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-1.75%
This Month
-0.81%
Year To Date
-11.39%
2 Years
+15.64%
5 Years
+15.64%
10 Years
+3.78%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 🛠️ Producer Manufacturing14.93%
- ❓ Other12.93%
- 🛍️ Retail Trade11.98%
- 💵 Cash9.4%
- 🏭 Industrial Services7.33%
- 🍞 Consumer Non Durables7.22%
- 💻 Electronic Technology7.22%
- 🧬 Health Technology7.18%
- 💰 Finance7.09%
- 💇♀️ Consumer Services3.78%
- 🚗 Consumer Durables3.76%
- 💼 Commercial Services3.65%
- 📦 Distribution Services3.39%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE36.68%
- 🇺🇸 Nasdaq18.58%
- 🇬🇧 LSE11.15%
- 🇸🇪 Stockholm Stock Exchange3.78%
- Tokyo Stock Exchange3.72%
- 🇪🇸 Bolsa De Madrid3.71%
- 🇫🇷 Euronext Paris3.62%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States43.33%
- 🇬🇧 United Kingdom11.15%
- 🇨🇭 Switzerland7.34%
- 🇲🇽 Mexico4.58%
- 🇸🇪 Sweden3.78%
- 🇪🇸 Spain3.71%
- 🇫🇷 France3.62%
Dividends
Dividend Yield
1.66%
12 out of 24 instruments pay dividend.
0 dividend payments in the next 30 days.
Highest Dividend: $BETSB.ST (7.62%)
Next Dividends
Stock | Type | Date | Pay Per Share |
|---|
Performance Metrics
Score 2.9/10
Beta
0.31
0.31
0
0.8
1.2
0
2
Sharpe Ratio
0.02
0.02
0
0.5
1
1.5
1.5
Sortino Ratio
0.03
0.03
0
1
2
3
3
Jensen's Alpha
-3.69
-3.69
-4
0
2
4.5
4.5
Omega Ratio
0.52
0.52
0
1
1.5
2.5
2.5
Treynor Ratio
0.05
0.05
0
0.75
1.25
2
2
Information Ratio
-0.9
-0.9
-1
0.3
0.6
1
1
Calmar Ratio
0.31
0.31
0
0.3
0.6
1
1
Beta
0.31
0.31
0
0.8
1.2
0
2
Sharpe Ratio
0.02
0.02
0
0.5
1
1.5
1.5
Sortino Ratio
0.03
0.03
0
1
2
3
3
Jensen's Alpha
-3.69
-3.69
-4
0
2
4.5
4.5
Omega Ratio
0.52
0.52
0
1
1.5
2.5
2.5
Treynor Ratio
0.05
0.05
0
0.75
1.25
2
2
Information Ratio
-0.9
-0.9
-1
0.3
0.6
1
1
Calmar Ratio
0.31
0.31
0
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
18.69
High:
CECO
224.03CECOLow:
REZI
-8.83REZIDetails
PEG Ratio
204.24
High:
TSCO
1,301.92TSCOLow:
FTAI
2.1FTAIDetails
Price/Book
2.26
High:FTAI
54.03FTAILow:
BKG.L
0.85BKG.LDetails
Price/Sales
0.86
High:FTAI
8.36FTAILow:
ACI
0.07ACIDetails
Price/CF
9.04
High:CECO
477.11CECOLow:ACI
2.86ACIDetails
Price/FCF
17.84
High:TSCO
383.11TSCOLow:
CCB
4.67CCBDetails
P/E Ratio
18.69
High:CECO
224.03CECOLow:REZI
-8.83REZIDetails
PEG Ratio
204.24
High:TSCO
1,301.92TSCOLow:FTAI
2.1FTAIDetails
Price/Book
2.26
High:FTAI
54.03FTAILow:BKG.L
0.85BKG.LDetails
Price/Sales
0.86
High:FTAI
8.36FTAILow:ACI
0.07ACIDetails
Price/CF
9.04
High:CECO
477.11CECOLow:ACI
2.86ACIDetails
Price/FCF
17.84
High:TSCO
383.11TSCOLow:CCB
4.67CCBDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-13.59% | Oct 2024 | - | 23 |
-8.47% | Aug 2022 | Dec 2023 | 16 |
-1.59% | Jun 2024 | Aug 2024 | 2 |
-0.44% | Apr 2024 | May 2024 | 1 |