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0%
Today
-3.35%
This Month
-5.03%
Year To Date
+75.41%
2 Years
+101.3%
5 Years
+16.49%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- š° Finance18.33%
- š» Electronic Technology10.77%
- šļø Retail Trade7.74%
- š¦ Distribution Services7.68%
- š Consumer Non Durables7.23%
- š„ļø Technology Services7.02%
- šŖØ Non Energy Minerals4.86%
- āļø Energy Minerals4.07%
- š¼ Commercial Services3.96%
- š„ Health Services3.96%
- š Transportation3.75%
- š Consumer Durables3.66%
- š” Communications3.38%
- šāāļø Consumer Services3.36%
- š ļø Producer Manufacturing3.34%
- š Industrial Services3.32%
- š§¬ Health Technology3.29%
- šµ Cash0.29%
Exchanges Breakdown
- Exchange
- Total
- šŗšø NYSE59.33%
- šŗšø Nasdaq40.38%
Countries Breakdown
- Country
- Total
- šŗšø United States69.47%
- šÆšµ Japan7.58%
- šØš¦ Canada4.86%
- š²š½ Mexico4.07%
- š®šŖ Ireland3.75%
- šØš³ China3.57%
- š®š± Israel3.38%
- šØš Switzerland3.04%
Dividends
Dividend Yield
1.89%
21 out of 27 instruments pay dividend.
4 dividend payments in the next 30 days.
Highest Dividend: $PFE (7.63%)
Dividend Yield Breakdown
Instrument | Portfolio Yield | Company Yield | Per Share |
|---|---|---|---|
 PFE | 0.25% | 7.63% | $1.66 |
 UGI | 0.18% | 4.52% | $1.5 |
 ITRN | 0.17% | 5.01% | $1.17 |
 CVS | 0.15% | 3.95% | $2.54 |
 TMP | 0.15% | 4.35% | $2.41 |
 PNC | 0.14% | 4.2% | $6.2 |
 WWW | 0.11% | 3.71% | $0.4 |
 TM | 0.1% | 2.76% | $4.64 |
 NTES | 0.09% | 2.61% | $2.58 |
 CINF | 0.09% | 2.5% | $3.12 |
 RYAAY | 0.07% | 1.84% | $0.93 |
 EBAY | 0.06% | 1.66% | $1.04 |
 BFC | 0.06% | 1.55% | $1.3 |
 LOGI | 0.05% | 1.79% | $1.18 |
 WYNN | 0.04% | 1.34% | $1 |
 KGC | 0.04% | 0.78% | $0.12 |
 BBSI | 0.03% | 0.78% | $1.2 |
 VMI | 0.03% | 0.89% | $2.4 |
 COKE | 0.02% | 0.56% | $2 |
 PRIM | 0.02% | 0.5% | $0.24 |
 SONY | 0.01% | 0.38% | $0.49 |
Performance Metrics
Score 6.4/10
Beta
1.05
1.05
0
0.8
1.2
0
2
Sharpe Ratio
0.71
0.71
0
0.5
1
1.5
1.5
Sortino Ratio
1.27
1.27
0
1
2
3
3
Jensen's Alpha
3.31
3.31
-2
0
2
4.5
4.5
Omega Ratio
1.27
1.27
0
1
1.5
2.5
2.5
Treynor Ratio
1.19
1.19
0
0.75
1.25
2
2
Information Ratio
0.31
0.31
0
0.3
0.6
1
1
Calmar Ratio
0.6
0.6
0
0.3
0.6
1
1
Beta
1.05
1.05
0
0.8
1.2
0
2
Sharpe Ratio
0.71
0.71
0
0.5
1
1.5
1.5
Sortino Ratio
1.27
1.27
0
1
2
3
3
Jensen's Alpha
3.31
3.31
-2
0
2
4.5
4.5
Omega Ratio
1.27
1.27
0
1
1.5
2.5
2.5
Treynor Ratio
1.19
1.19
0
0.75
1.25
2
2
Information Ratio
0.31
0.31
0
0.3
0.6
1
1
Calmar Ratio
0.6
0.6
0
0.3
0.6
1
1
Portfolio Valuation
Based on weighted open stock positions
P/E Ratio
12.34
High:
KAR
41.04KARLow:
TM
6.99TMDetails
PEG Ratio
62.77
High:
BBSI
264.6BBSILow:
TMP
1.72TMPDetails
Price/Book
1.65
High:
COKE
8.71COKELow:
WYNN
-35.96WYNNDetails
Price/Sales
1.44
High:
BFC
4.58BFCLow:
CVS
0.23CVSDetails
Price/CF
13.71
High:BBSI
114.67BBSILow:
SONY
4.55SONYDetails
Price/FCF
23.59
High:
VIST
1,621.11VISTLow:SONY
5.77SONYDetails
P/E Ratio
12.34
High:KAR
41.04KARLow:TM
6.99TMDetails
PEG Ratio
62.77
High:BBSI
264.6BBSILow:TMP
1.72TMPDetails
Price/Book
1.65
High:COKE
8.71COKELow:WYNN
-35.96WYNNDetails
Price/Sales
1.44
High:BFC
4.58BFCLow:CVS
0.23CVSDetails
Price/CF
13.71
High:BBSI
114.67BBSILow:SONY
4.55SONYDetails
Price/FCF
23.59
High:VIST
1,621.11VISTLow:SONY
5.77SONYDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-27.99% | Nov 2021 | Jul 2023 | 20 |
-11.56% | Aug 2023 | Dec 2023 | 4 |
-10.03% | Feb 2025 | - | 3 |
-4.92% | Sep 2021 | Oct 2021 | 1 |
-4.22% | Sep 2024 | Nov 2024 | 2 |
-3.81% | Apr 2024 | Jul 2024 | 3 |
-3.54% | Sep 2020 | Nov 2020 | 2 |
-3% | Jan 2021 | Mar 2021 | 2 |
-2.93% | Dec 2024 | Jan 2025 | 1 |
-0.78% | Apr 2021 | May 2021 | 1 |