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+2.53%
This Month
+10.15%
Year To Date
+1.11%
2 Years
+13.6%
5 Years
+96.34%
10 Years
+7.07%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 🍞 Consumer Non Durables42.58%
- 💇♀️ Consumer Services33.85%
- 🛍️ Retail Trade8.27%
- 📦 Distribution Services5.31%
- 🚚 Transportation4.95%
- 🧪 Process Industries2.7%
- 💵 Cash2.35%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE56.97%
- 🇺🇸 Nasdaq33.12%
- 🇳🇱 Euronext Amsterdam3.28%
- 🇫🇷 Euronext Paris2.27%
- 🇬🇧 LSE2.02%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States81.63%
- 🇲🇽 Mexico3.39%
- 🇨🇭 Switzerland3.28%
- 🇧🇷 Brazil2.98%
- 🇫🇷 France2.27%
- 🇨🇳 China2.09%
- 🇬🇧 United Kingdom2.02%
Dividends
Dividend Yield
2.71%
33 out of 40 instruments pay dividend.
1 dividend payments in the next 30 days.
Highest Dividend: $CAG (9.65%)
Dividend Yield Breakdown
Instrument | Portfolio Yield | Company Yield | Per Share |
|---|---|---|---|
 WEN | 0.16% | 7.61% | $1 |
 CAG | 0.16% | 9.65% | $1.4 |
 CALM | 0.15% | 5.48% | $1.87 |
 CPB | 0.15% | 7.1% | $1.48 |
 KHC | 0.14% | 6.19% | $1.6 |
 CA.PA | 0.14% | 6.09% | $0.87 |
 QSR | 0.12% | 3.43% | $2.26 |
 SJM | 0.11% | 3.69% | $4.24 |
 GIS | 0.11% | 6.83% | $2.36 |
 MDLZ | 0.1% | 3.21% | $1.7 |
 FMX | 0.09% | 2.67% | $1.99 |
 KDP | 0.09% | 2.96% | $0.86 |
 DSFIR.NV | 0.09% | 2.68% | $2.5 |
 PEP | 0.09% | 4.12% | $5.15 |
 DRI | 0.08% | 3.01% | $5.24 |
 TAP | 0.08% | 4.57% | $1.7 |
 DGE.L | 0.08% | 3.83% | $0.81 |
 KO | 0.08% | 2.37% | $1.89 |
 ACI | 0.07% | 5.53% | $0.48 |
 STZ | 0.07% | 3.15% | $3.68 |
 SBUX | 0.07% | 2.35% | $2.24 |
 SYY | 0.06% | 2.55% | $2.01 |
 PRMB | 0.06% | 1.94% | $0.34 |
 HSY | 0.06% | 3.22% | $5.12 |
 ABEV | 0.05% | 1.75% | $0.13 |
 MCD | 0.05% | 2.72% | $6.53 |
 YUMC | 0.05% | 2.2% | $0.58 |
 YUM | 0.04% | 1.91% | $2.55 |
 DPZ | 0.04% | 2.15% | $5.44 |
 TXRH | 0.04% | 1.39% | $2.32 |
 WMT | 0.02% | 0.89% | $0.81 |
 COST | 0.02% | 0.58% | $19.22 |
 WING | 0.01% | 0.93% | $0.88 |
Performance Metrics
Score 3.6/10
Beta
0.66
0.66
0
0.8
1.2
0
2
Sharpe Ratio
0.36
0.36
0
0.5
1
1.5
1.5
Sortino Ratio
0.53
0.53
0
1
2
3
3
Jensen's Alpha
-2.73
-2.73
-3
0
2
4.5
4.5
Omega Ratio
0.63
0.63
0
1
1.5
2.5
2.5
Treynor Ratio
0.62
0.62
0
0.75
1.25
2
2
Information Ratio
-0.63
-0.63
-1
0.3
0.6
1
1
Calmar Ratio
0.33
0.33
0
0.3
0.6
1
1
Beta
0.66
0.66
0
0.8
1.2
0
2
Sharpe Ratio
0.36
0.36
0
0.5
1
1.5
1.5
Sortino Ratio
0.53
0.53
0
1
2
3
3
Jensen's Alpha
-2.73
-2.73
-3
0
2
4.5
4.5
Omega Ratio
0.63
0.63
0
1
1.5
2.5
2.5
Treynor Ratio
0.62
0.62
0
0.75
1.25
2
2
Information Ratio
-0.63
-0.63
-1
0.3
0.6
1
1
Calmar Ratio
0.33
0.33
0
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
34.8
High:ACI
154.81ACILow:GIS
-191.24GISDetails
PEG Ratio
133.01
High:FMX
467.16FMXLow:SJM
-96.2SJMDetails
Price/Book
6.9
High:
EAT
19.58EATLow:MCD
-151.69MCDDetails
Price/Sales
1.6
High:KO
7.23KOLow:ACI
0.07ACIDetails
Price/CF
18.35
High:COST
29.89COSTLow:CA.PA
2.83CA.PADetails
Price/FCF
78.59
High:SBUX
1,256.06SBUXLow:CA.PA
6.5CA.PADetails
P/E Ratio
34.8
High:ACI
154.81ACILow:GIS
-191.24GISDetails
PEG Ratio
133.01
High:FMX
467.16FMXLow:SJM
-96.2SJMDetails
Price/Book
6.9
High:EAT
19.58EATLow:MCD
-151.69MCDDetails
Price/Sales
1.6
High:KO
7.23KOLow:ACI
0.07ACIDetails
Price/CF
18.35
High:COST
29.89COSTLow:CA.PA
2.83CA.PADetails
Price/FCF
78.59
High:SBUX
1,256.06SBUXLow:CA.PA
6.5CA.PADetails
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 | - | 21 |
-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 |