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-0.57%
This Month
+8.61%
Year To Date
+27.44%
2 Years
-7.51%
5 Years
-7.51%
10 Years
-2.02%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 🛍️ Retail Trade16.11%
- 🍞 Consumer Non Durables14.86%
- 🧬 Health Technology14.5%
- ⚡ Utilities12.7%
- 💰 Finance12.47%
- 💇♀️ Consumer Services10.66%
- 🖥️ Technology Services8%
- 🏥 Health Services3.62%
- ⛏️ Energy Minerals2.7%
- 🚚 Transportation2.55%
- 💵 Cash2%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE66.63%
- 🇺🇸 Nasdaq31.53%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States84.29%
- 🇨🇳 China8.03%
- 🇬🇧 United Kingdom5.84%
Dividends
Dividend Yield
1.4%
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 | 0.14% | 2.9% | $0.74 |
 EXC | 0.11% | 3.29% | $1.48 |
 SHEL | 0.11% | 3.9% | $2.7 |
 KMB | 0.1% | 4.14% | $4.8 |
 M | 0.1% | 4.04% | $0.68 |
 EIX | 0.1% | 5.79% | $3.04 |
 KVUE.RTH. | 0.1% | 5.43% | $0.8 |
 JNJ | 0.1% | 2.65% | $4.81 |
 BK | 0.07% | 1.84% | $1.68 |
 JPM | 0.06% | 1.83% | $4.4 |
 YUMC | 0.06% | 1.97% | $0.58 |
 AZN | 0.06% | 1.83% | $1.42 |
 PGR | 0.06% | 2.23% | $1.15 |
 RL | 0.05% | 1.06% | $3.08 |
 HIG | 0.05% | 1.68% | $1.84 |
 WSM | 0.04% | 1.35% | $3.83 |
 LH | 0.04% | 0.99% | $2.88 |
 VST | 0.03% | 0.46% | $0.85 |
 MAR | 0.02% | 1% | $2.19 |
 PVH | 0% | 0.18% | $0.15 |
Performance Metrics
Score 2.2/10
Beta
1.16
1.16
0
0.8
1.2
0
2
Sharpe Ratio
-0.17
-0.17
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.24
-0.24
-1
1
2
3
3
Jensen's Alpha
-10.86
-10.86
-11
0
2
4.5
4.5
Omega Ratio
0.5
0.5
0
1
1.5
2.5
2.5
Treynor Ratio
-0.26
-0.26
-1
0.75
1.25
2
2
Information Ratio
-1
-1
-2
0.3
0.6
1
1
Calmar Ratio
-0.06
-0.06
-1
0.3
0.6
1
1
Beta
1.16
1.16
0
0.8
1.2
0
2
Sharpe Ratio
-0.17
-0.17
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.24
-0.24
-1
1
2
3
3
Jensen's Alpha
-10.86
-10.86
-11
0
2
4.5
4.5
Omega Ratio
0.5
0.5
0
1
1.5
2.5
2.5
Treynor Ratio
-0.26
-0.26
-1
0.75
1.25
2
2
Information Ratio
-1
-1
-2
0.3
0.6
1
1
Calmar Ratio
-0.06
-0.06
-1
0.3
0.6
1
1
Portfolio Valuation
Based on weighted open stock positions
P/E Ratio
18.62
High:
ELF
81.21ELFLow:
NET
-620.41NETDetails
PEG Ratio
96.55
High:
ULTA
447.97ULTALow:
BILL
-172.52BILLDetails
Price/Book
3.22
High:NET
59.02NETLow:
PLNT
-49.82PLNTDetails
Price/Sales
2.18
High:NET
38.79NETLow:
RVMD
-RVMDDetails
Price/CF
14.21
High:NET
143.12NETLow:
M
2.44MDetails
Price/FCF
28.74
High:
KVUE.RTH.
718.87KVUE.RTH.Low:
PVH
6.82PVHDetails
P/E Ratio
18.62
High:ELF
81.21ELFLow:NET
-620.41NETDetails
PEG Ratio
96.55
High:ULTA
447.97ULTALow:BILL
-172.52BILLDetails
Price/Book
3.22
High:NET
59.02NETLow:PLNT
-49.82PLNTDetails
Price/Sales
2.18
High:NET
38.79NETLow:RVMD
-RVMDDetails
Price/CF
14.21
High:NET
143.12NETLow:M
2.44MDetails
Price/FCF
28.74
High:KVUE.RTH.
718.87KVUE.RTH.Low:PVH
6.82PVHDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-30.25% | Feb 2022 | - | 45 |