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-0.6%
This Month
-0.47%
Year To Date
+14.15%
2 Years
-2.65%
5 Years
+22.24%
10 Years
+2.46%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 🖥️ Technology Services20.29%
- 💵 Cash15.47%
- 📦 Distribution Services13.34%
- 💻 Electronic Technology13.31%
- 🧬 Health Technology9.27%
- 💇♀️ Consumer Services8.52%
- 💼 Commercial Services5.48%
- 🍞 Consumer Non Durables4.29%
- 🏥 Health Services4.03%
- 🛍️ Retail Trade4%
- 📡 Communications1.66%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 Nasdaq43.72%
- 🇺🇸 NYSE40.48%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States82.54%
- 🇷🇺 Russia1.66%
Dividends
Dividend Yield
0.92%
15 out of 21 instruments pay dividend.
0 dividend payments in the next 30 days.
Highest Dividend: $MBT (4.44%)
Dividend Yield Breakdown
Instrument | Portfolio Yield | Company Yield | Per Share |
|---|---|---|---|
 ABBV | 0.15% | 2.92% | $6.06 |
 CVS | 0.14% | 3.48% | $2.54 |
 UNH | 0.11% | 2.62% | $7.74 |
 NKE | 0.11% | 2.46% | $1.45 |
 QCOM | 0.09% | 2.03% | $3.25 |
 MBT | 0.07% | 4.44% | - |
 CAH | 0.06% | 1.03% | $2.01 |
 SYK | 0.04% | 0.92% | $3.15 |
 BKNG | 0.03% | 0.77% | $17.5 |
 INTU | 0.03% | 0.68% | $3.6 |
 KLAC | 0.03% | 0.61% | $5.65 |
 EXPE | 0.03% | 0.62% | - |
 COR | 0.03% | 0.67% | $2.02 |
 MCK | 0.02% | 0.38% | $2.48 |
 TER | 0.01% | 0.24% | $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
-7.45
-7.45
-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
-7.45
-7.45
-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 weighted open stock positions
P/E Ratio
36.94
High:
CVS
200.55CVSLow:
MBT
6.8MBTDetails
PEG Ratio
754.94
High:
CDNS
5,476.28CDNSLow:
XYZ
7.03XYZDetails
Price/Book
8.53
High:
COR
43.42CORLow:
ABBV
-152.99ABBVDetails
Price/Sales
1.19
High:CDNS
17.72CDNSLow:
CAH
0.2CAHDetails
Price/CF
18.1
High:CDNS
59.49CDNSLow:MBT
2.5MBTDetails
Price/FCF
29.3
High:
NKE
169.28NKELow:CAH
9.48CAHDetails
P/E Ratio
36.94
High:CVS
200.55CVSLow:MBT
6.8MBTDetails
PEG Ratio
754.94
High:CDNS
5,476.28CDNSLow:XYZ
7.03XYZDetails
Price/Book
8.53
High:COR
43.42CORLow:ABBV
-152.99ABBVDetails
Price/Sales
1.19
High:CDNS
17.72CDNSLow:CAH
0.2CAHDetails
Price/CF
18.1
High:CDNS
59.49CDNSLow:MBT
2.5MBTDetails
Price/FCF
29.3
High:NKE
169.28NKELow:CAH
9.48CAHDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-53.37% | Nov 2021 | - | 50 |
-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 |