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+1.23%
This Month
+1.23%
Year To Date
+20.44%
2 Years
-6.43%
5 Years
+24.94%
10 Years
+2.71%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 🧬 Health Technology29.95%
- 💵 Cash16.34%
- 📦 Distribution Services13.56%
- 💻 Electronic Technology9.61%
- 💼 Commercial Services5.38%
- 🛠️ Producer Manufacturing4.3%
- 🚗 Consumer Durables4.29%
- 🍞 Consumer Non Durables4.08%
- 🏥 Health Services3.99%
- 💇♀️ Consumer Services3.62%
- 🖥️ Technology Services3.13%
- 📡 Communications1.63%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE64.97%
- 🇺🇸 Nasdaq18.57%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States81.91%
- 🇷🇺 Russia1.63%
Dividends
Dividend Yield
1.08%
16 out of 21 instruments pay dividend.
0 dividend payments in the next 30 days.
Highest Dividend: $BMY (4.61%)
Dividend Yield Breakdown
Instrument | Portfolio Yield | Company Yield | Per Share |
|---|---|---|---|
 BMY | 0.19% | 4.61% | $2.34 |
 ABBV | 0.15% | 3.13% | $6.06 |
 MCHP | 0.11% | 2.5% | $1.75 |
 NKE | 0.1% | 2.54% | $1.45 |
 UNH | 0.1% | 2.6% | $7.74 |
 MBT | 0.07% | 4.44% | - |
 LVS | 0.06% | 1.73% | $0.8 |
 ROK | 0.06% | 1.28% | $5 |
 CAH | 0.05% | 0.98% | $2.01 |
 DHI | 0.05% | 1.08% | $1.15 |
 RMD | 0.04% | 0.9% | $1.92 |
 A.US | 0.03% | 0.74% | $0.93 |
 COR | 0.02% | 0.64% | $2.02 |
 MCK | 0.02% | 0.37% | $2.48 |
 TMO | 0.01% | 0.28% | $1.48 |
 TER | 0.01% | 0.22% | $0.46 |
Next Dividends
Stock | Type | Date | Pay Per Share |
|---|
Performance Metrics
Score 2.9/10
Beta
0.97
0.97
0
0.8
1.2
0
2
Sharpe Ratio
0.13
0.13
0
0.5
1
1.5
1.5
Sortino Ratio
0.2
0.2
0
1
2
3
3
Jensen's Alpha
-7.4
-7.4
-8
0
2
4.5
4.5
Omega Ratio
0.73
0.73
0
1
1.5
2.5
2.5
Treynor Ratio
0.29
0.29
0
0.75
1.25
2
2
Information Ratio
-0.38
-0.38
-1
0.3
0.6
1
1
Calmar Ratio
0.05
0.05
0
0.3
0.6
1
1
Beta
0.97
0.97
0
0.8
1.2
0
2
Sharpe Ratio
0.13
0.13
0
0.5
1
1.5
1.5
Sortino Ratio
0.2
0.2
0
1
2
3
3
Jensen's Alpha
-7.4
-7.4
-8
0
2
4.5
4.5
Omega Ratio
0.73
0.73
0
1
1.5
2.5
2.5
Treynor Ratio
0.29
0.29
0
0.75
1.25
2
2
Information Ratio
-0.38
-0.38
-1
0.3
0.6
1
1
Calmar Ratio
0.05
0.05
0
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
32.11
High:ABBV
161.5ABBVLow:MCHP
-162.02MCHPDetails
PEG Ratio
390.35
High:
ADSK
1,901.67ADSKLow:
XYZ
7.08XYZDetails
Price/Book
6.99
High:COR
45.1CORLow:ABBV
-143.18ABBVDetails
Price/Sales
1.06
High:TER
12.47TERLow:COR
0.21CORDetails
Price/CF
15.61
High:MCHP
41.61MCHPLow:MBT
2.5MBTDetails
Price/FCF
26.82
High:NKE
947.69NKELow:BMY
8.93BMYDetails
P/E Ratio
32.11
High:ABBV
161.5ABBVLow:MCHP
-162.02MCHPDetails
PEG Ratio
390.35
High:ADSK
1,901.67ADSKLow:XYZ
7.08XYZDetails
Price/Book
6.99
High:COR
45.1CORLow:ABBV
-143.18ABBVDetails
Price/Sales
1.06
High:TER
12.47TERLow:COR
0.21CORDetails
Price/CF
15.61
High:MCHP
41.61MCHPLow:MBT
2.5MBTDetails
Price/FCF
26.82
High:NKE
947.69NKELow:BMY
8.93BMYDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-53.37% | Nov 2021 | - | 51 |
-43.64% | Jan 2018 | Feb 2021 | 37 |
-7.21% | Sep 2021 | Oct 2021 | 1 |
-5.42% | Sep 2017 | Nov 2017 | 2 |
-1.37% | May 2021 | Jun 2021 | 1 |
-0.6% | Jul 2017 | Aug 2017 | 1 |