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0%
Today
-3.76%
This Month
-14.25%
Year To Date
+14.48%
2 Years
-7.61%
5 Years
-1.71%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- ๐ฅ๏ธ Technology Services23.25%
- ๐ฐ Finance21.66%
- ๐โโ๏ธ Consumer Services13.19%
- ๐ Transportation11.25%
- ๐ญ Industrial Services5.69%
- ๐ ๏ธ Producer Manufacturing5.4%
- ๐ก Communications5.22%
- ๐ Consumer Durables5.15%
- ๐งฌ Health Technology2.99%
- ๐งช Process Industries2.29%
- ๐ผ Commercial Services1.7%
- ๐ Consumer Non Durables1.59%
- ๐ต Cash0.54%
Exchanges Breakdown
- Exchange
- Total
- ๐บ๐ธ NYSE53.62%
- ๐บ๐ธ Nasdaq45.76%
Countries Breakdown
- Country
- Total
- ๐บ๐ธ United States87.88%
- ๐ฑ๐บ Luxembourg3.6%
- ๐จ๐ฆ Canada3.53%
- ๐ฐ๐พ Cayman Islands2.21%
- ๐ฎ๐ฑ Israel2.15%
Dividends
Dividend Yield
0.71%
15 out of 36 instruments pay dividend.
1 dividend payments in the next 30 days.
Highest Dividend: $ITRN (5.01%)
Dividend Yield Breakdown
Instrument | Portfolio Yield | Company Yield | Per Share |
|---|---|---|---|
 MFC | 0.14% | 3.99% | $1.13 |
 ITRN | 0.11% | 5.01% | $1.17 |
 WFC | 0.1% | 2.4% | $1.4 |
 PEP | 0.06% | 3.79% | $5.15 |
 SYF | 0.06% | 2.09% | $1 |
 TMUS | 0.04% | 1.26% | $1.95 |
 POWL | 0.03% | 0.64% | $1.06 |
 URI | 0.03% | 1.13% | $6.22 |
 GM | 0.03% | 1.08% | $0.42 |
 AGX | 0.02% | 0.98% | $1.15 |
 RGA | 0.02% | 1.91% | $3.4 |
 ALL | 0.02% | 1.93% | $3.62 |
 RCL | 0.02% | 0.88% | - |
 GOOG | 0.02% | 0.52% | $0.2 |
 CRM | 0.01% | 0.65% | $0.4 |
Performance Metrics
Score 2.3/10
Beta
1.28
1.28
0
0.8
1.2
0
2
Sharpe Ratio
-0.02
-0.02
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.03
-0.03
-1
1
2
3
3
Jensen's Alpha
-14.85
-14.85
-15
0
2
4.5
4.5
Omega Ratio
0.5
0.5
0
1
1.5
2.5
2.5
Treynor Ratio
-0.03
-0.03
-1
0.75
1.25
2
2
Information Ratio
-0.9
-0.9
-1
0.3
0.6
1
1
Calmar Ratio
-0.02
-0.02
-1
0.3
0.6
1
1
Beta
1.28
1.28
0
0.8
1.2
0
2
Sharpe Ratio
-0.02
-0.02
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.03
-0.03
-1
1
2
3
3
Jensen's Alpha
-14.85
-14.85
-15
0
2
4.5
4.5
Omega Ratio
0.5
0.5
0
1
1.5
2.5
2.5
Treynor Ratio
-0.03
-0.03
-1
0.75
1.25
2
2
Information Ratio
-0.9
-0.9
-1
0.3
0.6
1
1
Calmar Ratio
-0.02
-0.02
-1
0.3
0.6
1
1
Portfolio Valuation
Based on weighted open stock positions
P/E Ratio
16.98
High:
CRDO
2,673.72CRDOLow:
TWLO
-133.75TWLODetails
PEG Ratio
141.16
High:CRDO
2,386.09CRDOLow:
QTWO
-274.28QTWODetails
Price/Book
3.33
High:
APP
74.33APPLow:
GM
0.71GMDetails
Price/Sales
3.22
High:CRDO
20.41CRDOLow:GM
0.25GMDetails
Price/CF
15.83
High:CRDO
1,118.95CRDOLow:
RGA
1.53RGADetails
Price/FCF
27.29
High:
PEP
5,253.35PEPLow:RGA
1.57RGADetails
P/E Ratio
16.98
High:CRDO
2,673.72CRDOLow:TWLO
-133.75TWLODetails
PEG Ratio
141.16
High:CRDO
2,386.09CRDOLow:QTWO
-274.28QTWODetails
Price/Book
3.33
High:APP
74.33APPLow:GM
0.71GMDetails
Price/Sales
3.22
High:CRDO
20.41CRDOLow:GM
0.25GMDetails
Price/CF
15.83
High:CRDO
1,118.95CRDOLow:RGA
1.53RGADetails
Price/FCF
27.29
High:PEP
5,253.35PEPLow:RGA
1.57RGADetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-45.43% | Sep 2021 | - | 44 |
-11.73% | Sep 2020 | Nov 2020 | 2 |
-5.05% | Feb 2021 | Aug 2021 | 6 |
-4.14% | Jun 2020 | Jul 2020 | 1 |