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+1.85%
Today
+2.23%
This Month
+6.32%
Year To Date
-5.1%
2 Years
-13.2%
5 Years
-2.94%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 🍞 Consumer Non Durables15.95%
- 💻 Electronic Technology15.82%
- 🖥️ Technology Services12.23%
- 🛠️ Producer Manufacturing9.98%
- 🧪 Process Industries9.32%
- 🪨 Non Energy Minerals7.6%
- 🚗 Consumer Durables6.38%
- 💼 Commercial Services4.5%
- 🧬 Health Technology4.34%
- 📦 Distribution Services3.9%
- 💰 Finance3.19%
- 🏥 Health Services2.38%
- 💵 Cash2.23%
- 🏭 Industrial Services1.21%
- 🚚 Transportation0.61%
- ⛏️ Energy Minerals0.61%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE56.26%
- 🇺🇸 Nasdaq23.07%
- 🇬🇧 LSE13.67%
- 🇨🇭 SIX4.39%
- 🇫🇷 Euronext Paris0.61%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States57.31%
- 🇬🇧 United Kingdom12.15%
- 🇲🇽 Mexico7.01%
- 🇯🇵 Japan6.38%
- 🇳🇱 Netherlands5.78%
- 🇨🇭 Switzerland4.39%
- 🇩🇰 Denmark2.56%
- 🇨🇳 China1.21%
- 🇮🇪 Ireland0.61%
- 🇫🇷 France0.61%
Dividends
Dividend Yield
1.94%
19 out of 26 instruments pay dividend.
3 dividend payments in the next 30 days.
Highest Dividend: $GSBD (15.87%)
Dividend Yield Breakdown
Instrument | Portfolio Yield | Company Yield | Per Share |
|---|---|---|---|
 BATS.L | 0.67% | 6.86% | $2.36 |
 GSBD | 0.2% | 15.87% | - |
 TM | 0.2% | 3.13% | $4.64 |
 DELL | 0.17% | 1.66% | $1.63 |
 NESN.ZU | 0.15% | 3.52% | $3 |
 CX | 0.09% | 1.21% | - |
 DEO | 0.07% | 3.9% | $3.99 |
 FERG.L | 0.06% | 1.55% | $2.49 |
 ASML | 0.05% | 0.79% | $5.57 |
 NVO | 0.04% | 1.63% | $0.98 |
 UPS | 0.04% | 6.75% | $6.5 |
 SLB | 0.04% | 3.39% | $1.05 |
 RIO | 0.04% | 6.74% | $4.34 |
 GOOG | 0.03% | 0.48% | $0.2 |
 UNH | 0.03% | 2.88% | $7.74 |
 COP | 0.02% | 3.66% | $3.25 |
 CAP.PA | 0.01% | 2.28% | $3.4 |
 ACN | 0.01% | 1.82% | $4.99 |
 MA | 0.01% | 0.49% | $2.46 |
Performance Metrics
Score 2.6/10
Beta
0.48
0.48
0
0.8
1.2
0
2
Sharpe Ratio
-0.4
-0.4
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.57
-0.57
-1
1
2
3
3
Jensen's Alpha
-10.01
-10.01
-11
0
2
4.5
4.5
Omega Ratio
0.43
0.43
0
1
1.5
2.5
2.5
Treynor Ratio
-0.96
-0.96
-1
0.75
1.25
2
2
Information Ratio
-1.13
-1.13
-2
0.3
0.6
1
1
Calmar Ratio
-0.1
-0.1
-1
0.3
0.6
1
1
Beta
0.48
0.48
0
0.8
1.2
0
2
Sharpe Ratio
-0.4
-0.4
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.57
-0.57
-1
1
2
3
3
Jensen's Alpha
-10.01
-10.01
-11
0
2
4.5
4.5
Omega Ratio
0.43
0.43
0
1
1.5
2.5
2.5
Treynor Ratio
-0.96
-0.96
-1
0.75
1.25
2
2
Information Ratio
-1.13
-1.13
-2
0.3
0.6
1
1
Calmar Ratio
-0.1
-0.1
-1
0.3
0.6
1
1
Portfolio Valuation
Based on weighted open stock positions
P/E Ratio
18.51
High:
APP
74.78APPLow:
SMR
-22.71SMRDetails
PEG Ratio
74.58
High:
CAP.PA
1,302.5CAP.PALow:
OI
-57.47OIDetails
Price/Book
4.41
High:APP
243.52APPLow:
DELL
-52.51DELLDetails
Price/Sales
3.06
High:SMR
80.86SMRLow:
CNC
0.16CNCDetails
Price/CF
13.86
High:
MRNA
62.64MRNALow:OI
3.07OIDetails
Price/FCF
26.98
High:
DEO
164.31DEOLow:
TM
8.98TMDetails
P/E Ratio
18.51
High:APP
74.78APPLow:SMR
-22.71SMRDetails
PEG Ratio
74.58
High:CAP.PA
1,302.5CAP.PALow:OI
-57.47OIDetails
Price/Book
4.41
High:APP
243.52APPLow:DELL
-52.51DELLDetails
Price/Sales
3.06
High:SMR
80.86SMRLow:CNC
0.16CNCDetails
Price/CF
13.86
High:MRNA
62.64MRNALow:OI
3.07OIDetails
Price/FCF
26.98
High:DEO
164.31DEOLow:TM
8.98TMDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-35.05% | May 2021 | - | 50 |
-2.77% | Dec 2020 | Feb 2021 | 2 |