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+0.96%
This Month
+27.67%
Year To Date
+138.52%
2 Years
+200.59%
5 Years
+258.17%
10 Years
+24.84%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 🛠️ Producer Manufacturing97.97%
- 💵 Cash5.5%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE97.97%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States97.97%
Dividends
Dividend Yield
1.17%
1 out of 1 instruments pay dividend.
0 dividend payments in the next 30 days.
Highest Dividend: $CMI (1.19%)
Dividend Yield Breakdown
Instrument | Portfolio Yield | Company Yield | Per Share |
|---|---|---|---|
 CMI | 1.17% | 1.19% | $6.72 |
Next Dividends
Stock | Type | Date | Pay Per Share |
|---|
Performance Metrics
Score 8.1/10
Beta
0.97
0.97
0
0.8
1.2
0
2
Sharpe Ratio
1.01
1.01
0
0.5
1
2
2
Sortino Ratio
2.05
2.05
0
1
2
3
3
Jensen's Alpha
12.17
12.17
-2
0
2
13
13
Omega Ratio
1.63
1.63
0
1
1.5
2.5
2.5
Treynor Ratio
1.95
1.95
0
0.75
1.25
2
2
Information Ratio
0.68
0.68
0
0.3
0.6
1
1
Calmar Ratio
1.25
1.25
0
0.3
0.6
2
2
Beta
0.97
0.97
0
0.8
1.2
0
2
Sharpe Ratio
1.01
1.01
0
0.5
1
2
2
Sortino Ratio
2.05
2.05
0
1
2
3
3
Jensen's Alpha
12.17
12.17
-2
0
2
13
13
Omega Ratio
1.63
1.63
0
1
1.5
2.5
2.5
Treynor Ratio
1.95
1.95
0
0.75
1.25
2
2
Information Ratio
0.68
0.68
0
0.3
0.6
1
1
Calmar Ratio
1.25
1.25
0
0.3
0.6
2
2
Portfolio Valuation
Based on current positions
P/E Ratio
35.2
High:CMI
35.2CMILow:CMI
35.2CMIDetails
PEG Ratio
N/A
Details
Price/Book
7.58
High:CMI
7.58CMILow:CMI
7.58CMIDetails
Price/Sales
2.78
High:CMI
2.78CMILow:CMI
2.78CMIDetails
Price/CF
18.99
High:CMI
18.99CMILow:CMI
18.99CMIDetails
Price/FCF
46.94
High:CMI
46.94CMILow:CMI
46.94CMIDetails
P/E Ratio
35.2
High:CMI
35.2CMILow:CMI
35.2CMIDetails
PEG Ratio
N/A
Details
Price/Book
7.58
High:CMI
7.58CMILow:CMI
7.58CMIDetails
Price/Sales
2.78
High:CMI
2.78CMILow:CMI
2.78CMIDetails
Price/CF
18.99
High:CMI
18.99CMILow:CMI
18.99CMIDetails
Price/FCF
46.94
High:CMI
46.94CMILow:CMI
46.94CMIDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-20.72% | Dec 2024 | Aug 2025 | 8 |
-15.92% | Jan 2022 | Jan 2023 | 12 |
-7.3% | Mar 2026 | Apr 2026 | 1 |
-6.56% | Aug 2023 | Feb 2024 | 6 |
-5.35% | Apr 2024 | Aug 2024 | 4 |
-5.2% | Oct 2020 | Nov 2020 | 1 |
-5.15% | May 2023 | Jun 2023 | 1 |
-3.76% | May 2026 | - | 2 |
-3.59% | Sep 2021 | Dec 2021 | 3 |
-1.54% | Feb 2021 | Aug 2021 | 6 |
-1.37% | Mar 2023 | Apr 2023 | 1 |