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-0.73%
This Month
+16.27%
Year To Date
+29.6%
2 Years
+59.36%
5 Years
+59.36%
10 Years
+9.77%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💰 Finance30.84%
- 🏥 Health Services21.56%
- ⛏️ Energy Minerals17.08%
- 🍞 Consumer Non Durables16.04%
- 🚗 Consumer Durables14.47%
- 💵 Cash0%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE60.92%
- 🇺🇸 Nasdaq33.12%
- 🇬🇧 LSE5.96%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States94.04%
- 🇬🇧 United Kingdom5.96%
Dividends
Dividend Yield
4.93%
8 out of 8 instruments pay dividend.
0 dividend payments in the next 30 days.
Highest Dividend: $IIPR (13.44%)
Next Dividends
Stock | Type | Date | Pay Per Share |
|---|
Performance Metrics
Score 5.3/10
Beta
0.65
0.65
0
0.8
1.2
0
2
Sharpe Ratio
0.57
0.57
0
0.5
1
1.5
1.5
Sortino Ratio
0.93
0.93
0
1
2
3
3
Jensen's Alpha
0.42
0.42
-2
0
2
4.5
4.5
Omega Ratio
0.79
0.79
0
1
1.5
2.5
2.5
Treynor Ratio
0.94
0.94
0
0.75
1.25
2
2
Information Ratio
-0.33
-0.33
-1
0.3
0.6
1
1
Calmar Ratio
0.79
0.79
0
0.3
0.6
1
1
Beta
0.65
0.65
0
0.8
1.2
0
2
Sharpe Ratio
0.57
0.57
0
0.5
1
1.5
1.5
Sortino Ratio
0.93
0.93
0
1
2
3
3
Jensen's Alpha
0.42
0.42
-2
0
2
4.5
4.5
Omega Ratio
0.79
0.79
0
1
1.5
2.5
2.5
Treynor Ratio
0.94
0.94
0
0.75
1.25
2
2
Information Ratio
-0.33
-0.33
-1
0.3
0.6
1
1
Calmar Ratio
0.79
0.79
0
0.3
0.6
1
1
Portfolio Valuation
Based on weighted open stock positions
P/E Ratio
20.96
High:
PEP
28.77PEPLow:
ARE
-19.2AREDetails
PEG Ratio
30.26
High:
UNH
73.41UNHLow:
MPW
-5.83MPWDetails
Price/Book
3.49
High:PEP
10.68PEPLow:ARE
0.49AREDetails
Price/Sales
0.94
High:
SGRO.L
13.31SGRO.LLow:UNH
0.71UNHDetails
Price/CF
14.36
High:SGRO.L
27.09SGRO.LLow:
PR
2.62PRDetails
Price/FCF
48.88
High:PEP
5,253.35PEPLow:ARE
30.55AREDetails
P/E Ratio
20.96
High:PEP
28.77PEPLow:ARE
-19.2AREDetails
PEG Ratio
30.26
High:UNH
73.41UNHLow:MPW
-5.83MPWDetails
Price/Book
3.49
High:PEP
10.68PEPLow:ARE
0.49AREDetails
Price/Sales
0.94
High:SGRO.L
13.31SGRO.LLow:UNH
0.71UNHDetails
Price/CF
14.36
High:SGRO.L
27.09SGRO.LLow:PR
2.62PRDetails
Price/FCF
48.88
High:PEP
5,253.35PEPLow:ARE
30.55AREDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-12.78% | Feb 2022 | Nov 2022 | 9 |
-10.4% | Feb 2023 | Dec 2023 | 10 |
-3.77% | Oct 2024 | Jan 2025 | 3 |
-3.35% | Apr 2024 | May 2024 | 1 |
-2.86% | Sep 2021 | Oct 2021 | 1 |
-2.85% | Dec 2022 | Jan 2023 | 1 |
-2.85% | Mar 2025 | Aug 2025 | 5 |
-2.04% | Nov 2021 | Dec 2021 | 1 |
-0.81% | Jun 2024 | Jul 2024 | 1 |
-0.73% | Dec 2025 | - | 1 |
-0.17% | Jun 2021 | Jul 2021 | 1 |
-0.06% | Jan 2024 | Feb 2024 | 1 |
-0.05% | Oct 2025 | Nov 2025 | 1 |