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-0.37%
This Month
+17.47%
Year To Date
+32.38%
2 Years
+95.72%
5 Years
+204.78%
10 Years
+13.18%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 🚗 Consumer Durables72.07%
- 📦 Distribution Services7.9%
- 🧬 Health Technology6.28%
- 🛠️ Producer Manufacturing5.23%
- 💰 Finance4.93%
- 🏭 Industrial Services1.8%
- 📊 ETFs1.46%
- 💵 Cash0.37%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE94.45%
- 🇺🇸 Nasdaq3.76%
- 🇬🇧 LSE1.46%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States98.21%
Dividends
Dividend Yield
1.37%
13 out of 16 instruments pay dividend.
0 dividend payments in the next 30 days.
Highest Dividend: $MRP (5.71%)
Next Dividends
Stock | Type | Date | Pay Per Share |
|---|
Performance Metrics
Score 4/10
Beta
1.42
1.42
0
0.8
1.2
0
2
Sharpe Ratio
0.52
0.52
0
0.5
1
1.5
1.5
Sortino Ratio
0.78
0.78
0
1
2
3
3
Jensen's Alpha
-2.74
-2.74
-3
0
2
4.5
4.5
Omega Ratio
1.11
1.11
0
1
1.5
2.5
2.5
Treynor Ratio
0.81
0.81
0
0.75
1.25
2
2
Information Ratio
0.14
0.14
0
0.3
0.6
1
1
Calmar Ratio
0.34
0.34
0
0.3
0.6
1
1
Beta
1.42
1.42
0
0.8
1.2
0
2
Sharpe Ratio
0.52
0.52
0
0.5
1
1.5
1.5
Sortino Ratio
0.78
0.78
0
1
2
3
3
Jensen's Alpha
-2.74
-2.74
-3
0
2
4.5
4.5
Omega Ratio
1.11
1.11
0
1
1.5
2.5
2.5
Treynor Ratio
0.81
0.81
0
0.75
1.25
2
2
Information Ratio
0.14
0.14
0
0.3
0.6
1
1
Calmar Ratio
0.34
0.34
0
0.3
0.6
1
1
Portfolio Valuation
Based on weighted open stock positions
P/E Ratio
12.48
High:
MRP
24.14MRPLow:
AVTR
-91.54AVTRDetails
PEG Ratio
1,123.5
High:
ARW
1,123.5ARWLow:ARW
1,123.5ARWDetails
Price/Book
1.6
High:
DHI
1.96DHILow:
AVT
0.82AVTDetails
Price/Sales
1
High:MRP
12.73MRPLow:AVT
0.18AVTDetails
Price/CF
17.47
High:
LEN
36.61LENLow:
NOV
3.87NOVDetails
Price/FCF
27.24
High:LEN
315.87LENLow:NOV
7.18NOVDetails
P/E Ratio
12.48
High:MRP
24.14MRPLow:AVTR
-91.54AVTRDetails
PEG Ratio
1,123.5
High:ARW
1,123.5ARWLow:ARW
1,123.5ARWDetails
Price/Book
1.6
High:DHI
1.96DHILow:AVT
0.82AVTDetails
Price/Sales
1
High:MRP
12.73MRPLow:AVT
0.18AVTDetails
Price/CF
17.47
High:LEN
36.61LENLow:NOV
3.87NOVDetails
Price/FCF
27.24
High:LEN
315.87LENLow:NOV
7.18NOVDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-39.31% | Feb 2020 | Nov 2020 | 9 |
-36.77% | Jan 2022 | Dec 2023 | 23 |
-29.03% | Feb 2018 | Jan 2020 | 23 |
-21.42% | Dec 2024 | Aug 2025 | 8 |
-9.66% | Sep 2021 | Dec 2021 | 3 |
-6.71% | Apr 2024 | Jul 2024 | 3 |
-4.68% | Sep 2025 | - | 4 |
-3.7% | Oct 2024 | Nov 2024 | 1 |
-2.17% | Jun 2021 | Aug 2021 | 2 |
-1.77% | May 2017 | Jun 2017 | 1 |
-0.1% | Mar 2017 | Apr 2017 | 1 |
-0.1% | Aug 2017 | Sep 2017 | 1 |
-0.05% | Jan 2024 | Feb 2024 | 1 |