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+0.81%
Today
+0.45%
This Month
+4.76%
Year To Date
+54.83%
2 Years
+101.6%
5 Years
+11.47%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- ๐ฐ Finance21.71%
- ๐ Consumer Non Durables16.34%
- ๐ ETFs11.29%
- ๐งฌ Health Technology7.8%
- ๐งช Process Industries6.19%
- โก Utilities5.81%
- ๐โโ๏ธ Consumer Services5.28%
- ๐ต Cash4.4%
- ๐๏ธ Retail Trade3.51%
- ๐ฅ Health Services3.37%
- โ๏ธ Energy Minerals3.02%
- ๐งฉ Miscellaneous3%
- ๐ผ Commercial Services2.91%
- ๐ก Communications2.87%
- ๐ช Cryptocurrencies2.81%
Exchanges Breakdown
- Exchange
- Total
- ๐บ๐ธ NYSE68.9%
- ๐บ๐ธ Nasdaq24.21%
- ๐ Digital Currency2.81%
Countries Breakdown
- Country
- Total
- ๐บ๐ธ United States61.96%
- ๐ฌ๐ง United Kingdom6.81%
- ๐ฏ๐ต Japan6.67%
- ๐ฉ๐ช Germany3.37%
- ๐จ๐ฆ Canada3%
Dividends
Dividend Yield
2.13%
15 out of 22 instruments pay dividend.
4 dividend payments in the next 30 days.
Highest Dividend: $BTI (6.31%)
Dividend Yield Breakdown
Instrument | Portfolio Yield | Company Yield | Per Share |
|---|---|---|---|
 VEU | 0.33% | 2.94% | - |
 BTI | 0.3% | 6.31% | $2.92 |
 PM | 0.26% | 2.94% | $5.2 |
 VIRT | 0.15% | 2.3% | $0.96 |
 MFG | 0.14% | 2.09% | $0.12 |
 UNM | 0.14% | 2.08% | $1.46 |
 T | 0.11% | 3.97% | $1.11 |
 HSBC | 0.11% | 5.48% | $3.03 |
 TSN | 0.09% | 3.62% | $1.96 |
 ED | 0.09% | 3.31% | $3.28 |
 ABBV | 0.09% | 3.36% | $6.06 |
 TXNM | 0.09% | 2.81% | $1.51 |
 GILD | 0.08% | 2.78% | $3.04 |
 NFG | 0.08% | 2.51% | $2 |
 FMS | 0.07% | 2% | $0.44 |
Performance Metrics
Score 5.6/10
Beta
0.72
0.72
0
0.8
1.2
0
2
Sharpe Ratio
0.61
0.61
0
0.5
1
1.5
1.5
Sortino Ratio
0.99
0.99
0
1
2
3
3
Jensen's Alpha
1.39
1.39
-2
0
2
4.5
4.5
Omega Ratio
0.89
0.89
0
1
1.5
2.5
2.5
Treynor Ratio
1.1
1.1
0
0.75
1.25
2
2
Information Ratio
-0.16
-0.16
-1
0.3
0.6
1
1
Calmar Ratio
0.57
0.57
0
0.3
0.6
1
1
Beta
0.72
0.72
0
0.8
1.2
0
2
Sharpe Ratio
0.61
0.61
0
0.5
1
1.5
1.5
Sortino Ratio
0.99
0.99
0
1
2
3
3
Jensen's Alpha
1.39
1.39
-2
0
2
4.5
4.5
Omega Ratio
0.89
0.89
0
1
1.5
2.5
2.5
Treynor Ratio
1.1
1.1
0
0.75
1.25
2
2
Information Ratio
-0.16
-0.16
-1
0.3
0.6
1
1
Calmar Ratio
0.57
0.57
0
0.3
0.6
1
1
Portfolio Valuation
Based on weighted open stock positions
P/E Ratio
28.88
High:
NFG
185.92NFGLow:
PPC
9.35PPCDetails
PEG Ratio
50.14
High:
ED
482.8EDLow:
GILD
2.03GILDDetails
Price/Book
5.11
High:
ABBV
233.19ABBVLow:
PM
-25.98PMDetails
Price/Sales
3.12
High:PM
7.42PMLow:
TSN
0.36TSNDetails
Price/CF
13.71
High:ABBV
22.64ABBVLow:
VIRT
1.77VIRTDetails
Price/FCF
43.44
High:NFG
188.92NFGLow:VIRT
1.92VIRTDetails
P/E Ratio
28.88
High:NFG
185.92NFGLow:PPC
9.35PPCDetails
PEG Ratio
50.14
High:ED
482.8EDLow:GILD
2.03GILDDetails
Price/Book
5.11
High:ABBV
233.19ABBVLow:PM
-25.98PMDetails
Price/Sales
3.12
High:PM
7.42PMLow:TSN
0.36TSNDetails
Price/CF
13.71
High:ABBV
22.64ABBVLow:VIRT
1.77VIRTDetails
Price/FCF
43.44
High:NFG
188.92NFGLow:VIRT
1.92VIRTDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-19.98% | Jan 2022 | Jul 2023 | 18 |
-10.28% | Jan 2020 | Dec 2020 | 11 |
-8.55% | Aug 2023 | Nov 2023 | 3 |
-5.46% | Apr 2024 | Jun 2024 | 2 |
-5.03% | Feb 2025 | - | 5 |
-4.63% | Dec 2024 | Jan 2025 | 1 |
-3.52% | Sep 2021 | Oct 2021 | 1 |
-1.28% | Nov 2021 | Dec 2021 | 1 |
-0.91% | Jun 2021 | Aug 2021 | 2 |
-0.55% | Mar 2021 | Apr 2021 | 1 |
-0.52% | Jul 2024 | Sep 2024 | 2 |