ Technology Services0.29%
- 💵 Cash0.19%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE96.36%
- 🇺🇸 Nasdaq3.49%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States77.67%
- 🇨🇦 Canada19.92%
- 🇲🇽 Mexico1.86%
- 🇧🇪 Belgium0.41%
Dividends
Dividend Yield
1.08%
16 out of 20 instruments pay dividend.
3 dividend payments in the next 30 days.
Highest Dividend: $KHC (6.25%)
Dividend Yield Breakdown
Instrument | Portfolio Yield | Company Yield | Per Share |
|---|---|---|---|
 CNI | 0.39% | 2.03% | $2.42 |
 WM | 0.28% | 1.52% | $2.9 |
 CAT | 0.12% | 0.69% | $5.31 |
 KOF | 0.07% | 3.65% | - |
 DE | 0.07% | 1.11% | $5.76 |
 FDX | 0.05% | 1.77% | $5.16 |
 ECL | 0.04% | 1.07% | $2.24 |
 WMT | 0.02% | 0.9% | $0.81 |
 KHC | 0.01% | 6.25% | $1.6 |
 WCN | 0.01% | 0.8% | $1.12 |
 MCD | 0.01% | 2.78% | $6.53 |
 HRL | 0.01% | 4.68% | $1.12 |
 BUD | 0% | 1.23% | $0.65 |
 PCAR | 0% | 1.08% | $1.11 |
 DHR | 0% | 0.81% | $1.05 |
 WST | 0% | 0.25% | $0.8 |
Performance Metrics
Score 4.5/10
Beta
0.69
0.69
0
0.8
1.2
0
2
Sharpe Ratio
0.71
0.71
0
0.5
1
1.5
1.5
Sortino Ratio
1.18
1.18
0
1
2
3
3
Jensen's Alpha
-1.96
-1.96
-2
0
2
4.5
4.5
Omega Ratio
0.6
0.6
0
1
1.5
2.5
2.5
Treynor Ratio
1.1
1.1
0
0.75
1.25
2
2
Information Ratio
-0.7
-0.7
-1
0.3
0.6
1
1
Calmar Ratio
2.13
2.13
0
0.3
0.6
3
3
Beta
0.69
0.69
0
0.8
1.2
0
2
Sharpe Ratio
0.71
0.71
0
0.5
1
1.5
1.5
Sortino Ratio
1.18
1.18
0
1
2
3
3
Jensen's Alpha
-1.96
-1.96
-2
0
2
4.5
4.5
Omega Ratio
0.6
0.6
0
1
1.5
2.5
2.5
Treynor Ratio
1.1
1.1
0
0.75
1.25
2
2
Information Ratio
-0.7
-0.7
-1
0.3
0.6
1
1
Calmar Ratio
2.13
2.13
0
0.3
0.6
3
3
Portfolio Valuation
Based on current positions
P/E Ratio
18.92
High:CAT
47.38CATLow:
MSGS
-412.33MSGSDetails
PEG Ratio
1,415
High:DHR
76,940DHRLow:
SDGR
-25.11SDGRDetails
Price/Book
2.13
High:CAT
23.51CATLow:MCD
-151.69MCDDetails
Price/Sales
2.98
High:MSGS
8.55MSGSLow:FDX
0.8FDXDetails
Price/CF
22.01
High:MSGS
137.87MSGSLow:KHC
5.51KHCDetails
Price/FCF
49.95
High:KOF
764.96KOFLow:KHC
12.77KHCDetails
P/E Ratio
18.92
High:CAT
47.38CATLow:MSGS
-412.33MSGSDetails
PEG Ratio
1,415
High:DHR
76,940DHRLow:SDGR
-25.11SDGRDetails
Price/Book
2.13
High:CAT
23.51CATLow:MCD
-151.69MCDDetails
Price/Sales
2.98
High:MSGS
8.55MSGSLow:FDX
0.8FDXDetails
Price/CF
22.01
High:MSGS
137.87MSGSLow:KHC
5.51KHCDetails
Price/FCF
49.95
High:KOF
764.96KOFLow:KHC
12.77KHCDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-6.39% | Mar 2026 | Jun 2026 | 3 |
-6.13% | Dec 2024 | May 2025 | 5 |
-5.95% | Apr 2024 | Aug 2024 | 4 |
-5.94% | Aug 2023 | Nov 2023 | 3 |
-2.91% | Oct 2024 | Nov 2024 | 1 |
-2.38% | Jul 2026 | - | 1 |
-0.84% | Oct 2025 | Nov 2025 | 1 |
-0.55% | Aug 2025 | Sep 2025 | 1 |
-0.51% | Dec 2025 | Feb 2026 | 2 |