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+0.13%
This Month
+15.88%
Year To Date
+95.97%
2 Years
+298.24%
5 Years
+291.65%
10 Years
+21.26%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💇♀️ Consumer Services18.26%
- 🚚 Transportation17.46%
- 💼 Commercial Services11%
- 🛍️ Retail Trade9.97%
- 💰 Finance9.51%
- 🍞 Consumer Non Durables9.35%
- 🚗 Consumer Durables5.59%
- 🖥️ Technology Services4.92%
- 💵 Cash4.15%
- 🏥 Health Services3.44%
- 🧪 Process Industries3.19%
- 💻 Electronic Technology2.33%
- 🛠️ Producer Manufacturing1.92%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE55.76%
- 🇺🇸 Nasdaq34.59%
- 🇳🇴 Oslo Stock Exchange3.54%
- 🇩🇪 FRA3.06%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States73.42%
- 🇨🇳 China9.97%
- 🇮🇪 Ireland4.12%
- 🇳🇴 Norway3.54%
- 🇩🇪 Germany3.06%
- 🇧🇷 Brazil2.84%
Dividends
Dividend Yield
1.16%
14 out of 20 instruments pay dividend.
2 dividend payments in the next 30 days.
Highest Dividend: $VOW.DE (6.83%)
Dividend Yield Breakdown
Performance Metrics
Score 6.8/10
Beta
0.9
0.9
0
0.8
1.2
0
2
Sharpe Ratio
0.64
0.64
0
0.5
1
1.5
1.5
Sortino Ratio
1.34
1.34
0
1
2
3
3
Jensen's Alpha
10.82
10.82
-2
0
2
11
11
Omega Ratio
1.36
1.36
0
1
1.5
2.5
2.5
Treynor Ratio
1.82
1.82
0
0.75
1.25
2
2
Information Ratio
0.35
0.35
0
0.3
0.6
1
1
Calmar Ratio
0.59
0.59
0
0.3
0.6
1
1
Beta
0.9
0.9
0
0.8
1.2
0
2
Sharpe Ratio
0.64
0.64
0
0.5
1
1.5
1.5
Sortino Ratio
1.34
1.34
0
1
2
3
3
Jensen's Alpha
10.82
10.82
-2
0
2
11
11
Omega Ratio
1.36
1.36
0
1
1.5
2.5
2.5
Treynor Ratio
1.82
1.82
0
0.75
1.25
2
2
Information Ratio
0.35
0.35
0
0.3
0.6
1
1
Calmar Ratio
0.59
0.59
0
0.3
0.6
1
1
Portfolio Valuation
Based on weighted open stock positions
P/E Ratio
21.4
High:
SBUX.RTH
36.56SBUX.RTHLow:
EL
-32.58ELDetails
PEG Ratio
59.39
High:
AME
380.52AMELow:
C
13.22CDetails
Price/Book
3.44
High:EL
9.54ELLow:SBUX.RTH
-12.5SBUX.RTHDetails
Price/Sales
2.39
High:
META
10.52METALow:
VOW.DE
0.14VOW.DEDetails
Price/CF
11.51
High:AME
23.09AMELow:
NAS.OL
2.13NAS.OLDetails
Price/FCF
22.83
High:SBUX.RTH
1,256.06SBUX.RTHLow:
IMXI
3.51IMXIDetails
P/E Ratio
21.4
High:SBUX.RTH
36.56SBUX.RTHLow:EL
-32.58ELDetails
PEG Ratio
59.39
High:AME
380.52AMELow:C
13.22CDetails
Price/Book
3.44
High:EL
9.54ELLow:SBUX.RTH
-12.5SBUX.RTHDetails
Price/Sales
2.39
High:META
10.52METALow:VOW.DE
0.14VOW.DEDetails
Price/CF
11.51
High:AME
23.09AMELow:NAS.OL
2.13NAS.OLDetails
Price/FCF
22.83
High:SBUX.RTH
1,256.06SBUX.RTHLow:IMXI
3.51IMXIDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-33.25% | Apr 2022 | Jun 2023 | 14 |
-16.66% | Dec 2020 | Jan 2021 | 1 |
-16.06% | Jun 2021 | Mar 2022 | 9 |
-15.93% | Feb 2025 | Jul 2025 | 5 |
-15.63% | Aug 2023 | Dec 2023 | 4 |
-3.98% | Apr 2024 | Aug 2024 | 4 |
-3.47% | Dec 2024 | Jan 2025 | 1 |
-1.05% | Mar 2018 | Nov 2020 | 32 |
-0.49% | Jan 2024 | Feb 2024 | 1 |
-0.25% | Sep 2025 | - | 2 |