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+2.67%
This Month
+4%
Year To Date
+25.93%
2 Years
+153.89%
5 Years
-4.06%
10 Years
-0.54%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 🖥️ Technology Services32.18%
- 💰 Finance22.45%
- 💼 Commercial Services10.68%
- 🛍️ Retail Trade7.78%
- 📊 ETFs5.99%
- 🛠️ Producer Manufacturing4.05%
- 💻 Electronic Technology3.83%
- 🚗 Consumer Durables3.41%
- 💵 Cash3.04%
- 💇♀️ Consumer Services2.99%
- 🏭 Industrial Services1.75%
- 🏥 Health Services1.52%
- 🍞 Consumer Non Durables0.8%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 Nasdaq53.53%
- 🇺🇸 NYSE43.92%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States89.16%
- 🇮🇪 Ireland2.3%
Dividends
Dividend Yield
1.12%
22 out of 23 instruments pay dividend.
1 dividend payments in the next 30 days.
Highest Dividend: $O (5.12%)
Dividend Yield Breakdown
Instrument | Portfolio Yield | Company Yield | Per Share |
|---|---|---|---|
 ADP | 0.15% | 2.74% | $5.45 |
 ACN | 0.11% | 4.82% | $4.99 |
 V | 0.08% | 0.75% | $2.01 |
 SNA | 0.08% | 2.35% | $7.2 |
 O | 0.07% | 5.12% | $3.09 |
 MSFT | 0.06% | 0.95% | $3 |
 MCO | 0.05% | 0.81% | $3.24 |
 NDSN | 0.05% | 1.14% | $2.72 |
 TXRH | 0.05% | 1.51% | $2.32 |
 COST | 0.04% | 0.6% | $19.22 |
 CTAS | 0.04% | 1% | $5.4 |
 GOOG | 0.04% | 0.24% | $0.2 |
 OZK | 0.04% | 3.67% | $1.5 |
 OTIS | 0.04% | 2.33% | $1.41 |
 AXP | 0.03% | 1.01% | $2.6 |
 UNH | 0.03% | 2.11% | $7.74 |
 NKE | 0.03% | 3.67% | $1.45 |
 SCHW | 0.03% | 1.14% | $1 |
 AMP.US | 0.03% | 1.28% | $5.53 |
 AFG | 0.03% | 2.49% | $2.76 |
 AVGO | 0.02% | 0.64% | $19.7 |
 LOW | 0.01% | 2.29% | $4.45 |
Performance Metrics
Score 2.9/10
Beta
0.62
0.62
0
0.8
1.2
0
2
Sharpe Ratio
0.09
0.09
0
0.5
1
1.5
1.5
Sortino Ratio
0.12
0.12
0
1
2
3
3
Jensen's Alpha
-4.76
-4.76
-5
0
2
4.5
4.5
Omega Ratio
0.69
0.69
0
1
1.5
2.5
2.5
Treynor Ratio
0.36
0.36
0
0.75
1.25
2
2
Information Ratio
-0.31
-0.31
-1
0.3
0.6
1
1
Calmar Ratio
-0.01
-0.01
-1
0.3
0.6
1
1
Beta
0.62
0.62
0
0.8
1.2
0
2
Sharpe Ratio
0.09
0.09
0
0.5
1
1.5
1.5
Sortino Ratio
0.12
0.12
0
1
2
3
3
Jensen's Alpha
-4.76
-4.76
-5
0
2
4.5
4.5
Omega Ratio
0.69
0.69
0
1
1.5
2.5
2.5
Treynor Ratio
0.36
0.36
0
0.75
1.25
2
2
Information Ratio
-0.31
-0.31
-1
0.3
0.6
1
1
Calmar Ratio
-0.01
-0.01
-1
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
27.65
High:AVGO
66.58AVGOLow:OZK
8.25OZKDetails
PEG Ratio
253.39
High:SNA
1,682.47SNALow:AMP.US
34.86AMP.USDetails
Price/Book
9.1
High:MCO
28.43MCOLow:LOW
-12.81LOWDetails
Price/Sales
8.34
High:AVGO
25.84AVGOLow:UNH
0.86UNHDetails
Price/CF
20.32
High:AVGO
61.1AVGOLow:AMP.US
5.59AMP.USDetails
Price/FCF
58.52
High:NKE
947.69NKELow:AMP.US
6.21AMP.USDetails
P/E Ratio
27.65
High:AVGO
66.58AVGOLow:OZK
8.25OZKDetails
PEG Ratio
253.39
High:SNA
1,682.47SNALow:AMP.US
34.86AMP.USDetails
Price/Book
9.1
High:MCO
28.43MCOLow:LOW
-12.81LOWDetails
Price/Sales
8.34
High:AVGO
25.84AVGOLow:UNH
0.86UNHDetails
Price/CF
20.32
High:AVGO
61.1AVGOLow:AMP.US
5.59AMP.USDetails
Price/FCF
58.52
High:NKE
947.69NKELow:AMP.US
6.21AMP.USDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-72.52% | Feb 2019 | - | 90 |