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-0.17%
This Month
-0.09%
Year To Date
-21.1%
2 Years
-21.1%
5 Years
-21.1%
10 Years
-21.1%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💻 Electronic Technology65.53%
- 💼 Commercial Services17.29%
- 🖥️ Technology Services17.15%
- 💵 Cash0.03%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE99.97%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States99.97%
Dividends
Dividend Yield
1.68%
6 out of 6 instruments pay dividend.
0 dividend payments in the next 30 days.
Highest Dividend: $BAH (2.86%)
Next Dividends
Stock | Type | Date | Pay Per Share |
|---|
Performance Metrics
Score 2.3/10
Beta
0.06
0.06
0
0.8
1.2
0
2
Sharpe Ratio
-0.8
-0.8
-1
0.5
1
1.5
1.5
Sortino Ratio
-1.09
-1.09
-2
1
2
3
3
Jensen's Alpha
-20.43
-20.43
-21
0
2
4.5
4.5
Omega Ratio
0.43
0.43
0
1
1.5
2.5
2.5
Treynor Ratio
-30.55
-30.55
-31
0.75
1.25
2
2
Information Ratio
-1.11
-1.11
-2
0.3
0.6
1
1
Calmar Ratio
-0.73
-0.73
-1
0.3
0.6
1
1
Beta
0.06
0.06
0
0.8
1.2
0
2
Sharpe Ratio
-0.8
-0.8
-1
0.5
1
1.5
1.5
Sortino Ratio
-1.09
-1.09
-2
1
2
3
3
Jensen's Alpha
-20.43
-20.43
-21
0
2
4.5
4.5
Omega Ratio
0.43
0.43
0
1
1.5
2.5
2.5
Treynor Ratio
-30.55
-30.55
-31
0.75
1.25
2
2
Information Ratio
-1.11
-1.11
-2
0.3
0.6
1
1
Calmar Ratio
-0.73
-0.73
-1
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
26.77
High:
LHX
43.23LHXLow:
BAH
11.65BAHDetails
PEG Ratio
1,050.77
High:BAH
3,452.87BAHLow:
LDOS
76.28LDOSDetails
Price/Book
6.15
High:
LMT
22.64LMTLow:LHX
3.51LHXDetails
Price/Sales
2.1
High:LHX
3.17LHXLow:BAH
0.83BAHDetails
Price/CF
15.43
High:LHX
18.45LHXLow:BAH
10.04BAHDetails
Price/FCF
31.78
High:
NOC
40.2NOCLow:BAH
15.54BAHDetails
P/E Ratio
26.77
High:LHX
43.23LHXLow:BAH
11.65BAHDetails
PEG Ratio
1,050.77
High:BAH
3,452.87BAHLow:LDOS
76.28LDOSDetails
Price/Book
6.15
High:LMT
22.64LMTLow:LHX
3.51LHXDetails
Price/Sales
2.1
High:LHX
3.17LHXLow:BAH
0.83BAHDetails
Price/CF
15.43
High:LHX
18.45LHXLow:BAH
10.04BAHDetails
Price/FCF
31.78
High:NOC
40.2NOCLow:BAH
15.54BAHDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-24.55% | Mar 2025 | - | 13 |