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-1.83%
This Month
-11.61%
Year To Date
+15.46%
2 Years
+44.85%
5 Years
+44.85%
10 Years
+11.45%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 🏥 Health Services38.5%
- 💼 Commercial Services24.09%
- 🛍️ Retail Trade13.14%
- 🖥️ Technology Services8.74%
- 🍞 Consumer Non Durables5.29%
- 💵 Cash4.94%
- 💇♀️ Consumer Services3.52%
- ⛏️ Energy Minerals0.6%
- 🧬 Health Technology0.24%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 Nasdaq52.05%
- 🇺🇸 NYSE41.61%
- Regular Trading Hours - RTH0.47%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States74.97%
- 🇮🇪 Ireland16.88%
- 🇨🇳 China2.28%
Dividends
Dividend Yield
1.47%
10 out of 16 instruments pay dividend.
0 dividend payments in the next 30 days.
Highest Dividend: $KHC (6.66%)
Next Dividends
Stock | Type | Date | Pay Per Share |
|---|
Performance Metrics
Score 4.8/10
Beta
0.67
0.67
0
0.8
1.2
0
2
Sharpe Ratio
0.49
0.49
0
0.5
1
1.5
1.5
Sortino Ratio
0.86
0.86
0
1
2
3
3
Jensen's Alpha
-0.74
-0.74
-2
0
2
4.5
4.5
Omega Ratio
0.8
0.8
0
1
1.5
2.5
2.5
Treynor Ratio
1.09
1.09
0
0.75
1.25
2
2
Information Ratio
-0.33
-0.33
-1
0.3
0.6
1
1
Calmar Ratio
0.99
0.99
0
0.3
0.6
1
1
Beta
0.67
0.67
0
0.8
1.2
0
2
Sharpe Ratio
0.49
0.49
0
0.5
1
1.5
1.5
Sortino Ratio
0.86
0.86
0
1
2
3
3
Jensen's Alpha
-0.74
-0.74
-2
0
2
4.5
4.5
Omega Ratio
0.8
0.8
0
1
1.5
2.5
2.5
Treynor Ratio
1.09
1.09
0
0.75
1.25
2
2
Information Ratio
-0.33
-0.33
-1
0.3
0.6
1
1
Calmar Ratio
0.99
0.99
0
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
14.83
High:
STZ
23.85STZLow:
KHC
-4.87KHCDetails
PEG Ratio
46.84
High:
CHTR
161.05CHTRLow:
BMY
10.1BMYDetails
Price/Book
2.35
High:
ADBE
9.7ADBELow:KHC
0.68KHCDetails
Price/Sales
0.69
High:ADBE
4.79ADBELow:
HUM
0.17HUMDetails
Price/CF
12.09
High:HUM
33.47HUMLow:CHTR
1.67CHTRDetails
Price/FCF
21.88
High:
ELV
47.27ELVLow:CHTR
6.09CHTRDetails
P/E Ratio
14.83
High:STZ
23.85STZLow:KHC
-4.87KHCDetails
PEG Ratio
46.84
High:CHTR
161.05CHTRLow:BMY
10.1BMYDetails
Price/Book
2.35
High:ADBE
9.7ADBELow:KHC
0.68KHCDetails
Price/Sales
0.69
High:ADBE
4.79ADBELow:HUM
0.17HUMDetails
Price/CF
12.09
High:HUM
33.47HUMLow:CHTR
1.67CHTRDetails
Price/FCF
21.88
High:ELV
47.27ELVLow:CHTR
6.09CHTRDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-14.07% | Oct 2025 | - | 6 |
-11.47% | Aug 2023 | Dec 2023 | 4 |
-8.52% | Apr 2025 | Aug 2025 | 4 |
-7.82% | Oct 2024 | Jan 2025 | 3 |
-5.29% | Dec 2022 | Jan 2023 | 1 |
-2.56% | Apr 2024 | Jul 2024 | 3 |
-2.21% | May 2023 | Jun 2023 | 1 |
-0.81% | Jan 2024 | Mar 2024 | 2 |
-0.81% | Feb 2023 | Apr 2023 | 2 |