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0%
Today
0%
This Month
+3.14%
Year To Date
+29.33%
2 Years
+130.16%
5 Years
+20.77%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 🛍️ Retail Trade19.6%
- 💇♀️ Consumer Services18.01%
- 💼 Commercial Services17.29%
- 🛠️ Producer Manufacturing12.36%
- 🖥️ Technology Services7.57%
- 🍞 Consumer Non Durables7.02%
- 💵 Cash5.28%
- 📦 Distribution Services4.74%
- 🚗 Consumer Durables4.32%
- 💻 Electronic Technology2.41%
- ⛏️ Energy Minerals1.58%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE59.12%
- 🇺🇸 Nasdaq35.78%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States89.93%
- 🇨🇭 Switzerland2.8%
- 🇬🇧 United Kingdom2.17%
Dividends
Dividend Yield
1.79%
27 out of 34 instruments pay dividend.
3 dividend payments in the next 30 days.
Highest Dividend: $MO (7.66%)
Dividend Yield Breakdown
Instrument | Portfolio Yield | Company Yield | Per Share |
|---|---|---|---|
 MO | 0.23% | 7.66% | $3.92 |
 CVS | 0.12% | 4.71% | $2.54 |
 IPG | 0.12% | 4.6% | $1.28 |
 MAN | 0.11% | 5.11% | $3.01 |
 WLY | 0.1% | 3.44% | $1.4 |
 IGT | 0.1% | 4.7% | $0.8 |
 BKE | 0.1% | 2.94% | $1.4 |
 TPR | 0.09% | 1.92% | $1.4 |
 HPQ | 0.08% | 3.48% | $1.1 |
 OMC | 0.08% | 3.23% | $2.8 |
 HRB | 0.07% | 2.51% | $1.28 |
 OXM | 0.07% | 3.2% | $2.64 |
 KFY | 0.06% | 2.04% | $1.21 |
 PRDO | 0.06% | 1.67% | $0.44 |
 CTSH | 0.05% | 1.45% | $1.18 |
 BBWI | 0.05% | 2.13% | $0.8 |
 PARA | 0.04% | 1.84% | $0.2 |
 FOXA | 0.04% | 1.04% | $0.52 |
 IDCC | 0.04% | 0.93% | $1.6 |
 MLI | 0.04% | 1.02% | $0.7 |
 ALSN | 0.04% | 0.85% | $0.96 |
 TNET | 0.03% | 1.07% | $0.25 |
 ATKR | 0.02% | 1.57% | $0.64 |
 ASO | 0.02% | 0.84% | $0.4 |
 GTX.US | 0.02% | 0.63% | - |
 DDS | 0.01% | 0.21% | $1 |
 AMR | 0% | 0.27% | $1.94 |
Performance Metrics
Score 5.7/10
Beta
1.02
1.02
0
0.8
1.2
0
2
Sharpe Ratio
0.75
0.75
0
0.5
1
1.5
1.5
Sortino Ratio
1.34
1.34
0
1
2
3
3
Jensen's Alpha
0.31
0.31
-2
0
2
4.5
4.5
Omega Ratio
1.03
1.03
0
1
1.5
2.5
2.5
Treynor Ratio
1.42
1.42
0
0.75
1.25
2
2
Information Ratio
0.04
0.04
0
0.3
0.6
1
1
Calmar Ratio
0.73
0.73
0
0.3
0.6
1
1
Beta
1.02
1.02
0
0.8
1.2
0
2
Sharpe Ratio
0.75
0.75
0
0.5
1
1.5
1.5
Sortino Ratio
1.34
1.34
0
1
2
3
3
Jensen's Alpha
0.31
0.31
-2
0
2
4.5
4.5
Omega Ratio
1.03
1.03
0
1
1.5
2.5
2.5
Treynor Ratio
1.42
1.42
0
0.75
1.25
2
2
Information Ratio
0.04
0.04
0
0.3
0.6
1
1
Calmar Ratio
0.73
0.73
0
0.3
0.6
1
1
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-25.86% | Jan 2022 | Jan 2023 | 12 |
-12.07% | Feb 2023 | Jul 2023 | 5 |
-9.47% | Apr 2024 | Nov 2024 | 7 |
-6.6% | Aug 2023 | Nov 2023 | 3 |
-6.01% | Dec 2024 | - | 2 |
-5.25% | Sep 2021 | Dec 2021 | 3 |
-4.51% | Sep 2020 | Nov 2020 | 2 |
-0.02% | Jul 2021 | Aug 2021 | 1 |