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-6.74%
This Month
-24.51%
Year To Date
-30.36%
2 Years
+70.6%
5 Years
+87.64%
10 Years
+11.93%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💵 Cash65.42%
- 🚗 Consumer Durables20.31%
- 🖥️ Technology Services17.32%
- 📦 Distribution Services0.73%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE21.04%
- 🇺🇸 Nasdaq17.32%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States38.35%
Dividends
Dividend Yield
0.24%
1 out of 3 instruments pay dividend.
0 dividend payments in the next 30 days.
Highest Dividend: $DHI (1.2%)
Dividend Yield Breakdown
Instrument | Portfolio Yield | Company Yield | Per Share |
|---|---|---|---|
 DHI | 0.24% | 1.2% | $1.15 |
Next Dividends
Stock | Type | Date | Pay Per Share |
|---|
Performance Metrics
Score 6.5/10
Beta
0.51
0.51
0
0.8
1.2
0
2
Sharpe Ratio
0.55
0.55
0
0.5
1
1.5
1.5
Sortino Ratio
1.04
1.04
0
1
2
3
3
Jensen's Alpha
9.65
9.65
-2
0
2
10
10
Omega Ratio
1.11
1.11
0
1
1.5
2.5
2.5
Treynor Ratio
2.44
2.44
0
0.75
1.25
3
3
Information Ratio
0.14
0.14
0
0.3
0.6
1
1
Calmar Ratio
0.51
0.51
0
0.3
0.6
1
1
Beta
0.51
0.51
0
0.8
1.2
0
2
Sharpe Ratio
0.55
0.55
0
0.5
1
1.5
1.5
Sortino Ratio
1.04
1.04
0
1
2
3
3
Jensen's Alpha
9.65
9.65
-2
0
2
10
10
Omega Ratio
1.11
1.11
0
1
1.5
2.5
2.5
Treynor Ratio
2.44
2.44
0
0.75
1.25
3
3
Information Ratio
0.14
0.14
0
0.3
0.6
1
1
Calmar Ratio
0.51
0.51
0
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
15.33
High:DHI
13.72DHILow:
FSLY
-28.72FSLYDetails
PEG Ratio
-86.55
High:FSLY
-77.98FSLYLow:
QXO
-289.86QXODetails
Price/Book
1.81
High:FSLY
3.19FSLYLow:QXO
1.27QXODetails
Price/Sales
1.33
High:FSLY
4.69FSLYLow:DHI
1.27DHIDetails
Price/CF
11.46
High:QXO
48.92QXOLow:DHI
10.86DHIDetails
Price/FCF
14.13
High:QXO
175.78QXOLow:DHI
13.24DHIDetails
P/E Ratio
15.33
High:DHI
13.72DHILow:FSLY
-28.72FSLYDetails
PEG Ratio
-86.55
High:FSLY
-77.98FSLYLow:QXO
-289.86QXODetails
Price/Book
1.81
High:FSLY
3.19FSLYLow:QXO
1.27QXODetails
Price/Sales
1.33
High:FSLY
4.69FSLYLow:DHI
1.27DHIDetails
Price/CF
11.46
High:QXO
48.92QXOLow:DHI
10.86DHIDetails
Price/FCF
14.13
High:QXO
175.78QXOLow:DHI
13.24DHIDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-41.05% | Apr 2024 | - | 27 |
-26.59% | Aug 2023 | Feb 2024 | 6 |
-21.61% | Sep 2021 | Feb 2022 | 5 |
-9.22% | Feb 2023 | Jul 2023 | 5 |
-6.44% | Aug 2022 | Nov 2022 | 3 |
-3.29% | Jan 2021 | Feb 2021 | 1 |
-0.13% | Jun 2022 | Jul 2022 | 1 |