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+1.21%
This Month
+7.84%
Year To Date
+15.6%
2 Years
-7.61%
5 Years
-18.03%
10 Years
-2.51%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💰 Finance26.35%
- 💵 Cash22.45%
- 🧬 Health Technology11.42%
- 🧪 Process Industries7.71%
- 🚗 Consumer Durables4.17%
- 🛠️ Producer Manufacturing3.59%
- 💼 Commercial Services3.44%
- 📡 Communications2.21%
- 💇♀️ Consumer Services1.95%
- 💻 Electronic Technology1.76%
- ⚡ Utilities1.75%
- 🍞 Consumer Non Durables1.62%
- ⛏️ Energy Minerals0.95%
- 🚚 Transportation0.74%
- 🏭 Industrial Services0.57%
- 🪨 Non Energy Minerals0.08%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE50.56%
- 🇺🇸 Nasdaq14.19%
- 🇩🇪 FRA2.53%
- 🇬🇧 LSE1.04%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States62.64%
- 🇩🇪 Germany2.53%
- 🇧🇲 Bermuda1.4%
- 🇷🇺 Russia1.04%
- 🇬🇷 Greece0.38%
- 🇮🇪 Ireland0.33%
Dividends
Dividend Yield
3.58%
40 out of 48 instruments pay dividend.
3 dividend payments in the next 30 days.
Highest Dividend: $SVSTL.L (2546.05%)
Dividend Yield Breakdown
Instrument | Portfolio Yield | Company Yield | Per Share |
|---|---|---|---|
 NLY | 0.84% | 12.58% | $2.6 |
 MNODL.L | 0.35% | 473.72% | - |
 STWD | 0.29% | 11.57% | $1.92 |
 SVSTL.L | 0.19% | 2546.05% | - |
 WD | 0.19% | 5.62% | $2.56 |
 OGZDL.L | 0.19% | 67.74% | - |
 EMN | 0.18% | 4.99% | $3.22 |
 CCI | 0.15% | 5.58% | $6.26 |
 VZ | 0.14% | 6.42% | $2.66 |
 WLK | 0.12% | 2.78% | $2 |
 THO | 0.11% | 2.76% | $1.89 |
 MAA | 0.1% | 4.66% | $5.81 |
 AMT | 0.1% | 4.27% | $6.56 |
 FIE.DE | 0.09% | 3.53% | $1 |
 WPC | 0.07% | 4.92% | $3.67 |
 ROSNL.L | 0.06% | 21.42% | - |
 O | 0.04% | 5% | $3.09 |
 LTC.US | 0.04% | 5.33% | $2.28 |
 LEA | 0.04% | 2.16% | $3.08 |
 KDP | 0.04% | 3.07% | $0.86 |
 OTTR | 0.03% | 2.43% | $1.81 |
 BAX | 0.03% | 0.92% | $1.16 |
 PYPL | 0.03% | 0.75% | - |
 DIS | 0.02% | 1.56% | $0.75 |
 LKOD.L | 0.02% | 76.06% | - |
 DHR | 0.02% | 0.81% | $1.05 |
 NDSN | 0.02% | 1.15% | $2.72 |
 SHIP | 0.01% | 3.81% | $0.1 |
 FITB | 0.01% | 2.79% | $1.4 |
 ABBV | 0.01% | 2.68% | $6.06 |
 MET.US | 0.01% | 2.52% | $2.11 |
 HWC | 0.01% | 2.48% | $1.3 |
 CGNX | 0.01% | 0.53% | $0.3 |
 TRNO | 0.01% | 2.32% | $1.8 |
 TECH | 0.01% | 0.45% | $0.32 |
 JPM | 0.01% | 1.74% | $4.4 |
 MLR | 0.01% | 1.63% | $0.74 |
 TT | 0% | 0.88% | $3.27 |
 V | 0% | 0.73% | $2.01 |
 H.US | 0% | 0.32% | $0.6 |
Performance Metrics
Score 2.3/10
Beta
1
1
0
0.8
1.2
0
2
Sharpe Ratio
-0.14
-0.14
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.16
-0.16
-1
1
2
3
3
Jensen's Alpha
-13.23
-13.23
-14
0
2
4.5
4.5
Omega Ratio
0.3
0.3
0
1
1.5
2.5
2.5
Treynor Ratio
-0.24
-0.24
-1
0.75
1.25
2
2
Information Ratio
-1.1
-1.1
-2
0.3
0.6
1
1
Calmar Ratio
-0.06
-0.06
-1
0.3
0.6
1
1
Beta
1
1
0
0.8
1.2
0
2
Sharpe Ratio
-0.14
-0.14
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.16
-0.16
-1
1
2
3
3
Jensen's Alpha
-13.23
-13.23
-14
0
2
4.5
4.5
Omega Ratio
0.3
0.3
0
1
1.5
2.5
2.5
Treynor Ratio
-0.24
-0.24
-1
0.75
1.25
2
2
Information Ratio
-1.1
-1.1
-2
0.3
0.6
1
1
Calmar Ratio
-0.06
-0.06
-1
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
17.63
High:ABBV
126.31ABBVLow:H.US
-526.99H.USDetails
PEG Ratio
4,323.8
High:DHR
76,940DHRLow:SVSTL.L
0SVSTL.LDetails
Price/Book
2.32
High:AMT
22.3AMTLow:ABBV
-67.98ABBVDetails
Price/Sales
2.4
High:V
15.54VLow:LEA
0.3LEADetails
Price/CF
9.5
High:H.US
42.73H.USLow:
ATADL.L
0.14ATADL.LDetails
Price/FCF
17.88
High:MAA
2,924.9MAALow:ATADL.L
0.53ATADL.LDetails
P/E Ratio
17.63
High:ABBV
126.31ABBVLow:H.US
-526.99H.USDetails
PEG Ratio
4,323.8
High:DHR
76,940DHRLow:SVSTL.L
0SVSTL.LDetails
Price/Book
2.32
High:AMT
22.3AMTLow:ABBV
-67.98ABBVDetails
Price/Sales
2.4
High:V
15.54VLow:LEA
0.3LEADetails
Price/CF
9.5
High:H.US
42.73H.USLow:ATADL.L
0.14ATADL.LDetails
Price/FCF
17.88
High:MAA
2,924.9MAALow:ATADL.L
0.53ATADL.LDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-42.27% | Jan 2022 | - | 55 |
-39.33% | Nov 2018 | Oct 2021 | 35 |
-3.41% | Nov 2021 | Dec 2021 | 1 |