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+0.57%
This Month
-10.3%
Year To Date
-12.05%
2 Years
-77.55%
5 Years
-77.55%
10 Years
-40.08%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💵 Cash45.85%
- 🍞 Consumer Non Durables15.18%
- 💼 Commercial Services10.36%
- 📊 ETFs9.59%
- 💇♀️ Consumer Services7.56%
- 🖥️ Technology Services6.17%
- 💰 Finance5.73%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE39.8%
- 🇺🇸 Nasdaq14.79%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States44.99%
Dividends
Dividend Yield
0.96%
8 out of 9 instruments pay dividend.
0 dividend payments in the next 30 days.
Highest Dividend: $PEP (4.16%)
Next Dividends
Stock | Type | Date | Pay Per Share |
|---|
Performance Metrics
Score 3.4/10
Beta
-0.41
-0.41
-1
0.8
1.2
-1
2
Sharpe Ratio
-0.91
-0.91
-1
0.5
1
1.5
1.5
Sortino Ratio
-1.1
-1.1
-2
1
2
3
3
Jensen's Alpha
-30.13
-30.13
-31
0
2
4.5
4.5
Omega Ratio
0.37
0.37
0
1
1.5
2.5
2.5
Treynor Ratio
8.42
8.42
0
0.75
1.25
9
9
Information Ratio
-1.17
-1.17
-2
0.3
0.6
1
1
Calmar Ratio
-0.48
-0.48
-1
0.3
0.6
1
1
Beta
-0.41
-0.41
-1
0.8
1.2
-1
2
Sharpe Ratio
-0.91
-0.91
-1
0.5
1
1.5
1.5
Sortino Ratio
-1.1
-1.1
-2
1
2
3
3
Jensen's Alpha
-30.13
-30.13
-31
0
2
4.5
4.5
Omega Ratio
0.37
0.37
0
1
1.5
2.5
2.5
Treynor Ratio
8.42
8.42
0
0.75
1.25
9
9
Information Ratio
-1.17
-1.17
-2
0.3
0.6
1
1
Calmar Ratio
-0.48
-0.48
-1
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
23.18
High:
MCO
34.94MCOLow:
PEP
18.02PEPDetails
PEG Ratio
172.08
High:
MCD
325.39MCDLow:PEP
46.29PEPDetails
Price/Book
7.61
High:MCO
28.43MCOLow:MCD
-151.69MCDDetails
Price/Sales
6.9
High:
V
15.54VLow:PEP
1.94PEPDetails
Price/CF
17.35
High:
BLK
38.12BLKLow:PEP
14.68PEPDetails
Price/FCF
58.67
High:BLK
570.8BLKLow:
SPGI
28.81SPGIDetails
P/E Ratio
23.18
High:MCO
34.94MCOLow:PEP
18.02PEPDetails
PEG Ratio
172.08
High:MCD
325.39MCDLow:PEP
46.29PEPDetails
Price/Book
7.61
High:MCO
28.43MCOLow:MCD
-151.69MCDDetails
Price/Sales
6.9
High:V
15.54VLow:PEP
1.94PEPDetails
Price/CF
17.35
High:BLK
38.12BLKLow:PEP
14.68PEPDetails
Price/FCF
58.67
High:BLK
570.8BLKLow:SPGI
28.81SPGIDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-78.29% | Aug 2023 | - | 37 |