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+1.68%
This Month
+2.62%
Year To Date
+28.86%
2 Years
-6.07%
5 Years
+45%
10 Years
+6.58%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 🖥️ Technology Services16.88%
- 💰 Finance15.77%
- 🍞 Consumer Non Durables8.03%
- 🚗 Consumer Durables7.2%
- 🧬 Health Technology5.76%
- 💇♀️ Consumer Services5.75%
- 💵 Cash5.05%
- 🪨 Non Energy Minerals4.96%
- 🏥 Health Services4.46%
- 🚚 Transportation4.42%
- 💻 Electronic Technology4.36%
- ⚡ Utilities3.28%
- 🛍️ Retail Trade3.07%
- 🧪 Process Industries3.06%
- 💼 Commercial Services2.59%
- 🛠️ Producer Manufacturing2.52%
- 🏭 Industrial Services1.43%
- ❓ Other0.88%
- 📦 Distribution Services0.55%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE43.1%
- 🇺🇸 Nasdaq25.45%
- 🇬🇧 LSE7.2%
- 🇩🇪 FRA6.01%
- 🇫🇷 Euronext Paris5%
- 🇩🇰 Copenhagen Stock Exchange2.37%
- 🇨🇭 SIX1.46%
- 🇸🇪 Stockholm Stock Exchange1.15%
- 🇧🇪 Euronext Brussels1.08%
- 🇮🇹 Borsa Italiana0.65%
- 🇪🇸 Bolsa De Madrid0.55%
- 🇳🇱 Euronext Amsterdam0.54%
- 🇫🇮 Helsinki Stock Exchange0.4%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States57.41%
- 🇩🇪 Germany6.01%
- 🇬🇧 United Kingdom4.64%
- 🇫🇷 France4.45%
- 🇮🇪 Ireland3.2%
- 🇩🇰 Denmark2.37%
- 🇦🇹 Austria2.11%
- 🇨🇭 Switzerland1.91%
- 🇧🇷 Brazil1.85%
- 🇸🇪 Sweden1.15%
- 🇮🇱 Israel1.11%
- 🇧🇪 Belgium1.08%
- 🇮🇳 India0.96%
- 🇺🇾 Uruguay0.93%
- 🇯🇵 Japan0.87%
- 🇮🇹 Italy0.65%
- 🇳🇱 Netherlands0.55%
- 🇪🇸 Spain0.55%
- 🇱🇺 Luxembourg0.54%
- 🇸🇬 Singapore0.49%
- 🇨🇳 China0.48%
- 🇫🇮 Finland0.4%
- 🇨🇦 Canada0.39%
Dividends
Dividend Yield
1.97%
93 out of 134 instruments pay dividend.
3 dividend payments in the next 30 days.
Highest Dividend: $ZIM (8.21%)
Dividend Yield Breakdown
Instrument | Portfolio Yield | Company Yield | Per Share |
|---|---|---|---|
 RHIM.L | 0.12% | 5.63% | $1.54 |
 ACN | 0.09% | 3.94% | $4.99 |
 VOW3.DE | 0.09% | 7.14% | $9.06 |
 VALE | 0.08% | 6.18% | $1.33 |
 AES | 0.08% | 4.75% | $0.68 |
 PGHN.ZU | 0.06% | 6.63% | $39 |
 COLD | 0.05% | 6.28% | $0.88 |
 ZIM | 0.05% | 8.21% | $0.23 |
 UNH | 0.05% | 2.09% | $7.74 |
 MC.PA | 0.05% | 2.76% | $13 |
 UPS | 0.04% | 6.22% | $6.5 |
 MCD | 0.04% | 2.69% | $6.53 |
 ARE | 0.04% | 6.48% | $5.02 |
 MUV2.DE | 0.04% | 4.57% | $15 |
 PSN.L | 0.04% | 5.45% | $0.6 |
 WY | 0.04% | 3.43% | $0.78 |
 MBG.DE | 0.04% | 7.53% | $5.3 |
 NOVO-B.CO | 0.04% | 3.49% | $9.4 |
 MSFT | 0.04% | 0.92% | $3 |
 CTEC.L | 0.04% | 2.36% | $0.05 |
 HASI | 0.04% | 4.38% | $1.62 |
 SAP.DE | 0.03% | 1.57% | $2.2 |
 CS.PA | 0.03% | 5.09% | $1.98 |
 BMW.DE | 0.03% | 7.42% | $6 |
 NKE | 0.03% | 3.78% | $1.45 |
 UPM.HE | 0.03% | 6.47% | $1.5 |
 UU.L | 0.03% | 3.89% | $0.5 |
 WTB.L | 0.03% | 3.86% | $0.97 |
 TM | 0.02% | 2.88% | $4.64 |
 DG.PA | 0.02% | 4.21% | $4.5 |
 UMI.BR | 0.02% | 1.74% | $0.56 |
 PLD | 0.02% | 2.81% | $3.66 |
 PII | 0.02% | 3.74% | $2.62 |
 EKTAB.ST | 0.02% | 4.92% | $2.4 |
 SGRO.L | 0.02% | 3.13% | $0.28 |
 CMCSA | 0.02% | 5.46% | $1.2 |
 PEP | 0.02% | 4.03% | $5.15 |
 ZTS | 0.02% | 2.67% | $1.67 |
 FDX | 0.02% | 1.79% | $5.16 |
 POOL | 0.01% | 2.67% | $4.5 |
 EXPN.L | 0.01% | 1.74% | $0.46 |
 DLG.MI | 0.01% | 2.16% | $0.67 |
