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-0.12%
This Month
-0.37%
Year To Date
-1.95%
2 Years
+38.64%
5 Years
+50.85%
10 Years
+6.8%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💵 Cash50.59%
- 💻 Electronic Technology9.12%
- 🧬 Health Technology9.06%
- 🍞 Consumer Non Durables7.18%
- 🖥️ Technology Services6.73%
- ⛏️ Energy Minerals3.98%
- 🏭 Industrial Services2.58%
- 🧪 Process Industries1.93%
- 🛠️ Producer Manufacturing1.33%
- 💰 Finance0.74%
- 💼 Commercial Services0.71%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE26.22%
- 🇺🇸 Nasdaq17.14%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States41.05%
- 🇨🇦 Canada2.32%
Dividends
Dividend Yield
0.59%
15 out of 22 instruments pay dividend.
0 dividend payments in the next 30 days.
Highest Dividend: $FMC (16.39%)
Dividend Yield Breakdown
Instrument | Portfolio Yield | Company Yield | Per Share |
|---|---|---|---|
 MRK | 0.11% | 3.32% | $3.04 |
 PFE | 0.1% | 6.71% | $1.66 |
 FMC | 0.1% | 16.39% | $2.32 |
 COP | 0.07% | 3.29% | $3.25 |
 BF-B | 0.07% | 2.97% | $0.86 |
 QCOM | 0.06% | 1.97% | $3.25 |
 NTAP | 0.06% | 1.76% | $2.02 |
 OXY | 0.04% | 2.33% | $0.8 |
 ALB | 0.02% | 1.21% | $1.6 |
 MKTX | 0.01% | 1.71% | $2.92 |
 PYPL | 0% | 0.23% | - |
 PWR | 0% | -0.09% | $-0.35 |
 TMO | 0% | -0.3% | $-1.48 |
 BWA | -0.02% | -1.25% | $-0.44 |
 EMR | -0.04% | -1.52% | $-2.1 |
Next Dividends
Stock | Type | Date | Pay Per Share |
|---|
Performance Metrics
Score 3.7/10
Beta
0.56
0.56
0
0.8
1.2
0
2
Sharpe Ratio
0.37
0.37
0
0.5
1
1.5
1.5
Sortino Ratio
0.59
0.59
0
1
2
3
3
Jensen's Alpha
-2.09
-2.09
-3
0
2
4.5
4.5
Omega Ratio
0.62
0.62
0
1
1.5
2.5
2.5
Treynor Ratio
0.74
0.74
0
0.75
1.25
2
2
Information Ratio
-0.63
-0.63
-1
0.3
0.6
1
1
Calmar Ratio
0.29
0.29
0
0.3
0.6
1
1
Beta
0.56
0.56
0
0.8
1.2
0
2
Sharpe Ratio
0.37
0.37
0
0.5
1
1.5
1.5
Sortino Ratio
0.59
0.59
0
1
2
3
3
Jensen's Alpha
-2.09
-2.09
-3
0
2
4.5
4.5
Omega Ratio
0.62
0.62
0
1
1.5
2.5
2.5
Treynor Ratio
0.74
0.74
0
0.75
1.25
2
2
Information Ratio
-0.63
-0.63
-1
0.3
0.6
1
1
Calmar Ratio
0.29
0.29
0
0.3
0.6
1
1
Portfolio Valuation
Based on weighted open stock positions
P/E Ratio
22.36
High:
BWA
69.73BWALow:
ALB
-83.42ALBDetails
PEG Ratio
157.22
High:
NTAP
504.33NTAPLow:
BIO
-118.6BIODetails
Price/Book
4.05
High:
IT
30.25ITLow:
FMC
0.45FMCDetails
Price/Sales
3.42
High:
MKTX
7.71MKTXLow:FMC
0.47FMCDetails
Price/CF
12.6
High:FMC
164.34FMCLow:
OXY
4.21OXYDetails
Price/FCF
28.75
High:
TTWO
248.4TTWOLow:BWA
8.41BWADetails
P/E Ratio
22.36
High:BWA
69.73BWALow:ALB
-83.42ALBDetails
PEG Ratio
157.22
High:NTAP
504.33NTAPLow:BIO
-118.6BIODetails
Price/Book
4.05
High:IT
30.25ITLow:FMC
0.45FMCDetails
Price/Sales
3.42
High:MKTX
7.71MKTXLow:FMC
0.47FMCDetails
Price/CF
12.6
High:FMC
164.34FMCLow:OXY
4.21OXYDetails
Price/FCF
28.75
High:TTWO
248.4TTWOLow:BWA
8.41BWADetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-23.52% | Jan 2022 | Mar 2023 | 14 |
-9.19% | Jan 2020 | Nov 2020 | 10 |
-5.91% | Aug 2023 | Nov 2023 | 3 |
-4.96% | Sep 2021 | Oct 2021 | 1 |
-4.68% | May 2024 | - | 20 |
-4.1% | Jan 2021 | Mar 2021 | 2 |
-3.24% | Jan 2024 | Apr 2024 | 3 |
-1.68% | Apr 2023 | Jun 2023 | 2 |
-0.29% | Nov 2021 | Dec 2021 | 1 |