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+2.59%
This Month
+2.59%
Year To Date
+33.75%
2 Years
+43.72%
5 Years
+48.8%
10 Years
+5.63%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 📊 ETFs44.07%
- 💵 Cash16.46%
- 🌾 Commodities13.85%
- 🖥️ Technology Services12.28%
- 🛠️ Producer Manufacturing4.45%
- 💻 Electronic Technology4.42%
- 📡 Communications2.2%
- 💇♀️ Consumer Services1.51%
- 🍞 Consumer Non Durables1.5%
- 🚚 Transportation1.22%
- 💰 Finance0.94%
- 🧬 Health Technology0.91%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE48.02%
- 🇺🇸 Nasdaq18%
- 🌍 Commodity13.85%
- 🇺🇸 Chicago Board Options Exchange5.97%
- 🇮🇹 Borsa Italiana1.5%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States26.71%
- 🇮🇹 Italy1.5%
- 🇨🇦 Canada1.22%
Dividends
Dividend Yield
0.55%
14 out of 28 instruments pay dividend.
0 dividend payments in the next 30 days.
Highest Dividend: $VZ (7%)
Dividend Yield Breakdown
Next Dividends
Stock | Type | Date | Pay Per Share |
|---|
Performance Metrics
Score 3.3/10
Beta
0.55
0.55
0
0.8
1.2
0
2
Sharpe Ratio
0.28
0.28
0
0.5
1
1.5
1.5
Sortino Ratio
0.4
0.4
0
1
2
3
3
Jensen's Alpha
-3.35
-3.35
-4
0
2
4.5
4.5
Omega Ratio
0.5
0.5
0
1
1.5
2.5
2.5
Treynor Ratio
0.5
0.5
0
0.75
1.25
2
2
Information Ratio
-0.82
-0.82
-1
0.3
0.6
1
1
Calmar Ratio
0.22
0.22
0
0.3
0.6
1
1
Beta
0.55
0.55
0
0.8
1.2
0
2
Sharpe Ratio
0.28
0.28
0
0.5
1
1.5
1.5
Sortino Ratio
0.4
0.4
0
1
2
3
3
Jensen's Alpha
-3.35
-3.35
-4
0
2
4.5
4.5
Omega Ratio
0.5
0.5
0
1
1.5
2.5
2.5
Treynor Ratio
0.5
0.5
0
0.75
1.25
2
2
Information Ratio
-0.82
-0.82
-1
0.3
0.6
1
1
Calmar Ratio
0.22
0.22
0
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
30.91
High:
AAPL
33.07AAPLLow:
VZ
8.33VZDetails
PEG Ratio
105.16
High:
ADP
302.45ADPLow:VZ
8.15VZDetails
Price/Book
10.87
High:AAPL
49.43AAPLLow:VZ
1.57VZDetails
Price/Sales
9
High:
MSFT
11.55MSFTLow:VZ
1.2VZDetails
Price/CF
21.11
High:
MMM
37.42MMMLow:VZ
4.84VZDetails
Price/FCF
46.83
High:
PAYX
93.87PAYXLow:VZ
19.18VZDetails
P/E Ratio
30.91
High:AAPL
33.07AAPLLow:VZ
8.33VZDetails
PEG Ratio
105.16
High:ADP
302.45ADPLow:VZ
8.15VZDetails
Price/Book
10.87
High:AAPL
49.43AAPLLow:VZ
1.57VZDetails
Price/Sales
9
High:MSFT
11.55MSFTLow:VZ
1.2VZDetails
Price/CF
21.11
High:MMM
37.42MMMLow:VZ
4.84VZDetails
Price/FCF
46.83
High:PAYX
93.87PAYXLow:VZ
19.18VZDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-24.13% | Sep 2021 | Jun 2024 | 33 |
-15.16% | Dec 2018 | Nov 2020 | 23 |
-6.21% | Feb 2025 | Jun 2025 | 4 |
-2.08% | Dec 2024 | Jan 2025 | 1 |
-1.57% | Oct 2024 | Nov 2024 | 1 |
-1.42% | Dec 2020 | Mar 2021 | 3 |
-0.94% | Jul 2021 | Aug 2021 | 1 |
-0.23% | Dec 2025 | Jan 2026 | 1 |