 GPK | 0.01% | 3.78% | $0.4 |
 APD | 0.01% | 2.44% | $7.04 |
 LEVI | 0.01% | 2.3% | $0.48 |
 THULE.ST | 0.01% | 3.71% | - |
 BLK | 0.01% | 2% | $20.2 |
 KO | 0.01% | 2.37% | $1.89 |
 HUSQB.ST | 0.01% | 2.54% | $3 |
 HAS | 0.01% | 2.93% | $2.8 |
 EQIX | 0.01% | 1.88% | $16.19 |
 MA | 0.01% | 0.6% | $2.46 |
 SU.PA | 0.01% | 1.6% | $3.5 |
 STZ | 0.01% | 3.08% | $3.68 |
 DIS | 0.01% | 1.51% | $0.75 |
 V | 0.01% | 0.7% | $2.01 |
 EQR | 0.01% | 4.07% | $2.66 |
 CRM | 0.01% | 0.94% | $0.4 |
 SBAC | 0.01% | 2.64% | $3.66 |
 HRB | 0.01% | 3.75% | $1.28 |
 DPZ | 0.01% | 2.11% | $5.44 |
 NESN.ZU | 0.01% | 3.76% | $3 |
 CHE | 0.01% | 0.47% | $1.6 |
 IFF | 0.01% | 2.03% | $2.42 |
 AIR.PA | 0.01% | 1.51% | $1.8 |
 DB1.DE | 0.01% | 1.58% | $3.8 |
 LISP.ZU | 0.01% | 1.91% | $140 |
 DD | 0.01% | 1.71% | $1.48 |
 TTEK | 0.01% | 0.8% | $1.07 |
 BAC | 0.01% | 1.8% | $0.96 |
 DLR | 0.01% | 2.5% | $4.88 |
 LMT | 0.01% | 2.36% | $12.45 |
 IBN | 0.01% | 0.7% | $0.17 |
 PNR | 0.01% | 1.63% | $0.91 |
 LVS | 0.01% | 2.29% | $0.8 |
 MAERSKB.CO | 0.01% | 2.81% | $515 |
 BABA | 0% | 0.89% | $0.98 |
 NOC | 0% | 1.71% | $7.67 |
 GRF.MC | 0% | 1.88% | - |
 MCO | 0% | 0.81% | $3.24 |
 DSY.PA | 0% | 1.29% | $0.23 |
 VMC | 0% | 0.71% | $1.78 |
 ALB | 0% | 1.44% | $1.6 |
 DSV.CO | 0% | 0.5% | $7 |
 GFF | 0% | 0.91% | $0.57 |
 LLY | 0% | 0.55% | $4.86 |
 SPGI | 0% | 0.92% | $3.62 |
 TMO | 0% | 0.32% | $1.48 |
 NVDA | 0% | 0.14% | $0.02 |
 VST | 0% | 0.61% | $0.85 |
 ORA.US | 0% | 0.49% | $0.48 |
 BAYN.DE | 0% | 0.23% | $0.11 |
 MU | 0% | 0.07% | $0.46 |
Performance Metrics
Score 3.1/10
Beta
1.02
1.02
0
0.8
1.2
0
2
Sharpe Ratio
0.25
0.25
0
0.5
1
1.5
1.5
Sortino Ratio
0.4
0.4
0
1
2
3
3
Jensen's Alpha
-10.29
-10.29
-11
0
2
4.5
4.5
Omega Ratio
0.56
0.56
0
1
1.5
2.5
2.5
Treynor Ratio
0.44
0.44
0
0.75
1.25
2
2
Information Ratio
-0.72
-0.72
-1
0.3
0.6
1
1
Calmar Ratio
0.14
0.14
0
0.3
0.6
1
1
Beta
1.02
1.02
0
0.8
1.2
0
2
Sharpe Ratio
0.25
0.25
0
0.5
1
1.5
1.5
Sortino Ratio
0.4
0.4
0
1
2
3
3
Jensen's Alpha
-10.29
-10.29
-11
0
2
4.5
4.5
Omega Ratio
0.56
0.56
0
1
1.5
2.5
2.5
Treynor Ratio
0.44
0.44
0
0.75
1.25
2
2
Information Ratio
-0.72
-0.72
-1
0.3
0.6
1
1
Calmar Ratio
0.14
0.14
0
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
24.35
High:
CSGP
470.81CSGPLow:DD
-664.76DDDetails
PEG Ratio
227.66
High:IBN
4,899.91IBNLow:DD
-1,047.52DDDetails
Price/Book
5.93
High:MA
69.54MALow:HRB
-205.91HRBDetails
Price/Sales
4.47
High:
MSTR
64.43MSTRLow:
NBEVQ
0NBEVQDetails
Price/CF
17.49
High:MSTR
7,511.07MSTRLow:AES
2.03AESDetails
Price/FCF
41.86
High:
AXON
1,795.64AXONLow:CS.PA
5.27CS.PADetails
P/E Ratio
24.35
High:CSGP
470.81CSGPLow:DD
-664.76DDDetails
PEG Ratio
227.66
High:IBN
4,899.91IBNLow:DD
-1,047.52DDDetails
Price/Book
5.93
High:MA
69.54MALow:HRB
-205.91HRBDetails
Price/Sales
4.47
High:MSTR
64.43MSTRLow:NBEVQ
0NBEVQDetails
Price/CF
17.49
High:MSTR
7,511.07MSTRLow:AES
2.03AESDetails
Price/FCF
41.86
High:AXON
1,795.64AXONLow:CS.PA
5.27CS.PADetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-43.53% | Jul 2021 | - | 61 |
-7.13% | Jun 2020 | Nov 2020 | 5 |