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-5.31%
This Month
+11.24%
Year To Date
+11.16%
2 Years
+49.43%
5 Years
+213.34%
10 Years
+12.66%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 🚗 Consumer Durables57.7%
- 📦 Distribution Services13.99%
- 🧬 Health Technology10.01%
- 💼 Commercial Services5.91%
- 🏭 Industrial Services5.89%
- 🛠️ Producer Manufacturing4.38%
- 💰 Finance1.82%
- 💵 Cash0.34%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE87.38%
- 🇺🇸 Nasdaq12.32%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States93.78%
- 🇮🇪 Ireland5.91%
Dividends
Dividend Yield
1.19%
11 out of 16 instruments pay dividend.
0 dividend payments in the next 30 days.
Highest Dividend: $MTH (2.52%)
Next Dividends
Stock | Type | Date | Pay Per Share |
|---|
Performance Metrics
Score 3.8/10
Beta
1.41
1.41
0
0.8
1.2
0
2
Sharpe Ratio
0.49
0.49
0
0.5
1
1.5
1.5
Sortino Ratio
0.73
0.73
0
1
2
3
3
Jensen's Alpha
-3.2
-3.2
-4
0
2
4.5
4.5
Omega Ratio
1.07
1.07
0
1
1.5
2.5
2.5
Treynor Ratio
0.78
0.78
0
0.75
1.25
2
2
Information Ratio
0.09
0.09
0
0.3
0.6
1
1
Calmar Ratio
0.32
0.32
0
0.3
0.6
1
1
Beta
1.41
1.41
0
0.8
1.2
0
2
Sharpe Ratio
0.49
0.49
0
0.5
1
1.5
1.5
Sortino Ratio
0.73
0.73
0
1
2
3
3
Jensen's Alpha
-3.2
-3.2
-4
0
2
4.5
4.5
Omega Ratio
1.07
1.07
0
1
1.5
2.5
2.5
Treynor Ratio
0.78
0.78
0
0.75
1.25
2
2
Information Ratio
0.09
0.09
0
0.3
0.6
1
1
Calmar Ratio
0.32
0.32
0
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
16.72
High:
NOV
79.24NOVLow:
DNOW
-18.07DNOWDetails
PEG Ratio
39.37
High:
LEA
78.78LEALow:
ARW
16ARWDetails
Price/Book
1.57
High:
SLB
2.73SLBLow:
LEN
0.94LENDetails
Price/Sales
0.92
High:SLB
2.02SLBLow:
AVT.US
0.29AVT.USDetails
Price/CF
11.61
High:AVT.US
33.18AVT.USLow:LEA
4.65LEADetails
Price/FCF
17.01
High:LEN
47.57LENLow:
TMHC
7.81TMHCDetails
P/E Ratio
16.72
High:NOV
79.24NOVLow:DNOW
-18.07DNOWDetails
PEG Ratio
39.37
High:LEA
78.78LEALow:ARW
16ARWDetails
Price/Book
1.57
High:SLB
2.73SLBLow:LEN
0.94LENDetails
Price/Sales
0.92
High:SLB
2.02SLBLow:AVT.US
0.29AVT.USDetails
Price/CF
11.61
High:AVT.US
33.18AVT.USLow:LEA
4.65LEADetails
Price/FCF
17.01
High:LEN
47.57LENLow:TMHC
7.81TMHCDetails
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 |
-14.38% | Mar 2026 | Jun 2026 | 3 |
-9.66% | Sep 2021 | Dec 2021 | 3 |
-8.42% | Sep 2025 | Feb 2026 | 5 |
-6.71% | Apr 2024 | Jul 2024 | 3 |
-5.31% | Jul 2026 | - | 1 |
-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 |