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-0.34%
Today
+2.12%
This Month
+10.54%
Year To Date
+40.49%
2 Years
+42.45%
5 Years
+2.36%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- š° Finance26.37%
- š» Electronic Technology14.89%
- šŖØ Non Energy Minerals13.4%
- š§¬ Health Technology10.22%
- š„ļø Technology Services9.95%
- š Consumer Durables6.44%
- š Consumer Non Durables5.1%
- šµ Cash4.61%
- ā” Utilities4.14%
- šāāļø Consumer Services2.3%
- š ļø Producer Manufacturing1.45%
- š§Ŗ Process Industries1.1%
- š¼ Commercial Services0.76%
Exchanges Breakdown
- Exchange
- Total
- šŗšø NYSE49.58%
- šŗšø Nasdaq26.34%
- š¦šŗ Sydney13.4%
- š©šŖ FRA3.57%
- šš° Hong Kong Exchanges3.23%
Countries Breakdown
- Country
- Total
- šŗšø United States67.95%
- š¦šŗ Australia13.4%
- š³š± Netherlands7.21%
- š©šŖ Germany3.57%
- šØš³ China3.23%
- šØš¦ Canada0.76%
Dividends
Dividend Yield
1.83%
17 out of 21 instruments pay dividend.
1 dividend payments in the next 30 days.
Highest Dividend: $PFE (6.94%)
Dividend Yield Breakdown
Instrument | Portfolio Yield | Company Yield | Per Share |
|---|---|---|---|
 MS | 0.68% | 2.67% | $3.4 |
 PFE | 0.19% | 6.94% | $1.66 |
 JNJ | 0.16% | 3.05% | $4.81 |
 D | 0.16% | 4.67% | $2.67 |
 BMW.DE | 0.13% | 5.09% | $6 |
 NKE | 0.11% | 2.18% | $1.45 |
 MRK | 0.09% | 3.89% | $3.04 |
 BAS.DE | 0.06% | 5.35% | $3.4 |
 ASML | 0.06% | 0.79% | $5.57 |
 MSFT | 0.04% | 0.66% | $3 |
 HON | 0.03% | 1.9% | $4.27 |
 PLD | 0.03% | 3.6% | $3.66 |
 0700.HK | 0.03% | 0.87% | $3.4 |
 MMM | 0.03% | 1.83% | $5.21 |
 NEE | 0.02% | 2.89% | $1.97 |
 DIS | 0.02% | 0.84% | $0.75 |
 NVDA | 0% | 0.02% | $0.02 |
Performance Metrics
Score 5.5/10
Beta
0.03
0.03
0
0.8
1.2
0
2
Sharpe Ratio
0.11
0.11
0
0.5
1
1.5
1.5
Sortino Ratio
0.25
0.25
0
1
2
3
3
Jensen's Alpha
3.01
3.01
-2
0
2
4.5
4.5
Omega Ratio
0.79
0.79
0
1
1.5
2.5
2.5
Treynor Ratio
9.82
9.82
0
0.75
1.25
10
10
Information Ratio
-0.22
-0.22
-1
0.3
0.6
1
1
Calmar Ratio
0.05
0.05
0
0.3
0.6
1
1
Beta
0.03
0.03
0
0.8
1.2
0
2
Sharpe Ratio
0.11
0.11
0
0.5
1
1.5
1.5
Sortino Ratio
0.25
0.25
0
1
2
3
3
Jensen's Alpha
3.01
3.01
-2
0
2
4.5
4.5
Omega Ratio
0.79
0.79
0
1
1.5
2.5
2.5
Treynor Ratio
9.82
9.82
0
0.75
1.25
10
10
Information Ratio
-0.22
-0.22
-1
0.3
0.6
1
1
Calmar Ratio
0.05
0.05
0
0.3
0.6
1
1
Portfolio Valuation
Based on weighted open stock positions
P/E Ratio
36.54
High:
LYC.ASX
184.01LYC.ASXLow:
TEAM
-113.92TEAMDetails
PEG Ratio
158.35
High:
HON
3,340.34HONLow:
PFE
0.64PFEDetails
Price/Book
8.97
High:
NVDA
49.65NVDALow:
BMW.DE
0.56BMW.DEDetails
Price/Sales
8.36
High:NVDA
28.29NVDALow:BMW.DE
0.38BMW.DEDetails
Price/CF
26.67
High:
MMM
82.67MMMLow:BMW.DE
5.57BMW.DEDetails
Price/FCF
33.94
High:
NEE
2,356.18NEELow:
MS
8.83MSDetails
P/E Ratio
36.54
High:LYC.ASX
184.01LYC.ASXLow:TEAM
-113.92TEAMDetails
PEG Ratio
158.35
High:HON
3,340.34HONLow:PFE
0.64PFEDetails
Price/Book
8.97
High:NVDA
49.65NVDALow:BMW.DE
0.56BMW.DEDetails
Price/Sales
8.36
High:NVDA
28.29NVDALow:BMW.DE
0.38BMW.DEDetails
Price/CF
26.67
High:MMM
82.67MMMLow:BMW.DE
5.57BMW.DEDetails
Price/FCF
33.94
High:NEE
2,356.18NEELow:MS
8.83MSDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-37.37% | Sep 2017 | - | 95 |
-22.69% | Jun 2017 | Aug 2017 | 2 |