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-4.28%
This Month
+3.12%
Year To Date
-6.27%
2 Years
-10.13%
5 Years
+33.41%
10 Years
+4.54%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 🍞 Consumer Non Durables31.82%
- 🧪 Process Industries27.82%
- 🚚 Transportation8.8%
- 🛠️ Producer Manufacturing8.68%
- 📦 Distribution Services6.27%
- 💰 Finance5.71%
- 🛍️ Retail Trade5.54%
- 🧬 Health Technology2.65%
- 🖥️ Technology Services2.05%
- 💵 Cash0.64%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE52.35%
- 🇺🇸 Nasdaq18.42%
- 🇨🇭 SIX8.25%
- 🇩🇪 FRA5.21%
- 🇳🇱 Euronext Amsterdam4.39%
- 🇬🇧 LSE3.02%
- 🇳🇴 Oslo Stock Exchange2.69%
- 🇫🇷 Euronext Paris2.55%
- 🇩🇰 Copenhagen Stock Exchange2.47%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States62.32%
- 🇨🇭 Switzerland13.62%
- 🇩🇪 Germany5.21%
- 🇨🇦 Canada3.32%
- 🇬🇧 United Kingdom3.02%
- 🇳🇴 Norway2.69%
- 🇫🇷 France2.55%
- 🇩🇰 Denmark2.47%
- 🇸🇬 Singapore2.11%
- 🇳🇱 Netherlands2.05%
Dividends
Dividend Yield
2.17%
26 out of 35 instruments pay dividend.
0 dividend payments in the next 30 days.
Highest Dividend: $CAG (7.51%)
Dividend Yield Breakdown
Instrument | Portfolio Yield | Company Yield | Per Share |
|---|---|---|---|
 CAG | 0.23% | 7.51% | $1.4 |
 COLD | 0.19% | 7.32% | $0.88 |
 AMCR | 0.17% | 5.67% | $0.5 |
 LINE | 0.16% | 5.2% | - |
 NESN.ZU | 0.11% | 3.83% | $3 |
 ULVR.L | 0.1% | 3.38% | $1.47 |
 NTR | 0.1% | 3.01% | $2.14 |
 DSFIR.NV | 0.1% | 4.23% | $2.5 |
 ADM | 0.09% | 3.06% | $1.9 |
 SYY | 0.08% | 2.52% | $2.01 |
 BG | 0.08% | 2.44% | $2.7 |
 BN.PA | 0.08% | 3.18% | $2.1 |
 MKC | 0.08% | 2.79% | $1.62 |
 MOWI.OL | 0.07% | 2.75% | $6.9 |
 CF | 0.07% | 1.9% | $1.8 |
 IFF | 0.07% | 2.08% | $2.42 |
 GIVN.ZU | 0.06% | 2.45% | $68 |
 KR | 0.06% | 2.03% | $1.16 |
 SEE | 0.05% | 1.9% | $0.8 |
 SY1.DE | 0.05% | 1.65% | $1.1 |
 NSIS-B.CO | 0.04% | 1.74% | $6.2 |
 BALL | 0.04% | 1.25% | $0.8 |
 DOV | 0.03% | 0.94% | $2.04 |
 LONN.ZU | 0.02% | 0.76% | $4 |
 PRX.NV | 0.01% | 0.48% | $0.07 |
 JBTM | 0.01% | 0.26% | $0.4 |
Next Dividends
Stock | Type | Date | Pay Per Share |
|---|
Performance Metrics
Score 3.2/10
Beta
0.75
0.75
0
0.8
1.2
0
2
Sharpe Ratio
0.23
0.23
0
0.5
1
1.5
1.5
Sortino Ratio
0.36
0.36
0
1
2
3
3
Jensen's Alpha
-5.27
-5.27
-6
0
2
4.5
4.5
Omega Ratio
0.56
0.56
0
1
1.5
2.5
2.5
Treynor Ratio
0.42
0.42
0
0.75
1.25
2
2
Information Ratio
-0.78
-0.78
-1
0.3
0.6
1
1
Calmar Ratio
0.2
0.2
0
0.3
0.6
1
1
Beta
0.75
0.75
0
0.8
1.2
0
2
Sharpe Ratio
0.23
0.23
0
0.5
1
1.5
1.5
Sortino Ratio
0.36
0.36
0
1
2
3
3
Jensen's Alpha
-5.27
-5.27
-6
0
2
4.5
4.5
Omega Ratio
0.56
0.56
0
1
1.5
2.5
2.5
Treynor Ratio
0.42
0.42
0
0.75
1.25
2
2
Information Ratio
-0.78
-0.78
-1
0.3
0.6
1
1
Calmar Ratio
0.2
0.2
0
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
23.28
High:
CELH
192.93CELHLow:JBTM
-154.33JBTMDetails
PEG Ratio
1,337.76
High:MKC
21,917.81MKCLow:LINE
-108.93LINEDetails
Price/Book
3.4
High:SYY
18.38SYYLow:DSFIR.NV
0.79DSFIR.NVDetails
Price/Sales
1.46
High:PRX.NV
15.13PRX.NVLow:KR
0.3KRDetails
Price/CF
13.66
High:
GRAB
95.66GRABLow:CF
4.39CFDetails
Price/FCF
35.06
High:LONN.ZU
1,437.6LONN.ZULow:CF
8.18CFDetails
P/E Ratio
23.28
High:CELH
192.93CELHLow:JBTM
-154.33JBTMDetails
PEG Ratio
1,337.76
High:MKC
21,917.81MKCLow:LINE
-108.93LINEDetails
Price/Book
3.4
High:SYY
18.38SYYLow:DSFIR.NV
0.79DSFIR.NVDetails
Price/Sales
1.46
High:PRX.NV
15.13PRX.NVLow:KR
0.3KRDetails
Price/CF
13.66
High:GRAB
95.66GRABLow:CF
4.39CFDetails
Price/FCF
35.06
High:LONN.ZU
1,437.6LONN.ZULow:CF
8.18CFDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-26.46% | Jun 2021 | - | 58 |
-14.54% | Jan 2020 | May 2020 | 4 |
-5.96% | Oct 2020 | Nov 2020 | 1 |