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+7.92%
This Month
+5.2%
Year To Date
+2.78%
2 Years
+38.79%
5 Years
+58.73%
10 Years
+7.27%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💰 Finance24.44%
- 🖥️ Technology Services23.58%
- 💻 Electronic Technology20.57%
- 🧬 Health Technology6.71%
- 🍞 Consumer Non Durables4.43%
- 💵 Cash3.72%
- 💼 Commercial Services3.24%
- 🚚 Transportation2.8%
- 💇♀️ Consumer Services2.72%
- ⚡ Utilities2.59%
- 🧪 Process Industries2.56%
- 🛠️ Producer Manufacturing2.45%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE50.47%
- 🇺🇸 Nasdaq45.63%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States94.34%
- 🇨🇦 Canada1.76%
Dividends
Dividend Yield
0.56%
25 out of 38 instruments pay dividend.
3 dividend payments in the next 30 days.
Highest Dividend: $FMC (7.61%)
Dividend Yield Breakdown
Instrument | Portfolio Yield | Company Yield | Per Share |
|---|---|---|---|
 SPG | 0.12% | 4.17% | $7.75 |
 CME | 0.1% | 3.9% | $9.75 |
 PFE | 0.1% | 6.24% | $1.66 |
 BX | 0.09% | 3.67% | $3.36 |
 QCOM | 0.06% | 2.55% | $3.25 |
 FMC | 0.06% | 7.61% | $2.32 |
 RCL | 0.04% | 1.51% | - |
 SCHW | 0.03% | 1.21% | $1 |
 ORCL | 0.03% | 1.01% | $1.6 |
 MSI | 0.03% | 1.03% | $3.82 |
 LII | 0.03% | 1.07% | $4.45 |
 MCO | 0.02% | 0.86% | $3.24 |
 AVGO | 0.02% | 0.62% | $19.7 |
 IBKR | 0.02% | 0.39% | - |
 APH | 0.02% | 0.54% | $0.44 |
 MA | 0.02% | 0.63% | $2.46 |
 ALB | 0.02% | 0.83% | $1.6 |
 MKTX | 0.01% | 1.87% | $2.92 |
 GOOG | 0.01% | 0.25% | $0.2 |
 HWM | 0.01% | 0.18% | $0.19 |
 PYPL | 0% | 0.55% | - |
 NVDA | 0% | 0.02% | $0.02 |
 NEE | -0.07% | -2.52% | $-1.96 |
 VTRS | -0.08% | -3.24% | $-0.48 |
 O | -0.13% | -4.98% | $-3.09 |
Performance Metrics
Score 3.6/10
Beta
0.56
0.56
0
0.8
1.2
0
2
Sharpe Ratio
0.31
0.31
0
0.5
1
1.5
1.5
Sortino Ratio
0.49
0.49
0
1
2
3
3
Jensen's Alpha
-2.08
-2.08
-3
0
2
4.5
4.5
Omega Ratio
0.64
0.64
0
1
1.5
2.5
2.5
Treynor Ratio
0.62
0.62
0
0.75
1.25
2
2
Information Ratio
-0.59
-0.59
-1
0.3
0.6
1
1
Calmar Ratio
0.26
0.26
0
0.3
0.6
1
1
Beta
0.56
0.56
0
0.8
1.2
0
2
Sharpe Ratio
0.31
0.31
0
0.5
1
1.5
1.5
Sortino Ratio
0.49
0.49
0
1
2
3
3
Jensen's Alpha
-2.08
-2.08
-3
0
2
4.5
4.5
Omega Ratio
0.64
0.64
0
1
1.5
2.5
2.5
Treynor Ratio
0.62
0.62
0
0.75
1.25
2
2
Information Ratio
-0.59
-0.59
-1
0.3
0.6
1
1
Calmar Ratio
0.26
0.26
0
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
37
High:AVGO
77.96AVGOLow:ALB
-33.85ALBDetails
PEG Ratio
155.91
High:
UBER
561.2UBERLow:ALB
-69.65ALBDetails
Price/Book
13
High:
APP
77.81APPLow:FMC
1.05FMCDetails
Price/Sales
12.12
High:APP
28.74APPLow:FMC
0.63FMCDetails
Price/CF
27.16
High:FMC
164.34FMCLow:IBKR
1.19IBKRDetails
Price/FCF
48.35
High:NEE
2,356.18NEELow:IBKR
1.2IBKRDetails
P/E Ratio
37
High:AVGO
77.96AVGOLow:ALB
-33.85ALBDetails
PEG Ratio
155.91
High:UBER
561.2UBERLow:ALB
-69.65ALBDetails
Price/Book
13
High:APP
77.81APPLow:FMC
1.05FMCDetails
Price/Sales
12.12
High:APP
28.74APPLow:FMC
0.63FMCDetails
Price/CF
27.16
High:FMC
164.34FMCLow:IBKR
1.19IBKRDetails
Price/FCF
48.35
High:NEE
2,356.18NEELow:IBKR
1.2IBKRDetails
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 |
-4.77% | May 2024 | Apr 2026 | 23 |
-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 |