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+4.53%
This Month
+1.52%
Year To Date
+24.83%
2 Years
+61.4%
5 Years
+61.4%
10 Years
+18.41%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💰 Finance89.12%
- 🏥 Health Services9.41%
- 💵 Cash1.87%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE71.38%
- 🇭🇰 Hong Kong Exchanges13.53%
- 🇺🇸 Nasdaq10.59%
- 🇫🇷 Euronext Paris3.02%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States61.35%
- 🇧🇲 Bermuda12.19%
- 🇨🇳 China11%
- 🇨🇭 Switzerland3.12%
- 🇫🇷 France3.02%
- 🇮🇪 Ireland2.86%
- 🇭🇰 Hong Kong2.53%
- 🇬🇧 United Kingdom2.45%
Dividends
Dividend Yield
1.99%
32 out of 35 instruments pay dividend.
1 dividend payments in the next 30 days.
Highest Dividend: $PGR (6.7%)
Dividend Yield Breakdown
Instrument | Portfolio Yield | Company Yield | Per Share |
|---|---|---|---|
 PGR | 0.17% | 6.7% | $1.15 |
 CS.PA | 0.16% | 5.18% | $1.98 |
 01336.HK | 0.14% | 6.27% | $0.85 |
 2318.HK | 0.13% | 5.62% | $2.63 |
 2601.HK | 0.1% | 4.67% | $1.12 |
 2628.HK | 0.1% | 3.67% | $0.47 |
 CRBG | 0.09% | 3.06% | $0.92 |
 MET.US | 0.08% | 2.47% | $2.11 |
 UNH | 0.07% | 2.06% | $7.74 |
 UNM | 0.07% | 2.12% | $1.46 |
 EG | 0.07% | 2.11% | $7.25 |
 1299.HK | 0.06% | 2.56% | $1.61 |
 EQH | 0.06% | 2.25% | $0.9 |
 CI | 0.06% | 2.19% | $5.26 |
 AIG | 0.06% | 2.32% | $1.48 |
 ALL | 0.06% | 1.71% | $3.62 |
 ELV | 0.06% | 1.86% | $6.22 |
 MRSH | 0.05% | 2.03% | $2.84 |
 HIG | 0.05% | 1.66% | $1.84 |
 AXS.US | 0.04% | 1.54% | $1.76 |
 TRV | 0.04% | 1.25% | $4.05 |
 AIZ | 0.04% | 1.24% | $2.86 |
 CB | 0.04% | 1.12% | $3.49 |
 WTW | 0.03% | 1.28% | $3.44 |
 AJG | 0.03% | 1.07% | $2.3 |
 RYAN | 0.03% | 1.2% | $0.34 |
 AON | 0.02% | 0.83% | $2.52 |
 GL | 0.02% | 0.65% | $0.93 |
 BRO | 0.02% | 0.93% | $0.51 |
 RNR | 0.02% | 0.51% | $1.54 |
 WRB.US | 0.01% | 0.52% | $0.45 |
 KNSL | 0.01% | 0.25% | $0.58 |
Performance Metrics
Score 6.4/10
Beta
0.44
0.44
0
0.8
1.2
0
2
Sharpe Ratio
0.75
0.75
0
0.5
1
1.5
1.5
Sortino Ratio
1.12
1.12
0
1
2
3
3
Jensen's Alpha
2.34
2.34
-2
0
2
4.5
4.5
Omega Ratio
0.7
0.7
0
1
1.5
2.5
2.5
Treynor Ratio
1.78
1.78
0
0.75
1.25
2
2
Information Ratio
-0.51
-0.51
-1
0.3
0.6
1
1
Calmar Ratio
1.44
1.44
0
0.3
0.6
2
2
Beta
0.44
0.44
0
0.8
1.2
0
2
Sharpe Ratio
0.75
0.75
0
0.5
1
1.5
1.5
Sortino Ratio
1.12
1.12
0
1
2
3
3
Jensen's Alpha
2.34
2.34
-2
0
2
4.5
4.5
Omega Ratio
0.7
0.7
0
1
1.5
2.5
2.5
Treynor Ratio
1.78
1.78
0
0.75
1.25
2
2
Information Ratio
-0.51
-0.51
-1
0.3
0.6
1
1
Calmar Ratio
1.44
1.44
0
0.3
0.6
2
2
Portfolio Valuation
Based on current positions
P/E Ratio
12.42
High:RYAN
54.91RYANLow:EQH
-16.51EQHDetails
PEG Ratio
33.44
High:WRB.US
167.67WRB.USLow:WTW
0.35WTWDetails
Price/Book
2.14
High:RYAN
8.19RYANLow:EQH
-16.64EQHDetails
Price/Sales
1.01
High:AJG
4.44AJGLow:CI
0.28CIDetails
Price/CF
4.8
High:AXS.US
44.99AXS.USLow:01336.HK
0.8801336.HKDetails
Price/FCF
5.82
High:AXS.US
8,831.13AXS.USLow:01336.HK
0.9601336.HKDetails
P/E Ratio
12.42
High:RYAN
54.91RYANLow:EQH
-16.51EQHDetails
PEG Ratio
33.44
High:WRB.US
167.67WRB.USLow:WTW
0.35WTWDetails
Price/Book
2.14
High:RYAN
8.19RYANLow:EQH
-16.64EQHDetails
Price/Sales
1.01
High:AJG
4.44AJGLow:CI
0.28CIDetails
Price/CF
4.8
High:AXS.US
44.99AXS.USLow:01336.HK
0.8801336.HKDetails
Price/FCF
5.82
High:AXS.US
8,831.13AXS.USLow:01336.HK
0.9601336.HKDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-9.66% | Jan 2026 | Jul 2026 | 6 |
-6.04% | May 2023 | Jul 2023 | 2 |
-5.7% | Dec 2024 | Feb 2025 | 2 |
-3.98% | Apr 2025 | Jun 2025 | 2 |
-3.88% | Sep 2025 | Dec 2025 | 3 |
-3.26% | Apr 2024 | May 2024 | 1 |
-2.6% | Jun 2024 | Jul 2024 | 1 |
-1.97% | Oct 2024 | Nov 2024 | 1 |
-1.82% | Aug 2023 | Sep 2023 | 1 |
-1.74% | Jul 2025 | Aug 2025 | 1 |
-0.57% | Dec 2023 | Jan 2024 | 1 |