Loading...
-3.95%
This Month
+0.51%
Year To Date
-1.11%
2 Years
+4.78%
5 Years
-62.71%
10 Years
-16.42%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 📊 ETFs33.48%
- 🚗 Consumer Durables29.58%
- 🧩 Miscellaneous19.37%
- 🍞 Consumer Non Durables11.06%
- 🚚 Transportation5.16%
- 💵 Cash0.81%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 Nasdaq52.86%
- 🇺🇸 NYSE45.8%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States65.17%
Dividends
Dividend Yield
5.14%
4 out of 6 instruments pay dividend.
0 dividend payments in the next 30 days.
Highest Dividend: $PSEC (19.49%)
Next Dividends
Stock | Type | Date | Pay Per Share |
|---|
Performance Metrics
Score 2.6/10
Beta
0.35
0.35
0
0.8
1.2
0
2
Sharpe Ratio
-0.4
-0.4
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.42
-0.42
-1
1
2
3
3
Jensen's Alpha
-15.2
-15.2
-16
0
2
4.5
4.5
Omega Ratio
0.31
0.31
0
1
1.5
2.5
2.5
Treynor Ratio
-2.8
-2.8
-3
0.75
1.25
2
2
Information Ratio
-0.82
-0.82
-1
0.3
0.6
1
1
Calmar Ratio
-0.22
-0.22
-1
0.3
0.6
1
1
Beta
0.35
0.35
0
0.8
1.2
0
2
Sharpe Ratio
-0.4
-0.4
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.42
-0.42
-1
1
2
3
3
Jensen's Alpha
-15.2
-15.2
-16
0
2
4.5
4.5
Omega Ratio
0.31
0.31
0
1
1.5
2.5
2.5
Treynor Ratio
-2.8
-2.8
-3
0.75
1.25
2
2
Information Ratio
-0.82
-0.82
-1
0.3
0.6
1
1
Calmar Ratio
-0.22
-0.22
-1
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
21.17
High:
HRL
27.5HRLLow:
PSEC
-3.38PSECDetails
PEG Ratio
4.58
High:
LEG
4.58LEGLow:LEG
4.58LEGDetails
Price/Book
2.71
High:
UPS
5.78UPSLow:PSEC
0.45PSECDetails
Price/Sales
0.99
High:PSEC
8.37PSECLow:LEG
0.39LEGDetails
Price/CF
9.68
High:HRL
15.3HRLLow:LEG
4.57LEGDetails
Price/FCF
59.4
High:HRL
228.42HRLLow:LEG
6.08LEGDetails
P/E Ratio
21.17
High:HRL
27.5HRLLow:PSEC
-3.38PSECDetails
PEG Ratio
4.58
High:LEG
4.58LEGLow:LEG
4.58LEGDetails
Price/Book
2.71
High:UPS
5.78UPSLow:PSEC
0.45PSECDetails
Price/Sales
0.99
High:PSEC
8.37PSECLow:LEG
0.39LEGDetails
Price/CF
9.68
High:HRL
15.3HRLLow:LEG
4.57LEGDetails
Price/FCF
59.4
High:HRL
228.42HRLLow:LEG
6.08LEGDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-20.76% | Sep 2021 | - | 55 |
-1.37% | Mar 2021 | May 2021 | 2 |
-0.17% | Jul 2021 | Aug 2021 | 1 |