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+17.76%
This Month
+24.41%
Year To Date
+129.28%
2 Years
+194.94%
5 Years
+249.03%
10 Years
+25.09%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 🛠️ Producer Manufacturing97.84%
- 💵 Cash5.5%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE97.84%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States97.84%
Dividends
Dividend Yield
1.2%
1 out of 1 instruments pay dividend.
0 dividend payments in the next 30 days.
Highest Dividend: $CMI (1.23%)
Dividend Yield Breakdown
Instrument | Portfolio Yield | Company Yield | Per Share |
|---|---|---|---|
 CMI | 1.2% | 1.23% | $6.72 |
Next Dividends
Stock | Type | Date | Pay Per Share |
|---|
Performance Metrics
Score 7.7/10
Beta
0.87
0.87
0
0.8
1.2
0
2
Sharpe Ratio
0.91
0.91
0
0.5
1
1.5
1.5
Sortino Ratio
1.68
1.68
0
1
2
3
3
Jensen's Alpha
10.62
10.62
-2
0
2
11
11
Omega Ratio
1.5
1.5
0
1
1.5
2.5
2.5
Treynor Ratio
1.78
1.78
0
0.75
1.25
2
2
Information Ratio
0.57
0.57
0
0.3
0.6
1
1
Calmar Ratio
1.04
1.04
0
0.3
0.6
2
2
Beta
0.87
0.87
0
0.8
1.2
0
2
Sharpe Ratio
0.91
0.91
0
0.5
1
1.5
1.5
Sortino Ratio
1.68
1.68
0
1
2
3
3
Jensen's Alpha
10.62
10.62
-2
0
2
11
11
Omega Ratio
1.5
1.5
0
1
1.5
2.5
2.5
Treynor Ratio
1.78
1.78
0
0.75
1.25
2
2
Information Ratio
0.57
0.57
0
0.3
0.6
1
1
Calmar Ratio
1.04
1.04
0
0.3
0.6
2
2
Portfolio Valuation
Based on current positions
P/E Ratio
30.58
High:CMI
30.58CMILow:CMI
30.58CMIDetails
PEG Ratio
N/A
Details
Price/Book
7.02
High:CMI
7.02CMILow:CMI
7.02CMIDetails
Price/Sales
2.59
High:CMI
2.59CMILow:CMI
2.59CMIDetails
Price/CF
19.59
High:CMI
19.59CMILow:CMI
19.59CMIDetails
Price/FCF
53.31
High:CMI
53.31CMILow:CMI
53.31CMIDetails
P/E Ratio
30.58
High:CMI
30.58CMILow:CMI
30.58CMIDetails
PEG Ratio
N/A
Details
Price/Book
7.02
High:CMI
7.02CMILow:CMI
7.02CMIDetails
Price/Sales
2.59
High:CMI
2.59CMILow:CMI
2.59CMIDetails
Price/CF
19.59
High:CMI
19.59CMILow:CMI
19.59CMIDetails
Price/FCF
53.31
High:CMI
53.31CMILow:CMI
53.31CMIDetails
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 |
-3.59% | Sep 2021 | Dec 2021 | 3 |
-1.54% | Feb 2021 | Aug 2021 | 6 |
-1.37% | Mar 2023 | Apr 2023 | 1 |