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0%
This Month
+3.41%
Year To Date
+24.3%
2 Years
-79.73%
5 Years
-86.81%
10 Years
-31.2%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💰 Finance31.69%
- 🖥️ Technology Services29.41%
- 🧬 Health Technology12.99%
- ⚡ Utilities11.73%
- 🍞 Consumer Non Durables11.17%
- 🏥 Health Services2.98%
- 💵 Cash0.04%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE63.3%
- 🇺🇸 Nasdaq36.65%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States99.96%
Dividends
Dividend Yield
2.36%
15 out of 15 instruments pay dividend.
2 dividend payments in the next 30 days.
Highest Dividend: $VICI (6.23%)
Dividend Yield Breakdown
Instrument | Portfolio Yield | Company Yield | Per Share |
|---|---|---|---|
 O | 0.52% | 4.98% | $3.09 |
 VICI | 0.51% | 6.23% | $1.66 |
 NEE | 0.19% | 2.52% | $1.97 |
 KO | 0.19% | 2.73% | $1.89 |
 JNJ | 0.16% | 2.25% | $4.81 |
 PEP | 0.15% | 3.63% | $5.15 |
 SO | 0.13% | 3.16% | $2.82 |
 VRSN | 0.1% | 1.13% | - |
 ZTS | 0.1% | 1.75% | $1.67 |
 INTU | 0.08% | 1.07% | $3.6 |
 MSFT | 0.06% | 0.85% | $3 |
 V | 0.05% | 0.8% | $2.01 |
 ROP | 0.05% | 0.96% | $2.93 |
 MA | 0.04% | 0.63% | $2.46 |
 ENSG | 0% | 0.16% | $0.24 |
Performance Metrics
Score 2.1/10
Beta
1.56
1.56
0
0.8
1.2
0
2
Sharpe Ratio
-0.74
-0.74
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.85
-0.85
-1
1
2
3
3
Jensen's Alpha
-37.19
-37.19
-38
0
2
4.5
4.5
Omega Ratio
0.4
0.4
0
1
1.5
2.5
2.5
Treynor Ratio
-1.69
-1.69
-2
0.75
1.25
2
2
Information Ratio
-1.09
-1.09
-2
0.3
0.6
1
1
Calmar Ratio
-0.35
-0.35
-1
0.3
0.6
1
1
Beta
1.56
1.56
0
0.8
1.2
0
2
Sharpe Ratio
-0.74
-0.74
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.85
-0.85
-1
1
2
3
3
Jensen's Alpha
-37.19
-37.19
-38
0
2
4.5
4.5
Omega Ratio
0.4
0.4
0
1
1.5
2.5
2.5
Treynor Ratio
-1.69
-1.69
-2
0.75
1.25
2
2
Information Ratio
-1.09
-1.09
-2
0.3
0.6
1
1
Calmar Ratio
-0.35
-0.35
-1
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
26.76
High:O
55.8OLow:VICI
11.02VICIDetails
PEG Ratio
239.12
High:V
552.81VLow:JNJ
29.91JNJDetails
Price/Book
7.48
High:MA
60.24MALow:VRSN
-11.77VRSNDetails
Price/Sales
8.58
High:VRSN
15.42VRSNLow:PEP
2.26PEPDetails
Price/CF
22.09
High:KO
40.7KOLow:SO
9.95SODetails
Price/FCF
61.41
High:NEE
2,356.18NEELow:ROP
22.44ROPDetails
P/E Ratio
26.76
High:O
55.8OLow:VICI
11.02VICIDetails
PEG Ratio
239.12
High:V
552.81VLow:JNJ
29.91JNJDetails
Price/Book
7.48
High:MA
60.24MALow:VRSN
-11.77VRSNDetails
Price/Sales
8.58
High:VRSN
15.42VRSNLow:PEP
2.26PEPDetails
Price/CF
22.09
High:KO
40.7KOLow:SO
9.95SODetails
Price/FCF
61.41
High:NEE
2,356.18NEELow:ROP
22.44ROPDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-88.26% | Feb 2021 | - | 63 |