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-1.23%
This Month
+4.08%
Year To Date
+10.46%
2 Years
+36.35%
5 Years
+35.4%
10 Years
+5.94%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 🍞 Consumer Non Durables17.8%
- 💻 Electronic Technology16.3%
- ⚡ Utilities15.98%
- 🛍️ Retail Trade9.57%
- 🧬 Health Technology7.95%
- 🧪 Process Industries7.28%
- ⛏️ Energy Minerals5.67%
- 🖥️ Technology Services4.43%
- 💰 Finance3.46%
- 💇♀️ Consumer Services3.21%
- 📦 Distribution Services2.34%
- 🏭 Industrial Services2.15%
- 💼 Commercial Services2.09%
- 💵 Cash1.86%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE76.15%
- 🇺🇸 Nasdaq22.07%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States89.83%
- 🇨🇦 Canada3.17%
- 🇮🇪 Ireland2.67%
- 🇬🇧 United Kingdom2.56%
Dividends
Dividend Yield
2.59%
40 out of 40 instruments pay dividend.
5 dividend payments in the next 30 days.
Highest Dividend: $EIX (5.78%)
Dividend Yield Breakdown
Instrument | Portfolio Yield | Company Yield | Per Share |
|---|---|---|---|
 CNQ | 0.16% | 5.04% | $1.48 |
 BBY | 0.12% | 5.09% | $3.72 |
 CVX | 0.11% | 4.56% | $6.28 |
 TGT | 0.11% | 5% | $4.42 |
 ES | 0.11% | 4.49% | $2.78 |
 NEE | 0.11% | 2.67% | $1.97 |
 PEP | 0.1% | 3.79% | $5.15 |
 EVRG | 0.1% | 3.62% | $2.54 |
 JNJ | 0.09% | 2.51% | $4.81 |
 XEL | 0.09% | 2.86% | $2.13 |
 EIX | 0.08% | 5.78% | $3.04 |
 KO | 0.08% | 2.89% | $1.89 |
 KMB | 0.08% | 4.71% | $4.8 |
 MCD | 0.08% | 2.38% | $6.53 |
 NKE | 0.08% | 2.47% | $1.45 |
 LMT | 0.07% | 3.03% | $12.45 |
 MDT.US | 0.07% | 2.77% | $2.77 |
 SYY | 0.07% | 2.86% | $2.01 |
 ELS | 0.06% | 3.29% | $1.85 |
 APD | 0.06% | 2.78% | $7.04 |
 PG | 0.06% | 2.87% | $3.83 |
 TXN | 0.06% | 3.1% | $5.14 |
 MKC | 0.06% | 2.79% | $1.62 |
 NOC | 0.05% | 1.64% | $7.67 |
 ATO | 0.05% | 2.12% | $3.16 |
 LHX | 0.05% | 1.75% | $4.6 |
 CL | 0.05% | 2.61% | $1.96 |
 GD | 0.05% | 1.76% | $5.48 |
 ADI | 0.05% | 1.45% | $3.56 |
 ADP | 0.04% | 2.46% | $5.45 |
 LOW | 0.04% | 1.95% | $4.45 |
 BDX | 0.04% | 2.19% | $3.76 |
 LIN | 0.04% | 1.47% | $5.33 |
 RSG | 0.02% | 1.13% | $2.14 |
 CHD | 0.02% | 1.41% | $1.11 |
 SHW | 0.02% | 0.93% | $2.64 |
 MSFT | 0.02% | 0.69% | $3 |
 SPGI | 0.02% | 0.78% | $3.62 |
 BRO | 0.01% | 0.77% | $0.51 |
 CASY | 0.01% | 0.38% | $1.79 |
Performance Metrics
Score 3.3/10
Beta
0.69
0.69
0
0.8
1.2
0
2
Sharpe Ratio
0.26
0.26
0
0.5
1
1.5
1.5
Sortino Ratio
0.37
0.37
0
1
2
3
3
Jensen's Alpha
-4.39
-4.39
-5
0
2
4.5
4.5
Omega Ratio
0.59
0.59
0
1
1.5
2.5
2.5
Treynor Ratio
0.46
0.46
0
0.75
1.25
2
2
Information Ratio
-0.8
-0.8
-1
0.3
0.6
1
1
Calmar Ratio
0.27
0.27
0
0.3
0.6
1
1
Beta
0.69
0.69
0
0.8
1.2
0
2
Sharpe Ratio
0.26
0.26
0
0.5
1
1.5
1.5
Sortino Ratio
0.37
0.37
0
1
2
3
3
Jensen's Alpha
-4.39
-4.39
-5
0
2
4.5
4.5
Omega Ratio
0.59
0.59
0
1
1.5
2.5
2.5
Treynor Ratio
0.46
0.46
0
0.75
1.25
2
2
Information Ratio
-0.8
-0.8
-1
0.3
0.6
1
1
Calmar Ratio
0.27
0.27
0
0.3
0.6
1
1
Portfolio Valuation
Based on weighted open stock positions
P/E Ratio
28.08
High:
ADI
58.33ADILow:
APD
-147.1APDDetails
PEG Ratio
498.45
High:
LOW
3,521.81LOWLow:
ES
5.52ESDetails
Price/Book
6.28
High:
CL
75.28CLLow:
MCD
-99.94MCDDetails
Price/Sales
4.63
High:
MSFT
12.37MSFTLow:
BBY
0.39BBYDetails
Price/CF
20.09
High:
KO
37.25KOLow:
EIX
3.95EIXDetails
Price/FCF
71.68
High:
PEP
5,253.35PEPLow:
XEL
21.55XELDetails
P/E Ratio
28.08
High:ADI
58.33ADILow:APD
-147.1APDDetails
PEG Ratio
498.45
High:LOW
3,521.81LOWLow:ES
5.52ESDetails
Price/Book
6.28
High:CL
75.28CLLow:MCD
-99.94MCDDetails
Price/Sales
4.63
High:MSFT
12.37MSFTLow:BBY
0.39BBYDetails
Price/CF
20.09
High:KO
37.25KOLow:EIX
3.95EIXDetails
Price/FCF
71.68
High:PEP
5,253.35PEPLow:XEL
21.55XELDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-12.6% | Apr 2022 | Nov 2022 | 7 |
-10.64% | Mar 2020 | Jul 2020 | 4 |
-10.24% | Dec 2022 | Feb 2024 | 14 |
-10.21% | Oct 2024 | - | 15 |
-3.25% | Sep 2021 | Oct 2021 | 1 |
-3.06% | Oct 2020 | Nov 2020 | 1 |
-2.47% | Jan 2022 | Mar 2022 | 2 |
-2.45% | Jan 2021 | Mar 2021 | 2 |
-2.23% | Apr 2024 | May 2024 | 1 |
-2.16% | Jun 2024 | Jul 2024 | 1 |
-1.68% | Nov 2021 | Dec 2021 | 1 |