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-2.77%
This Month
-4.1%
Year To Date
-17.72%
2 Years
-15.12%
5 Years
+18.36%
10 Years
+2%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 🖥️ Technology Services18.39%
- 💵 Cash16.7%
- 💻 Electronic Technology16.6%
- 🧬 Health Technology12%
- 📦 Distribution Services10.66%
- 💼 Commercial Services5.67%
- 🛠️ Producer Manufacturing4.8%
- 🚚 Transportation4.55%
- 💰 Finance4.33%
- 💇♀️ Consumer Services3.5%
- 📡 Communications1.71%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE41.28%
- 🇺🇸 Nasdaq40.92%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States80.5%
- 🇷🇺 Russia1.71%
Dividends
Dividend Yield
1.01%
17 out of 21 instruments pay dividend.
0 dividend payments in the next 30 days.
Highest Dividend: $UPS (5.95%)
Dividend Yield Breakdown
Instrument | Portfolio Yield | Company Yield | Per Share |
|---|---|---|---|
 UPS | 0.27% | 5.95% | $6.5 |
 TXN | 0.12% | 2.77% | $5.14 |
 QCOM | 0.1% | 2.58% | $3.25 |
 MBT | 0.08% | 4.44% | - |
 AMP.US | 0.06% | 1.37% | $5.53 |
 CAH | 0.06% | 0.92% | $2.01 |
 ORCL | 0.05% | 1.31% | $1.6 |
 ROP | 0.04% | 0.97% | $2.93 |
 INTU | 0.04% | 1.06% | $3.6 |
 A.US | 0.03% | 0.83% | $0.93 |
 MCO | 0.03% | 0.82% | $3.24 |
 BKNG | 0.03% | 0.93% | $17.5 |
 DHR | 0.03% | 0.67% | $1.05 |
 COR | 0.03% | 0.63% | $2.02 |
 AMAT | 0.02% | 0.51% | $1.44 |
 TMO | 0.01% | 0.35% | $1.48 |
 TER | 0.01% | 0.16% | $0.46 |
Next Dividends
Stock | Type | Date | Pay Per Share |
|---|
Performance Metrics
Score 2.8/10
Beta
0.97
0.97
0
0.8
1.2
0
2
Sharpe Ratio
0.12
0.12
0
0.5
1
1.5
1.5
Sortino Ratio
0.18
0.18
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
0.26
0.26
0
0.75
1.25
2
2
Information Ratio
-0.39
-0.39
-1
0.3
0.6
1
1
Calmar Ratio
0.04
0.04
0
0.3
0.6
1
1
Beta
0.97
0.97
0
0.8
1.2
0
2
Sharpe Ratio
0.12
0.12
0
0.5
1
1.5
1.5
Sortino Ratio
0.18
0.18
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
0.26
0.26
0
0.75
1.25
2
2
Information Ratio
-0.39
-0.39
-1
0.3
0.6
1
1
Calmar Ratio
0.04
0.04
0
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
28.98
High:
ON
187.33ONLow:MBT
6.8MBTDetails
PEG Ratio
560.22
High:TER
2,779.26TERLow:
ADBE
47.75ADBEDetails
Price/Book
7.96
High:COR
37.53CORLow:BKNG
-24.32BKNGDetails
Price/Sales
2
High:TER
15.09TERLow:CAH
0.22CAHDetails
Price/CF
18.49
High:TER
45.25TERLow:MBT
2.5MBTDetails
Price/FCF
33.2
High:TXN
4,155.74TXNLow:AMP.US
6AMP.USDetails
P/E Ratio
28.98
High:ON
187.33ONLow:MBT
6.8MBTDetails
PEG Ratio
560.22
High:TER
2,779.26TERLow:ADBE
47.75ADBEDetails
Price/Book
7.96
High:COR
37.53CORLow:BKNG
-24.32BKNGDetails
Price/Sales
2
High:TER
15.09TERLow:CAH
0.22CAHDetails
Price/CF
18.49
High:TER
45.25TERLow:MBT
2.5MBTDetails
Price/FCF
33.2
High:TXN
4,155.74TXNLow:AMP.US
6AMP.USDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-53.37% | Nov 2021 | - | 53 |
-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 |