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-0.33%
This Month
+5.14%
Year To Date
+54.91%
2 Years
+8.52%
5 Years
+15.6%
10 Years
+4.19%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 📊 ETFs32.93%
- 💰 Finance12.32%
- 🧬 Health Technology11.08%
- 🍞 Consumer Non Durables10.31%
- ⚡ Utilities5.89%
- 💵 Cash5.68%
- 🪨 Non Energy Minerals4.04%
- 🖥️ Technology Services3.99%
- 🛠️ Producer Manufacturing2.91%
- 🚗 Consumer Durables1.78%
- 🛍️ Retail Trade1.54%
- 📦 Distribution Services1.4%
- 🧪 Process Industries1.31%
- ❓ Other0.9%
- 🪙 Cryptocurrencies0.77%
- 🏥 Health Services0.73%
- 💻 Electronic Technology0.66%
- 💇♀️ Consumer Services0.53%
- 🚚 Transportation0.46%
- 💼 Commercial Services0.43%
- 🏭 Industrial Services0.41%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE50.85%
- 🇺🇸 Nasdaq28.77%
- 🇩🇪 Xetra ETFs6.51%
- 🇬🇧 LSE2.87%
- 🇺🇸 Chicago Board Options Exchange1.95%
- 🇭🇰 Hong Kong Exchanges1.23%
- Regular Trading Hours - RTH0.9%
- 🌍 Digital Currency0.77%
- 🇩🇪 FRA0.55%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States41.66%
- 🇨🇦 Canada5.47%
- 🇧🇲 Bermuda3.42%
- 🇯🇵 Japan2.46%
- 🇨🇭 Switzerland2.1%
- 🇨🇳 China1.65%
- 🇭🇰 Hong Kong1.23%
- 🇮🇪 Ireland0.8%
- 🇳🇱 Netherlands0.66%
- 🇬🇧 United Kingdom0.36%
Dividends
Dividend Yield
1.28%
37 out of 72 instruments pay dividend.
5 dividend payments in the next 30 days.
Highest Dividend: $TWO (15.98%)
Dividend Yield Breakdown
Instrument | Portfolio Yield | Company Yield | Per Share |
|---|---|---|---|
 ARCC | 0.2% | 9.22% | $1.62 |
 BIP | 0.16% | 4.72% | $0.41 |
 CL | 0.09% | 2.64% | $1.96 |
 HSY | 0.09% | 3.06% | $5.12 |
 BAM | 0.07% | 3.31% | $1.41 |
 TWO | 0.06% | 15.98% | $1.8 |
 JNJ | 0.06% | 2.51% | $4.81 |
 IDA | 0.06% | 2.7% | $3.28 |
 ABT | 0.05% | 1.89% | $2.16 |
 CLX | 0.05% | 4.71% | $4.8 |
 MDLZ | 0.04% | 3.42% | $1.7 |
 MUFG | 0.03% | 2.69% | $0.23 |
 SMFG | 0.03% | 2.56% | $0.29 |
 AMGN | 0.03% | 2.78% | $8.76 |
 00175.HK | 0.02% | 1.89% | $0.22 |
 PAAS | 0.02% | 1.05% | $0.4 |
 AES | 0.02% | 5.18% | $0.68 |
 JPM | 0.02% | 1.78% | $4.4 |
 PG | 0.02% | 2.85% | $3.83 |
 AOS | 0.02% | 2.05% | $1.26 |
 690D.DE | 0.02% | 2.99% | - |
 ZTO | 0.01% | 3.05% | - |
 BRO | 0.01% | 0.78% | $0.51 |
 B | 0.01% | 1.3% | $0.4 |
 CB | 0.01% | 1.3% | $3.49 |
 YUM | 0.01% | 1.92% | $2.55 |
 V | 0.01% | 0.74% | $2.01 |
 TT | 0.01% | 0.93% | $3.27 |
 MSFT | 0.01% | 0.73% | $3 |
 FERG.L | 0.01% | 1.33% | $2.49 |
 GPN | 0.01% | 1.26% | $1 |
 NDAQ | 0.01% | 1.19% | $0.9 |
 LIN | 0.01% | 1.47% | $5.33 |
 AMAT | 0% | 0.67% | $1.44 |
 ZBH | 0% | 1.04% | $0.96 |
 ASML | 0% | 0.56% | $5.57 |
 MCK | 0% | 0.38% | $2.48 |
Performance Metrics
Score 2.7/10
Beta
1.21
1.21
0
0.8
1.2
0
2
Sharpe Ratio
0.12
0.12
0
0.5
1
1.5
1.5
Sortino Ratio
0.17
0.17
0
1
2
3
3
Jensen's Alpha
-10.05
-10.05
-11
0
2
4.5
4.5
Omega Ratio
0.72
0.72
0
1
1.5
2.5
2.5
Treynor Ratio
0.23
0.23
0
0.75
1.25
2
2
Information Ratio
-0.38
-0.38
-1
0.3
0.6
1
1
Calmar Ratio
0.02
0.02
0
0.3
0.6
1
1
Beta
1.21
1.21
0
0.8
1.2
0
2
Sharpe Ratio
0.12
0.12
0
0.5
1
1.5
1.5
Sortino Ratio
0.17
0.17
0
1
2
3
3
Jensen's Alpha
-10.05
-10.05
-11
0
2
4.5
4.5
Omega Ratio
0.72
0.72
0
1
1.5
2.5
2.5
Treynor Ratio
0.23
0.23
0
0.75
1.25
2
2
Information Ratio
-0.38
-0.38
-1
0.3
0.6
1
1
Calmar Ratio
0.02
0.02
0
0.3
0.6
1
1
Portfolio Valuation
Based on weighted open stock positions
P/E Ratio
25.79
High:
SRAD
64.55SRADLow:
MP
-83.61MPDetails
PEG Ratio
262.26
High:
AMAT
6,471.57AMATLow:
TWO
-8.12TWODetails
Price/Book
5.66
High:
CL
73.64CLLow:
CLX
-582.14CLXDetails
Price/Sales
4.23
High:
BEAM
49.24BEAMLow:
LAC
-LACDetails
Price/CF
19.7
High:BEAM
274.15BEAMLow:
AES
2.41AESDetails
Price/FCF
60.69
High:
IDA
899.76IDALow:
00175.HK
4.4400175.HKDetails
P/E Ratio
25.79
High:SRAD
64.55SRADLow:MP
-83.61MPDetails
PEG Ratio
262.26
High:AMAT
6,471.57AMATLow:TWO
-8.12TWODetails
Price/Book
5.66
High:CL
73.64CLLow:CLX
-582.14CLXDetails
Price/Sales
4.23
High:BEAM
49.24BEAMLow:LAC
-LACDetails
Price/CF
19.7
High:BEAM
274.15BEAMLow:AES
2.41AESDetails
Price/FCF
60.69
High:IDA
899.76IDALow:00175.HK
4.4400175.HKDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-72.41% | Nov 2021 | - | 50 |
-28.43% | Dec 2015 | Dec 2020 | 60 |
-9.77% | Sep 2021 | Oct 2021 | 1 |
-8.69% | May 2015 | Oct 2015 | 5 |
-6.95% | May 2021 | Aug 2021 | 3 |
-5.6% | Jan 2014 | Mar 2014 | 2 |
-2.12% | Mar 2015 | Apr 2015 | 1 |
-2.02% | Sep 2014 | Nov 2014 | 2 |
-1.37% | Dec 2014 | Feb 2015 | 2 |
-1.22% | May 2014 | Jun 2014 | 1 |