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+0.73%
Today
+4.3%
This Month
+20%
Year To Date
+20%
2 Years
+20%
5 Years
+72.82%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💻 Electronic Technology32.43%
- 🪨 Non Energy Minerals31.5%
- 🛠️ Producer Manufacturing22.92%
- 🚗 Consumer Durables8.56%
- 🍞 Consumer Non Durables3.56%
- 💵 Cash1.12%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE75%
- 🇺🇸 Nasdaq23.97%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States98.97%
Dividends
Dividend Yield
1.3%
18 out of 25 instruments pay dividend.
3 dividend payments in the next 30 days.
Highest Dividend: $MO (7.03%)
Dividend Yield Breakdown
Instrument | Portfolio Yield | Company Yield | Per Share |
|---|---|---|---|
 MO | 0.25% | 7.03% | $3.92 |
 SWBI | 0.2% | 6.48% | $0.48 |
 LMT | 0.1% | 2.85% | $12.45 |
 HII | 0.09% | 2.1% | $5.14 |
 NUE | 0.07% | 1.56% | $2.13 |
 AOS | 0.07% | 1.93% | $1.26 |
 OSK | 0.07% | 1.57% | $1.74 |
 PATK | 0.07% | 1.64% | $2.1 |
 NOC | 0.07% | 1.64% | $7.67 |
 RS | 0.06% | 1.37% | $4.2 |
 STLD | 0.06% | 1.46% | $1.77 |
 CMC | 0.05% | 1.37% | $0.66 |
 DE | 0.05% | 1.27% | $5.76 |
 LII | 0.03% | 0.78% | $4.45 |
 VMC | 0.03% | 0.72% | $1.78 |
 MLM | 0.02% | 0.56% | $2.96 |
 EXP | 0.02% | 0.46% | $1 |
 TXT | 0% | 0.09% | $0.08 |
Performance Metrics
Score 9.3/10
Beta
0.06
0.06
0
0.8
1.2
0
2
Sharpe Ratio
19.18
19.18
0
0.5
1
20
20
Sortino Ratio
10
10
0
1
2
10
10
Jensen's Alpha
65.11
65.11
-2
0
2
66
66
Omega Ratio
2.69
2.69
0
1
1.5
3
3
Treynor Ratio
79.75
79.75
0
0.75
1.25
80
80
Information Ratio
1.52
1.52
0
0.3
0.6
2
2
Calmar Ratio
10
10
0
0.3
0.6
10
10
Beta
0.06
0.06
0
0.8
1.2
0
2
Sharpe Ratio
19.18
19.18
0
0.5
1
20
20
Sortino Ratio
10
10
0
1
2
10
10
Jensen's Alpha
65.11
65.11
-2
0
2
66
66
Omega Ratio
2.69
2.69
0
1
1.5
3
3
Treynor Ratio
79.75
79.75
0
0.75
1.25
80
80
Information Ratio
1.52
1.52
0
0.3
0.6
2
2
Calmar Ratio
10
10
0
0.3
0.6
10
10
Portfolio Valuation
Based on weighted open stock positions
P/E Ratio
46.24
High:
AXON
183.02AXONLow:
BA
-12.79BADetails
PEG Ratio
462.12
High:
EXP
1,625.61EXPLow:
MHK
6.67MHKDetails
Price/Book
7.48
High:
LII
25.37LIILow:BA
-51.87BADetails
Price/Sales
2.41
High:AXON
27.66AXONLow:MHK
0.65MHKDetails
Price/CF
18.21
High:AXON
95.23AXONLow:
NUE
6.19NUEDetails
Price/FCF
56.61
High:NUE
5,649.81NUELow:
SWBI
6.38SWBIDetails
P/E Ratio
46.24
High:AXON
183.02AXONLow:BA
-12.79BADetails
PEG Ratio
462.12
High:EXP
1,625.61EXPLow:MHK
6.67MHKDetails
Price/Book
7.48
High:LII
25.37LIILow:BA
-51.87BADetails
Price/Sales
2.41
High:AXON
27.66AXONLow:MHK
0.65MHKDetails
Price/CF
18.21
High:AXON
95.23AXONLow:NUE
6.19NUEDetails
Price/FCF
56.61
High:NUE
5,649.81NUELow:SWBI
6.38SWBIDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|