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-0.78%
This Month
-0.82%
Year To Date
-0.82%
2 Years
+21.42%
5 Years
+69.39%
10 Years
+7.82%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💼 Commercial Services24.89%
- 🖥️ Technology Services14.33%
- 🧪 Process Industries11.89%
- ⛏️ Energy Minerals9.99%
- 💰 Finance9.57%
- 🚚 Transportation7.81%
- 💵 Cash7.46%
- 🍞 Consumer Non Durables7.11%
- ⚡ Utilities3.31%
- 🛍️ Retail Trade2.13%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE51.8%
- 🇺🇸 Nasdaq39.21%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States66.13%
- 🇨🇾 Cyprus24.89%
Dividends
Dividend Yield
0.83%
6 out of 11 instruments pay dividend.
0 dividend payments in the next 30 days.
Highest Dividend: $EIX (6.09%)
Next Dividends
Stock | Type | Date | Pay Per Share |
|---|
Performance Metrics
Score 4.1/10
Beta
0.56
0.56
0
0.8
1.2
0
2
Sharpe Ratio
0.39
0.39
0
0.5
1
1.5
1.5
Sortino Ratio
0.69
0.69
0
1
2
3
3
Jensen's Alpha
-1.3
-1.3
-2
0
2
4.5
4.5
Omega Ratio
0.66
0.66
0
1
1.5
2.5
2.5
Treynor Ratio
0.82
0.82
0
0.75
1.25
2
2
Information Ratio
-0.52
-0.52
-1
0.3
0.6
1
1
Calmar Ratio
0.36
0.36
0
0.3
0.6
1
1
Beta
0.56
0.56
0
0.8
1.2
0
2
Sharpe Ratio
0.39
0.39
0
0.5
1
1.5
1.5
Sortino Ratio
0.69
0.69
0
1
2
3
3
Jensen's Alpha
-1.3
-1.3
-2
0
2
4.5
4.5
Omega Ratio
0.66
0.66
0
1
1.5
2.5
2.5
Treynor Ratio
0.82
0.82
0
0.75
1.25
2
2
Information Ratio
-0.52
-0.52
-1
0.3
0.6
1
1
Calmar Ratio
0.36
0.36
0
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
11.32
High:
APP
44.72APPLow:
QIWI
1.5QIWIDetails
PEG Ratio
112.2
High:
EXPD
1,060.16EXPDLow:
ALL
3.85ALLDetails
Price/Book
3.74
High:APP
72.14APPLow:QIWI
0.52QIWIDetails
Price/Sales
2.01
High:APP
27.86APPLow:QIWI
0.4QIWIDetails
Price/CF
7.88
High:QIWI
52.7QIWILow:
EIX
4.72EIXDetails
Price/FCF
11.28
High:
CVNA
62.91CVNALow:ALL
5.57ALLDetails
P/E Ratio
11.32
High:APP
44.72APPLow:QIWI
1.5QIWIDetails
PEG Ratio
112.2
High:EXPD
1,060.16EXPDLow:ALL
3.85ALLDetails
Price/Book
3.74
High:APP
72.14APPLow:QIWI
0.52QIWIDetails
Price/Sales
2.01
High:APP
27.86APPLow:QIWI
0.4QIWIDetails
Price/CF
7.88
High:QIWI
52.7QIWILow:EIX
4.72EIXDetails
Price/FCF
11.28
High:CVNA
62.91CVNALow:ALL
5.57ALLDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-20.86% | Jun 2021 | Jul 2024 | 37 |
-14.9% | Feb 2020 | Aug 2020 | 6 |
-5.83% | Sep 2020 | Nov 2020 | 2 |
-3.52% | Jan 2021 | Mar 2021 | 2 |
-2.47% | May 2019 | Jun 2019 | 1 |
-0.82% | Aug 2026 | - | 2 |