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+3.4%
This Month
+3.4%
Year To Date
+15.08%
2 Years
+24.44%
5 Years
+24.44%
10 Years
+10.21%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💰 Finance17.09%
- ⚡ Utilities15.01%
- 🛠️ Producer Manufacturing14.53%
- 🍞 Consumer Non Durables13.34%
- 🧪 Process Industries12.67%
- 🧬 Health Technology8.35%
- 🛍️ Retail Trade7.06%
- 📡 Communications5.73%
- 🚗 Consumer Durables5.64%
- 💵 Cash0.59%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE78.58%
- 🇺🇸 Nasdaq20.84%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States92.53%
- 🇬🇧 United Kingdom6.9%
Dividends
Dividend Yield
2.26%
14 out of 15 instruments pay dividend.
0 dividend payments in the next 30 days.
Highest Dividend: $MO (6.6%)
Dividend Yield Breakdown
Next Dividends
Stock | Type | Date | Pay Per Share |
|---|
Performance Metrics
Score 3.5/10
Beta
0.62
0.62
0
0.8
1.2
0
2
Sharpe Ratio
0.41
0.41
0
0.5
1
1.5
1.5
Sortino Ratio
0.64
0.64
0
1
2
3
3
Jensen's Alpha
-7.47
-7.47
-8
0
2
4.5
4.5
Omega Ratio
0.32
0.32
0
1
1.5
2.5
2.5
Treynor Ratio
0.64
0.64
0
0.75
1.25
2
2
Information Ratio
-1.5
-1.5
-2
0.3
0.6
1
1
Calmar Ratio
0.86
0.86
0
0.3
0.6
1
1
Beta
0.62
0.62
0
0.8
1.2
0
2
Sharpe Ratio
0.41
0.41
0
0.5
1
1.5
1.5
Sortino Ratio
0.64
0.64
0
1
2
3
3
Jensen's Alpha
-7.47
-7.47
-8
0
2
4.5
4.5
Omega Ratio
0.32
0.32
0
1
1.5
2.5
2.5
Treynor Ratio
0.64
0.64
0
0.75
1.25
2
2
Information Ratio
-1.5
-1.5
-2
0.3
0.6
1
1
Calmar Ratio
0.86
0.86
0
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
23.16
High:
CBRE
41.87CBRELow:
HAS
-22.43HASDetails
PEG Ratio
266.6
High:
V
1,170.87VLow:HAS
-159.98HASDetails
Price/Book
7.86
High:
MA
59.37MALow:
MO
-40.06MODetails
Price/Sales
5.33
High:V
15.9VLow:CBRE
1.29CBREDetails
Price/CF
18.79
High:
KO
37.25KOLow:
T
4.38TDetails
Price/FCF
48.83
High:KO
272.99KOLow:T
15.68TDetails
P/E Ratio
23.16
High:CBRE
41.87CBRELow:HAS
-22.43HASDetails
PEG Ratio
266.6
High:V
1,170.87VLow:HAS
-159.98HASDetails
Price/Book
7.86
High:MA
59.37MALow:MO
-40.06MODetails
Price/Sales
5.33
High:V
15.9VLow:CBRE
1.29CBREDetails
Price/CF
18.79
High:KO
37.25KOLow:T
4.38TDetails
Price/FCF
48.83
High:KO
272.99KOLow:T
15.68TDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-10.35% | Dec 2024 | - | 14 |
-3.87% | Apr 2024 | Jul 2024 | 3 |
-0.72% | Oct 2024 | Nov 2024 | 1 |