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-1.04%
This Month
-5.15%
Year To Date
-2.99%
2 Years
+14.09%
5 Years
+80.23%
10 Years
+6.58%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 🍞 Consumer Non Durables40.75%
- 💇♀️ Consumer Services33.33%
- 🛍️ Retail Trade11.12%
- 🧪 Process Industries6.97%
- 📦 Distribution Services4.92%
- 💵 Cash2.79%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE52.2%
- 🇺🇸 Nasdaq29.49%
- 🇳🇴 Oslo Stock Exchange5.83%
- 🇵🇹 Euronext Lisbon3.05%
- 🇬🇧 LSE2.94%
- 🇳🇱 Euronext Amsterdam1.98%
- 🇫🇷 Euronext Paris1.59%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States71.8%
- 🇳🇴 Norway5.83%
- 🇨🇳 China3.44%
- 🇨🇦 Canada3.23%
- 🇲🇽 Mexico3.22%
- 🇵🇹 Portugal3.05%
- 🇬🇧 United Kingdom2.94%
- 🇨🇭 Switzerland1.98%
- 🇫🇷 France1.59%
Dividends
Dividend Yield
2.55%
32 out of 40 instruments pay dividend.
0 dividend payments in the next 30 days.
Highest Dividend: $CAG (8.26%)
Dividend Yield Breakdown
Instrument | Portfolio Yield | Company Yield | Per Share |
|---|---|---|---|
 KHC | 0.14% | 6.54% | $1.6 |
 MDLZ | 0.13% | 3.44% | $1.7 |
 WEN | 0.12% | 7.85% | $1 |
 CAG | 0.12% | 8.26% | $1.4 |
 SALM.OL | 0.12% | 3.65% | $35 |
 QSR | 0.11% | 3.45% | $2.26 |
 PEP | 0.11% | 3.88% | $5.15 |
 KO | 0.1% | 2.9% | $1.89 |
 DRI | 0.1% | 3.3% | $5.24 |
 SW.PA | 0.09% | 5.9% | $3.1 |
 HSY | 0.09% | 3.03% | $5.12 |
 TSCO.L | 0.09% | 3.13% | $0.12 |
 JMT.LSB | 0.09% | 2.94% | $0.66 |
 GIS | 0.09% | 5.31% | $2.36 |
 TAP | 0.09% | 4.17% | $1.7 |
 CPB | 0.09% | 5.35% | $1.48 |
 KDP | 0.08% | 3.23% | $0.86 |
 MCD | 0.08% | 2.33% | $6.53 |
 MOWI.OL | 0.07% | 2.82% | $6.9 |
 DSFIR.NV | 0.07% | 3.64% | $2.5 |
 YUMC | 0.07% | 2.06% | $0.58 |
 SYY | 0.07% | 2.91% | $2.01 |
 LW | 0.07% | 2.49% | $1.28 |
 SBUX | 0.07% | 2.89% | $2.24 |
 K | 0.06% | 2.78% | $2.28 |
 STZ | 0.05% | 2.97% | $3.68 |
 FMX | 0.05% | 1.6% | $1.99 |
 YUM | 0.05% | 1.96% | $2.55 |
 TXRH | 0.04% | 1.63% | $2.32 |
 WMT | 0.02% | 0.82% | $0.81 |
 COST | 0.01% | 0.56% | $19.22 |
 WING | 0.01% | 0.43% | $0.88 |
Performance Metrics
Score 3.6/10
Beta
0.67
0.67
0
0.8
1.2
0
2
Sharpe Ratio
0.38
0.38
0
0.5
1
1.5
1.5
Sortino Ratio
0.57
0.57
0
1
2
3
3
Jensen's Alpha
-2.75
-2.75
-3
0
2
4.5
4.5
Omega Ratio
0.62
0.62
0
1
1.5
2.5
2.5
Treynor Ratio
0.63
0.63
0
0.75
1.25
2
2
Information Ratio
-0.66
-0.66
-1
0.3
0.6
1
1
Calmar Ratio
0.33
0.33
0
0.3
0.6
1
1
Beta
0.67
0.67
0
0.8
1.2
0
2
Sharpe Ratio
0.38
0.38
0
0.5
1
1.5
1.5
Sortino Ratio
0.57
0.57
0
1
2
3
3
Jensen's Alpha
-2.75
-2.75
-3
0
2
4.5
4.5
Omega Ratio
0.62
0.62
0
1
1.5
2.5
2.5
Treynor Ratio
0.63
0.63
0
0.75
1.25
2
2
Information Ratio
-0.66
-0.66
-1
0.3
0.6
1
1
Calmar Ratio
0.33
0.33
0
0.3
0.6
1
1
Portfolio Valuation
Based on weighted open stock positions
P/E Ratio
32.93
High:
BROS
122.34BROSLow:
SG
-7.15SGDetails
PEG Ratio
538.76
High:
WEN
5,709.78WENLow:
SW.PA
3.05SW.PADetails
Price/Book
7.6
High:
SYY
17SYYLow:
MCD
-101.58MCDDetails
Price/Sales
1.7
High:
WING
10.77WINGLow:SW.PA
0.28SW.PADetails
Price/CF
19.89
High:SG
464.13SGLow:WEN
5.12WENDetails
Price/FCF
84.31
High:
PEP
5,253.35PEPLow:
TAP
12.47TAPDetails
P/E Ratio
32.93
High:BROS
122.34BROSLow:SG
-7.15SGDetails
PEG Ratio
538.76
High:WEN
5,709.78WENLow:SW.PA
3.05SW.PADetails
Price/Book
7.6
High:SYY
17SYYLow:MCD
-101.58MCDDetails
Price/Sales
1.7
High:WING
10.77WINGLow:SW.PA
0.28SW.PADetails
Price/CF
19.89
High:SG
464.13SGLow:WEN
5.12WENDetails
Price/FCF
84.31
High:PEP
5,253.35PEPLow:TAP
12.47TAPDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-19.86% | Feb 2020 | Nov 2020 | 9 |
-16.64% | Jan 2022 | Jun 2023 | 17 |
-12.1% | Dec 2024 | - | 13 |
-11.11% | Aug 2023 | Dec 2023 | 4 |
-7.16% | Jan 2021 | Apr 2021 | 3 |
-6.84% | Feb 2018 | Nov 2018 | 9 |
-6.64% | Aug 2016 | Mar 2017 | 7 |
-6.1% | Dec 2018 | Mar 2019 | 3 |
-5.05% | Apr 2024 | Nov 2024 | 7 |
-4.09% | Sep 2019 | Jan 2020 | 4 |
-3.67% | Jun 2017 | Nov 2017 | 5 |
-3.24% | Sep 2021 | Dec 2021 | 3 |
-0.51% | Jan 2024 | Feb 2024 | 1 |
-0.26% | May 2019 | Jun 2019 | 1 |