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-6.39%
Today
-9.95%
This Month
-20.45%
Year To Date
+65.58%
2 Years
+65.41%
5 Years
+37.41%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 🖥️ Technology Services21.76%
- 💰 Finance16.48%
- 💵 Cash8.83%
- 🚚 Transportation8.64%
- 💇♀️ Consumer Services7.67%
- 📡 Communications6.6%
- 🏭 Industrial Services6.32%
- 🛍️ Retail Trade5.28%
- 🚗 Consumer Durables4.66%
- 🧬 Health Technology3.28%
- 🛠️ Producer Manufacturing3.07%
- 💼 Commercial Services2.69%
- 🧪 Process Industries2%
- 🍞 Consumer Non Durables1.3%
- ⛏️ Energy Minerals1.03%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE47.76%
- 🇺🇸 Nasdaq43.04%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States80.71%
- 🇮🇱 Israel3.17%
- 🇰🇾 Cayman Islands2.96%
- 🇱🇺 Luxembourg2.6%
- 🇨🇦 Canada1.36%
Dividends
Dividend Yield
0.66%
15 out of 36 instruments pay dividend.
2 dividend payments in the next 30 days.
Highest Dividend: $ITRN (4.79%)
Dividend Yield Breakdown
Instrument | Portfolio Yield | Company Yield | Per Share |
|---|---|---|---|
 ITRN | 0.15% | 4.79% | $1.17 |
 WFC | 0.08% | 2.36% | $1.4 |
 ALL | 0.08% | 1.83% | $3.62 |
 MFC | 0.05% | 3.72% | $1.13 |
 PEP | 0.05% | 3.58% | $5.15 |
 TMUS | 0.04% | 1.23% | $1.95 |
 SYF | 0.04% | 2.15% | $1 |
 AGX | 0.04% | 1.05% | $1.15 |
 COP | 0.03% | 3.28% | $3.25 |
 RCL | 0.03% | 0.9% | - |
 GM | 0.02% | 1.05% | $0.42 |
 POWL | 0.02% | 0.63% | $1.06 |
 GOOG | 0.02% | 0.52% | $0.2 |
 RGA | 0.01% | 1.88% | $3.4 |
 CRM | 0% | 0.63% | $0.4 |
Performance Metrics
Score 8.1/10
Beta
1.3
1.3
0
0.8
1.2
0
2
Sharpe Ratio
1.23
1.23
0
0.5
1
2
2
Sortino Ratio
2.39
2.39
0
1
2
3
3
Jensen's Alpha
11.06
11.06
-2
0
2
12
12
Omega Ratio
1.95
1.95
0
1
1.5
2.5
2.5
Treynor Ratio
1.73
1.73
0
0.75
1.25
2
2
Information Ratio
0.96
0.96
0
0.3
0.6
1
1
Calmar Ratio
1.91
1.91
0
0.3
0.6
2
2
Beta
1.3
1.3
0
0.8
1.2
0
2
Sharpe Ratio
1.23
1.23
0
0.5
1
2
2
Sortino Ratio
2.39
2.39
0
1
2
3
3
Jensen's Alpha
11.06
11.06
-2
0
2
12
12
Omega Ratio
1.95
1.95
0
1
1.5
2.5
2.5
Treynor Ratio
1.73
1.73
0
0.75
1.25
2
2
Information Ratio
0.96
0.96
0
0.3
0.6
1
1
Calmar Ratio
1.91
1.91
0
0.3
0.6
2
2
Portfolio Valuation
Based on weighted open stock positions
P/E Ratio
16.74
High:
CRDO
2,710.95CRDOLow:
TWLO
-140.93TWLODetails
PEG Ratio
169.91
High:CRDO
2,419.31CRDOLow:
QTWO
-276.58QTWODetails
Price/Book
3.15
High:
APP
81.74APPLow:
GM
0.73GMDetails
Price/Sales
3.23
High:CRDO
20.69CRDOLow:GM
0.26GMDetails
Price/CF
16.23
High:CRDO
1,090.93CRDOLow:
RGA
1.53RGADetails
Price/FCF
29.53
High:
PEP
5,253.35PEPLow:RGA
1.57RGADetails
P/E Ratio
16.74
High:CRDO
2,710.95CRDOLow:TWLO
-140.93TWLODetails
PEG Ratio
169.91
High:CRDO
2,419.31CRDOLow:QTWO
-276.58QTWODetails
Price/Book
3.15
High:APP
81.74APPLow:GM
0.73GMDetails
Price/Sales
3.23
High:CRDO
20.69CRDOLow:GM
0.26GMDetails
Price/CF
16.23
High:CRDO
1,090.93CRDOLow:RGA
1.53RGADetails
Price/FCF
29.53
High:PEP
5,253.35PEPLow:RGA
1.57RGADetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-20.88% | Dec 2024 | - | 5 |
-6.43% | Oct 2023 | Nov 2023 | 1 |
-3.81% | Apr 2024 | May 2024 | 1 |
-2.98% | Apr 2023 | May 2023 | 1 |
-1.23% | Aug 2024 | Sep 2024 | 1 |