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-6.98%
This Month
-11.17%
Year To Date
+28.31%
2 Years
+55.74%
5 Years
+55.74%
10 Years
+10.35%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 📦 Distribution Services22.73%
- 🛍️ Retail Trade22.28%
- 💰 Finance21.06%
- 💻 Electronic Technology11.66%
- 💇♀️ Consumer Services11.49%
- 🧬 Health Technology10.77%
- 💵 Cash0%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 Nasdaq56.21%
- 🇺🇸 NYSE43.79%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States78.94%
- 🇨🇦 Canada10.97%
- 🇧🇷 Brazil10.09%
Dividends
Dividend Yield
0.96%
9 out of 10 instruments pay dividend.
0 dividend payments in the next 30 days.
Highest Dividend: $TD (3.16%)
Next Dividends
Stock | Type | Date | Pay Per Share |
|---|
Performance Metrics
Score 4.8/10
Beta
0.98
0.98
0
0.8
1.2
0
2
Sharpe Ratio
0.52
0.52
0
0.5
1
1.5
1.5
Sortino Ratio
0.79
0.79
0
1
2
3
3
Jensen's Alpha
0.3
0.3
-2
0
2
4.5
4.5
Omega Ratio
1.02
1.02
0
1
1.5
2.5
2.5
Treynor Ratio
0.74
0.74
0
0.75
1.25
2
2
Information Ratio
0.02
0.02
0
0.3
0.6
1
1
Calmar Ratio
0.49
0.49
0
0.3
0.6
1
1
Beta
0.98
0.98
0
0.8
1.2
0
2
Sharpe Ratio
0.52
0.52
0
0.5
1
1.5
1.5
Sortino Ratio
0.79
0.79
0
1
2
3
3
Jensen's Alpha
0.3
0.3
-2
0
2
4.5
4.5
Omega Ratio
1.02
1.02
0
1
1.5
2.5
2.5
Treynor Ratio
0.74
0.74
0
0.75
1.25
2
2
Information Ratio
0.02
0.02
0
0.3
0.6
1
1
Calmar Ratio
0.49
0.49
0
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
30.96
High:
WMT
46.81WMTLow:
TD
11.23TDDetails
PEG Ratio
114.75
High:WMT
347.62WMTLow:
GILD
1.3GILDDetails
Price/Book
7.44
High:
WDC
12.49WDCLow:
MCK
-92.74MCKDetails
Price/Sales
1.32
High:
MU
10.78MULow:
CAH
0.22CAHDetails
Price/CF
13.15
High:WDC
26.78WDCLow:
ITUB
3.92ITUBDetails
Price/FCF
29.71
High:WMT
128.67WMTLow:ITUB
6.27ITUBDetails
P/E Ratio
30.96
High:WMT
46.81WMTLow:TD
11.23TDDetails
PEG Ratio
114.75
High:WMT
347.62WMTLow:GILD
1.3GILDDetails
Price/Book
7.44
High:WDC
12.49WDCLow:MCK
-92.74MCKDetails
Price/Sales
1.32
High:MU
10.78MULow:CAH
0.22CAHDetails
Price/CF
13.15
High:WDC
26.78WDCLow:ITUB
3.92ITUBDetails
Price/FCF
29.71
High:WMT
128.67WMTLow:ITUB
6.27ITUBDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-22.41% | Jan 2022 | Jul 2023 | 18 |
-12.19% | Nov 2025 | - | 5 |
-9.78% | Feb 2025 | Jun 2025 | 4 |
-7.05% | Aug 2023 | Nov 2023 | 3 |
-4.72% | Sep 2021 | Dec 2021 | 3 |
-3.72% | Apr 2024 | May 2024 | 1 |
-0.3% | Oct 2024 | Nov 2024 | 1 |
-0.11% | Jul 2024 | Aug 2024 | 1 |