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-6.67%
This Month
+2.64%
Year To Date
-7.68%
2 Years
+16.47%
5 Years
+83.36%
10 Years
+6.59%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 🍞 Consumer Non Durables41.71%
- 💇♀️ Consumer Services34.69%
- 🛍️ Retail Trade9.71%
- 📦 Distribution Services5.39%
- 🚚 Transportation4.2%
- 🧪 Process Industries2.83%
- 💵 Cash1.42%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE57.9%
- 🇺🇸 Nasdaq34.36%
- 🇫🇷 Euronext Paris2.28%
- 🇳🇱 Euronext Amsterdam2.15%
- 🇬🇧 LSE1.85%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States80.49%
- 🇨🇦 Canada3.54%
- 🇲🇽 Mexico2.95%
- 🇧🇷 Brazil2.89%
- 🇨🇳 China2.39%
- 🇫🇷 France2.28%
- 🇨🇭 Switzerland2.15%
- 🇬🇧 United Kingdom1.85%
Dividends
Dividend Yield
2.9%
33 out of 40 instruments pay dividend.
0 dividend payments in the next 30 days.
Highest Dividend: $CALM (8.98%)
Dividend Yield Breakdown
Instrument | Portfolio Yield | Company Yield | Per Share |
|---|---|---|---|
 CALM | 0.25% | 8.98% | $1.87 |
 ABEV | 0.19% | 6.54% | $0.13 |
 WEN | 0.17% | 7.83% | $1 |
 CAG | 0.14% | 7.51% | $1.4 |
 KHC | 0.14% | 6.66% | $1.6 |
 CA.PA | 0.14% | 5.98% | $0.87 |
 CPB | 0.13% | 6.21% | $1.48 |
 QSR | 0.12% | 3.52% | $2.26 |
 SJM | 0.11% | 3.89% | $4.24 |
 GIS | 0.1% | 5.6% | $2.36 |
 MDLZ | 0.09% | 3.38% | $1.7 |
 DSFIR.NV | 0.09% | 4.23% | $2.5 |
 KDP | 0.09% | 3.2% | $0.86 |
 PEP | 0.09% | 3.49% | $5.15 |
 DRI | 0.08% | 2.93% | $5.24 |
 KO | 0.08% | 2.64% | $1.89 |
 TAP | 0.08% | 4.06% | $1.7 |
 STZ | 0.08% | 2.7% | $3.68 |
 DGE.L | 0.08% | 4.09% | $0.81 |
 ACI | 0.07% | 3.51% | $0.48 |
 SBUX | 0.07% | 2.55% | $2.24 |
 SYY | 0.07% | 2.52% | $2.01 |
 HSY | 0.06% | 2.42% | $5.12 |
 FMX | 0.06% | 1.96% | $1.99 |
 PRMB | 0.05% | 1.85% | $0.34 |
 MCD | 0.05% | 2.2% | $6.53 |
 YUM | 0.05% | 1.83% | $2.55 |
 YUMC | 0.05% | 1.93% | $0.58 |
 DPZ | 0.04% | 1.78% | $5.44 |
 TXRH | 0.04% | 1.56% | $2.32 |
 WMT | 0.02% | 0.78% | $0.81 |
 COST | 0.02% | 0.52% | $19.22 |
 WING | 0.01% | 0.49% | $0.88 |
Next Dividends
Stock | Type | Date | Pay Per Share |
|---|
Performance Metrics
Score 3.8/10
Beta
0.66
0.66
0
0.8
1.2
0
2
Sharpe Ratio
0.42
0.42
0
0.5
1
1.5
1.5
Sortino Ratio
0.65
0.65
0
1
2
3
3
Jensen's Alpha
-1.92
-1.92
-2
0
2
4.5
4.5
Omega Ratio
0.66
0.66
0
1
1.5
2.5
2.5
Treynor Ratio
0.71
0.71
0
0.75
1.25
2
2
Information Ratio
-0.57
-0.57
-1
0.3
0.6
1
1
Calmar Ratio
0.36
0.36
0
0.3
0.6
1
1
Beta
0.66
0.66
0
0.8
1.2
0
2
Sharpe Ratio
0.42
0.42
0
0.5
1
1.5
1.5
Sortino Ratio
0.65
0.65
0
1
2
3
3
Jensen's Alpha
-1.92
-1.92
-2
0
2
4.5
4.5
Omega Ratio
0.66
0.66
0
1
1.5
2.5
2.5
Treynor Ratio
0.71
0.71
0
0.75
1.25
2
2
Information Ratio
-0.57
-0.57
-1
0.3
0.6
1
1
Calmar Ratio
0.36
0.36
0
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
38.46
High:PRMB
143.35PRMBLow:CAG
-91.59CAGDetails
PEG Ratio
335.11
High:GIS
2,278.45GISLow:PRMB
3.52PRMBDetails
Price/Book
7.93
High:SYY
18.38SYYLow:MCD
-131.7MCDDetails
Price/Sales
1.7
High:WING
9.54WINGLow:ACI
0.11ACIDetails
Price/CF
19.27
High:WING
46.49WINGLow:CA.PA
2.83CA.PADetails
Price/FCF
79.47
High:PEP
5,797.72PEPLow:CALM
5.35CALMDetails
P/E Ratio
38.46
High:PRMB
143.35PRMBLow:CAG
-91.59CAGDetails
PEG Ratio
335.11
High:GIS
2,278.45GISLow:PRMB
3.52PRMBDetails
Price/Book
7.93
High:SYY
18.38SYYLow:MCD
-131.7MCDDetails
Price/Sales
1.7
High:WING
9.54WINGLow:ACI
0.11ACIDetails
Price/CF
19.27
High:WING
46.49WINGLow:CA.PA
2.83CA.PADetails
Price/FCF
79.47
High:PEP
5,797.72PEPLow:CALM
5.35CALMDetails
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 | - | 16 |
-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 |