Loading...
0%
Today
+0.92%
This Month
+3.71%
Year To Date
+2.37%
2 Years
-11.69%
5 Years
-3.41%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 🛍️ Retail Trade15.46%
- 🍞 Consumer Non Durables15.13%
- 🧬 Health Technology13.84%
- 💰 Finance12.92%
- ⚡ Utilities12.41%
- 💇♀️ Consumer Services11.8%
- 🖥️ Technology Services7.78%
- 🏥 Health Services3.24%
- 🚚 Transportation3%
- ⛏️ Energy Minerals2.74%
- 💵 Cash1.75%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE66.75%
- 🇺🇸 Nasdaq31.56%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States84.12%
- 🇨🇳 China8.78%
- 🇬🇧 United Kingdom5.42%
Dividends
Dividend Yield
1.45%
20 out of 30 instruments pay dividend.
3 dividend payments in the next 30 days.
Highest Dividend: $EIX (6.38%)
Dividend Yield Breakdown
Instrument | Portfolio Yield | Company Yield | Per Share |
|---|---|---|---|
 JD.US | 0.15% | 2.89% | $0.74 |
 EXC | 0.12% | 3.59% | $1.48 |
 SHEL | 0.11% | 4% | $2.7 |
 KMB | 0.11% | 3.89% | $4.8 |
 M | 0.11% | 5.96% | $0.68 |
 EIX | 0.11% | 6.38% | $3.04 |
 KVUE | 0.1% | 3.73% | $0.8 |
 JNJ | 0.1% | 3.1% | $4.81 |
 BK | 0.07% | 1.96% | $1.68 |
 JPM | 0.06% | 1.82% | $4.4 |
 AZN | 0.06% | 2.21% | $1.42 |
 YUMC | 0.06% | 1.71% | $0.58 |
 PGR | 0.06% | 1.99% | $1.15 |
 RL | 0.05% | 1.17% | $3.08 |
 HIG | 0.05% | 1.65% | $1.84 |
 WSM | 0.04% | 1.44% | $3.83 |
 LH | 0.04% | 1.18% | $2.88 |
 VST | 0.03% | 0.46% | $0.85 |
 MAR | 0.02% | 0.94% | $2.19 |
 PVH | 0% | 0.21% | $0.15 |
Performance Metrics
Score 2.1/10
Beta
1.17
1.17
0
0.8
1.2
0
2
Sharpe Ratio
-0.24
-0.24
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.34
-0.34
-1
1
2
3
3
Jensen's Alpha
-10.62
-10.62
-11
0
2
4.5
4.5
Omega Ratio
0.52
0.52
0
1
1.5
2.5
2.5
Treynor Ratio
-0.38
-0.38
-1
0.75
1.25
2
2
Information Ratio
-0.97
-0.97
-1
0.3
0.6
1
1
Calmar Ratio
-0.12
-0.12
-1
0.3
0.6
1
1
Beta
1.17
1.17
0
0.8
1.2
0
2
Sharpe Ratio
-0.24
-0.24
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.34
-0.34
-1
1
2
3
3
Jensen's Alpha
-10.62
-10.62
-11
0
2
4.5
4.5
Omega Ratio
0.52
0.52
0
1
1.5
2.5
2.5
Treynor Ratio
-0.38
-0.38
-1
0.75
1.25
2
2
Information Ratio
-0.97
-0.97
-1
0.3
0.6
1
1
Calmar Ratio
-0.12
-0.12
-1
0.3
0.6
1
1
Portfolio Valuation
Based on weighted open stock positions
P/E Ratio
18.71
High:
ELF
61.25ELFLow:
BILL
-2,173.46BILLDetails
PEG Ratio
-84.81
High:
PLNT
260.94PLNTLow:
NET
-1,478.08NETDetails
Price/Book
3.07
High:NET
47.96NETLow:PLNT
-42.88PLNTDetails
Price/Sales
2.06
High:NET
38.54NETLow:
RVMD
-RVMDDetails
Price/CF
14.06
High:NET
86.48NETLow:
M
3.09MDetails
Price/FCF
30.12
High:NET
214.03NETLow:
PVH
6.17PVHDetails
P/E Ratio
18.71
High:ELF
61.25ELFLow:BILL
-2,173.46BILLDetails
PEG Ratio
-84.81
High:PLNT
260.94PLNTLow:NET
-1,478.08NETDetails
Price/Book
3.07
High:NET
47.96NETLow:PLNT
-42.88PLNTDetails
Price/Sales
2.06
High:NET
38.54NETLow:RVMD
-RVMDDetails
Price/CF
14.06
High:NET
86.48NETLow:M
3.09MDetails
Price/FCF
30.12
High:NET
214.03NETLow:PVH
6.17PVHDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-30.25% | Feb 2022 | - | 42 |