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-0.33%
This Month
+9.66%
Year To Date
+4.68%
2 Years
-6.62%
5 Years
-6.62%
10 Years
-1.7%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 🧬 Health Technology16.58%
- 🛍️ Retail Trade16.02%
- 🍞 Consumer Non Durables13.34%
- 💰 Finance13.09%
- ⚡ Utilities11.41%
- 💇♀️ Consumer Services11.31%
- 🖥️ Technology Services7.85%
- 🏥 Health Services3.3%
- ⛏️ Energy Minerals2.76%
- 🚚 Transportation2.46%
- 💵 Cash2.07%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE65.75%
- 🇺🇸 Nasdaq32.36%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States84.32%
- 🇨🇳 China7.7%
- 🇬🇧 United Kingdom6.09%
Dividends
Dividend Yield
1.42%
20 out of 30 instruments pay dividend.
2 dividend payments in the next 30 days.
Highest Dividend: $EIX (5.79%)
Dividend Yield Breakdown
Instrument | Portfolio Yield | Company Yield | Per Share |
|---|---|---|---|
 JD.US | 0.15% | 3.3% | $0.74 |
 EXC | 0.11% | 3.66% | $1.48 |
 SHEL | 0.11% | 3.85% | $2.7 |
 M | 0.1% | 3.34% | $0.68 |
 KMB | 0.1% | 4.8% | $4.8 |
 EIX | 0.1% | 5.79% | $3.04 |
 KVUE | 0.1% | 4.87% | $0.8 |
 JNJ | 0.1% | 2.54% | $4.81 |
 BK | 0.07% | 1.76% | $1.68 |
 YUMC | 0.07% | 2.06% | $0.58 |
 JPM | 0.06% | 1.76% | $4.4 |
 AZN | 0.06% | 1.71% | $1.42 |
 PGR | 0.05% | 2.16% | $1.15 |
 HIG | 0.05% | 1.64% | $1.84 |
 RL | 0.05% | 0.98% | $3.08 |
 WSM | 0.04% | 1.44% | $3.83 |
 LH | 0.04% | 1.1% | $2.88 |
 VST | 0.03% | 0.51% | $0.85 |
 MAR | 0.02% | 0.9% | $2.19 |
 PVH | 0% | 0.19% | $0.15 |
Performance Metrics
Score 2.2/10
Beta
1.15
1.15
0
0.8
1.2
0
2
Sharpe Ratio
-0.16
-0.16
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.23
-0.23
-1
1
2
3
3
Jensen's Alpha
-10.98
-10.98
-11
0
2
4.5
4.5
Omega Ratio
0.5
0.5
0
1
1.5
2.5
2.5
Treynor Ratio
-0.25
-0.25
-1
0.75
1.25
2
2
Information Ratio
-1.02
-1.02
-2
0.3
0.6
1
1
Calmar Ratio
-0.05
-0.05
-1
0.3
0.6
1
1
Beta
1.15
1.15
0
0.8
1.2
0
2
Sharpe Ratio
-0.16
-0.16
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.23
-0.23
-1
1
2
3
3
Jensen's Alpha
-10.98
-10.98
-11
0
2
4.5
4.5
Omega Ratio
0.5
0.5
0
1
1.5
2.5
2.5
Treynor Ratio
-0.25
-0.25
-1
0.75
1.25
2
2
Information Ratio
-1.02
-1.02
-2
0.3
0.6
1
1
Calmar Ratio
-0.05
-0.05
-1
0.3
0.6
1
1
Portfolio Valuation
Based on weighted open stock positions
P/E Ratio
19.44
High:
VST
61.32VSTLow:
NET
-687.12NETDetails
PEG Ratio
2,415.97
High:
SHEL
53,697.18SHELLow:
BILL
-374.45BILLDetails
Price/Book
3.31
High:NET
53.13NETLow:
PLNT
-46.2PLNTDetails
Price/Sales
2.3
High:NET
35.45NETLow:
RVMD
-RVMDDetails
Price/CF
14.61
High:NET
139.36NETLow:
M
3.44MDetails
Price/FCF
28.19
High:
KMB
1,882.62KMBLow:
PVH
6.82PVHDetails
P/E Ratio
19.44
High:VST
61.32VSTLow:NET
-687.12NETDetails
PEG Ratio
2,415.97
High:SHEL
53,697.18SHELLow:BILL
-374.45BILLDetails
Price/Book
3.31
High:NET
53.13NETLow:PLNT
-46.2PLNTDetails
Price/Sales
2.3
High:NET
35.45NETLow:RVMD
-RVMDDetails
Price/CF
14.61
High:NET
139.36NETLow:M
3.44MDetails
Price/FCF
28.19
High:KMB
1,882.62KMBLow:PVH
6.82PVHDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-30.25% | Feb 2022 | - | 47 |