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0%
Today
-3.21%
This Month
-6.64%
Year To Date
+8.26%
2 Years
+27.32%
5 Years
+6.97%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 🖥️ Technology Services25.71%
- 💰 Finance20.41%
- 💻 Electronic Technology12.25%
- 🛍️ Retail Trade8.67%
- ⛏️ Energy Minerals6.53%
- 🍞 Consumer Non Durables4.84%
- 🏭 Industrial Services3.95%
- 💵 Cash3.88%
- 💼 Commercial Services3.83%
- 📦 Distribution Services3.76%
- 🧬 Health Technology3.36%
- 🚚 Transportation2.67%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE54.35%
- 🇺🇸 Nasdaq41.64%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States95.99%
Dividends
Dividend Yield
1.31%
21 out of 25 instruments pay dividend.
3 dividend payments in the next 30 days.
Highest Dividend: $FANG (4.51%)
Dividend Yield Breakdown
Instrument | Portfolio Yield | Company Yield | Per Share |
|---|---|---|---|
 FANG | 0.15% | 4.51% | $9.26 |
 KO | 0.13% | 2.69% | $1.89 |
 MET | 0.12% | 3% | $2.11 |
 COP | 0.12% | 3.51% | $3.25 |
 SYY | 0.11% | 2.84% | $2.01 |
 BAC | 0.1% | 2.73% | $0.96 |
 HD | 0.1% | 2.55% | $8.52 |
 BLK | 0.09% | 2.34% | $20.2 |
 BKR | 0.09% | 2.21% | $0.82 |
 AVGO | 0.06% | 1.31% | $19.7 |
 GE | 0.04% | 0.81% | $0.44 |
 DAL | 0.04% | 1.35% | $0.3 |
 MSFT | 0.03% | 0.88% | $3 |
 V | 0.03% | 0.67% | $2.01 |
 SPGI | 0.03% | 0.8% | $3.62 |
 MA | 0.02% | 0.55% | $2.46 |
 INTU | 0.02% | 0.69% | $3.6 |
 GOOGL | 0.02% | 0.53% | $0.2 |
 META | 0.01% | 0.4% | $1 |
 TMO | 0.01% | 0.37% | $1.48 |
 NVDA | 0% | 0.04% | $0.02 |
Performance Metrics
Score 4.8/10
Beta
0.74
0.74
0
0.8
1.2
0
2
Sharpe Ratio
0.34
0.34
0
0.5
1
1.5
1.5
Sortino Ratio
0.54
0.54
0
1
2
3
3
Jensen's Alpha
1.12
1.12
-2
0
2
4.5
4.5
Omega Ratio
0.98
0.98
0
1
1.5
2.5
2.5
Treynor Ratio
0.55
0.55
0
0.75
1.25
2
2
Information Ratio
-0.02
-0.02
-1
0.3
0.6
1
1
Calmar Ratio
0.67
0.67
0
0.3
0.6
1
1
Beta
0.74
0.74
0
0.8
1.2
0
2
Sharpe Ratio
0.34
0.34
0
0.5
1
1.5
1.5
Sortino Ratio
0.54
0.54
0
1
2
3
3
Jensen's Alpha
1.12
1.12
-2
0
2
4.5
4.5
Omega Ratio
0.98
0.98
0
1
1.5
2.5
2.5
Treynor Ratio
0.55
0.55
0
0.75
1.25
2
2
Information Ratio
-0.02
-0.02
-1
0.3
0.6
1
1
Calmar Ratio
0.67
0.67
0
0.3
0.6
1
1
Portfolio Valuation
Based on weighted open stock positions
P/E Ratio
27.54
High:
AVGO
82.47AVGOLow:
DAL
7.24DALDetails
PEG Ratio
724.3
High:
CDNS
10,275.45CDNSLow:
MET
5.4METDetails
Price/Book
7.52
High:
MA
72.91MALow:
BAC
1.03BACDetails
Price/Sales
5.64
High:
NVDA
19.21NVDALow:DAL
0.43DALDetails
Price/CF
23.67
High:CDNS
65.38CDNSLow:DAL
3.56DALDetails
Price/FCF
46.98
High:
KO
272.99KOLow:MET
4.27METDetails
P/E Ratio
27.54
High:AVGO
82.47AVGOLow:DAL
7.24DALDetails
PEG Ratio
724.3
High:CDNS
10,275.45CDNSLow:MET
5.4METDetails
Price/Book
7.52
High:MA
72.91MALow:BAC
1.03BACDetails
Price/Sales
5.64
High:NVDA
19.21NVDALow:DAL
0.43DALDetails
Price/CF
23.67
High:CDNS
65.38CDNSLow:DAL
3.56DALDetails
Price/FCF
46.98
High:KO
272.99KOLow:MET
4.27METDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-11.32% | Apr 2022 | Nov 2022 | 7 |
-9.96% | Feb 2025 | - | 3 |
-6.92% | Aug 2023 | Dec 2023 | 4 |
-4.63% | Dec 2022 | Jan 2023 | 1 |
-4.33% | Feb 2023 | Jun 2023 | 4 |
-3.81% | Feb 2022 | Mar 2022 | 1 |
-3.38% | Apr 2024 | Nov 2024 | 7 |
-3.05% | Nov 2021 | Dec 2021 | 1 |
-1.15% | Dec 2024 | Jan 2025 | 1 |
-0.49% | Jan 2024 | Feb 2024 | 1 |