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0%
Today
-7.05%
This Month
-11.45%
Year To Date
+17.29%
2 Years
+105.7%
5 Years
+16.02%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💇♀️ Consumer Services20.68%
- 🛍️ Retail Trade18.41%
- 💼 Commercial Services16.86%
- 🛠️ Producer Manufacturing12.01%
- 🖥️ Technology Services8.36%
- 🍞 Consumer Non Durables7.15%
- 💵 Cash5.54%
- 📦 Distribution Services3.64%
- 🚗 Consumer Durables3.33%
- 💻 Electronic Technology2.06%
- ⛏️ Energy Minerals1.25%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE57.8%
- 🇺🇸 Nasdaq35.96%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States88.3%
- 🇨🇭 Switzerland3.07%
- 🇬🇧 United Kingdom2.38%
Dividends
Dividend Yield
2.11%
27 out of 34 instruments pay dividend.
7 dividend payments in the next 30 days.
Highest Dividend: $MAN (7.69%)
Dividend Yield Breakdown
Instrument | Portfolio Yield | Company Yield | Per Share |
|---|---|---|---|
 MO | 0.27% | 6.95% | $3.92 |
 CVS | 0.14% | 3.95% | $2.54 |
 IPG | 0.13% | 5.51% | $1.28 |
 MAN | 0.13% | 7.69% | $3.01 |
 WLY | 0.12% | 3.29% | $1.4 |
 IGT | 0.12% | 4.98% | $0.8 |
 BKE | 0.12% | 4.05% | $1.4 |
 TPR | 0.1% | 2.2% | $1.4 |
 HPQ | 0.1% | 4.74% | $1.1 |
 OMC | 0.1% | 3.82% | $2.8 |
 HRB | 0.09% | 2.29% | $1.28 |
 OXM | 0.08% | 6.03% | $2.64 |
 KFY | 0.08% | 2.62% | $1.21 |
 PRDO | 0.07% | 1.98% | $0.44 |
 CTSH | 0.06% | 1.74% | $1.18 |
 BBWI | 0.05% | 2.81% | $0.8 |
 PARA | 0.05% | 1.83% | $0.2 |
 IDCC | 0.05% | 1% | $1.6 |
 FOXA | 0.05% | 1.13% | $0.52 |
 MLI | 0.05% | 1.2% | $0.7 |
 ALSN | 0.04% | 1.15% | $0.96 |
 TNET | 0.03% | 1.34% | $0.25 |
 ATKR | 0.03% | 2.19% | $0.64 |
 ASO | 0.03% | 1.22% | $0.4 |
 GTX.US | 0.02% | 0.67% | - |
 DDS | 0.01% | 0.31% | $1 |
 AMR | 0% | 0.38% | $1.94 |
Performance Metrics
Score 5.5/10
Beta
1.02
1.02
0
0.8
1.2
0
2
Sharpe Ratio
0.66
0.66
0
0.5
1
1.5
1.5
Sortino Ratio
1.16
1.16
0
1
2
3
3
Jensen's Alpha
0.51
0.51
-2
0
2
4.5
4.5
Omega Ratio
1.04
1.04
0
1
1.5
2.5
2.5
Treynor Ratio
1.24
1.24
0
0.75
1.25
2
2
Information Ratio
0.05
0.05
0
0.3
0.6
1
1
Calmar Ratio
0.63
0.63
0
0.3
0.6
1
1
Beta
1.02
1.02
0
0.8
1.2
0
2
Sharpe Ratio
0.66
0.66
0
0.5
1
1.5
1.5
Sortino Ratio
1.16
1.16
0
1
2
3
3
Jensen's Alpha
0.51
0.51
-2
0
2
4.5
4.5
Omega Ratio
1.04
1.04
0
1
1.5
2.5
2.5
Treynor Ratio
1.24
1.24
0
0.75
1.25
2
2
Information Ratio
0.05
0.05
0
0.3
0.6
1
1
Calmar Ratio
0.63
0.63
0
0.3
0.6
1
1
Portfolio Valuation
Based on weighted open stock positions
P/E Ratio
14.16
High:
WLY
57.73WLYLow:
AMN
-4.81AMNDetails
PEG Ratio
360.11
High:
MLI
3,768.32MLILow:
GTX.US
3.57GTX.USDetails
Price/Book
2.7
High:
TNET
54.86TNETLow:
MO
-43.94MODetails
Price/Sales
0.65
High:
IDCC
7.1IDCCLow:
ODP
0.05ODPDetails
Price/CF
9.26
High:
MAN
68.44MANLow:AMN
2.86AMNDetails
Price/FCF
22.63
High:
BKE
1,399.26BKELow:AMN
3.82AMNDetails
P/E Ratio
14.16
High:WLY
57.73WLYLow:AMN
-4.81AMNDetails
PEG Ratio
360.11
High:MLI
3,768.32MLILow:GTX.US
3.57GTX.USDetails
Price/Book
2.7
High:TNET
54.86TNETLow:MO
-43.94MODetails
Price/Sales
0.65
High:IDCC
7.1IDCCLow:ODP
0.05ODPDetails
Price/CF
9.26
High:MAN
68.44MANLow:AMN
2.86AMNDetails
Price/FCF
22.63
High:BKE
1,399.26BKELow:AMN
3.82AMNDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-25.86% | Jan 2022 | Jan 2023 | 12 |
-16.78% | Dec 2024 | - | 5 |
-12.07% | Feb 2023 | Jul 2023 | 5 |
-9.47% | Apr 2024 | Nov 2024 | 7 |
-6.6% | Aug 2023 | Nov 2023 | 3 |
-5.25% | Sep 2021 | Dec 2021 | 3 |
-4.51% | Sep 2020 | Nov 2020 | 2 |
-0.02% | Jul 2021 | Aug 2021 | 1 |