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-0.48%
This Month
+16.89%
Year To Date
+66.14%
2 Years
-15.98%
5 Years
-15.98%
10 Years
-5.64%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- ⛏️ Energy Minerals12.8%
- 🏭 Industrial Services11.2%
- 🖥️ Technology Services11.04%
- 💰 Finance10.87%
- 🛠️ Producer Manufacturing8.74%
- 🧬 Health Technology7.67%
- 💼 Commercial Services6.27%
- 🍞 Consumer Non Durables5.92%
- 🪨 Non Energy Minerals5.57%
- ⚡ Utilities5.52%
- 🚗 Consumer Durables5.08%
- 🏥 Health Services5.05%
- 💵 Cash3.95%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE53.32%
- 🇺🇸 Nasdaq36.7%
- 🇳🇱 Euronext Amsterdam5.71%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States90.02%
- 🇳🇱 Netherlands5.71%
Dividends
Dividend Yield
1.57%
16 out of 19 instruments pay dividend.
3 dividend payments in the next 30 days.
Highest Dividend: $LKQ (3.71%)
Dividend Yield Breakdown
Instrument | Portfolio Yield | Company Yield | Per Share |
|---|---|---|---|
 LKQ | 0.19% | 3.71% | $1.18 |
 CTRA | 0.18% | 3.63% | $0.82 |
 COP | 0.18% | 3.36% | $3.25 |
 SLB | 0.17% | 3.15% | $1.05 |
 TRGP | 0.12% | 2.16% | $2.25 |
 BKR | 0.11% | 1.97% | $0.82 |
 ELV | 0.11% | 2.16% | $6.22 |
 CI | 0.1% | 1.94% | $5.26 |
 STLD | 0.08% | 1.46% | $1.77 |
 FANG | 0.07% | 2.81% | $9.26 |
 RL | 0.06% | 1.09% | $3.08 |
 ZTS | 0.06% | 1.26% | $1.67 |
 LRCX | 0.05% | 0.92% | $8 |
 AMAT | 0.03% | 1.06% | $1.44 |
 MA | 0.03% | 0.5% | $2.46 |
 PRX.NV | 0.02% | 0.38% | $0.07 |
Performance Metrics
Score 2.3/10
Beta
0.94
0.94
0
0.8
1.2
0
2
Sharpe Ratio
-0.17
-0.17
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.19
-0.19
-1
1
2
3
3
Jensen's Alpha
-12.19
-12.19
-13
0
2
4.5
4.5
Omega Ratio
0.59
0.59
0
1
1.5
2.5
2.5
Treynor Ratio
-0.41
-0.41
-1
0.75
1.25
2
2
Information Ratio
-0.58
-0.58
-1
0.3
0.6
1
1
Calmar Ratio
-0.08
-0.08
-1
0.3
0.6
1
1
Beta
0.94
0.94
0
0.8
1.2
0
2
Sharpe Ratio
-0.17
-0.17
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.19
-0.19
-1
1
2
3
3
Jensen's Alpha
-12.19
-12.19
-13
0
2
4.5
4.5
Omega Ratio
0.59
0.59
0
1
1.5
2.5
2.5
Treynor Ratio
-0.41
-0.41
-1
0.75
1.25
2
2
Information Ratio
-0.58
-0.58
-1
0.3
0.6
1
1
Calmar Ratio
-0.08
-0.08
-1
0.3
0.6
1
1
Portfolio Valuation
Based on weighted open stock positions
P/E Ratio
20.29
High:
MA
39.41MALow:
FOLD
-65.22FOLDDetails
PEG Ratio
127.86
High:
FI
573.86FILow:FOLD
-94.04FOLDDetails
Price/Book
4.56
High:MA
67.4MALow:
FANG
1.04FANGDetails
Price/Sales
2.24
High:
PRX.NV
21.69PRX.NVLow:
CI
0.31CIDetails
Price/CF
16.25
High:FOLD
704.87FOLDLow:FANG
5.29FANGDetails
Price/FCF
30.9
High:FOLD
1,561.41FOLDLow:FANG
13.86FANGDetails
P/E Ratio
20.29
High:MA
39.41MALow:FOLD
-65.22FOLDDetails
PEG Ratio
127.86
High:FI
573.86FILow:FOLD
-94.04FOLDDetails
Price/Book
4.56
High:MA
67.4MALow:FANG
1.04FANGDetails
Price/Sales
2.24
High:PRX.NV
21.69PRX.NVLow:CI
0.31CIDetails
Price/CF
16.25
High:FOLD
704.87FOLDLow:FANG
5.29FANGDetails
Price/FCF
30.9
High:FOLD
1,561.41FOLDLow:FANG
13.86FANGDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-59.67% | Apr 2022 | - | 42 |