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+2.45%
This Month
+10.18%
Year To Date
+9.77%
2 Years
+29.56%
5 Years
+66.24%
10 Years
+7.72%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💵 Cash23.5%
- 💰 Finance16.16%
- 🖥️ Technology Services12.46%
- 💻 Electronic Technology10.81%
- 🛍️ Retail Trade5.91%
- 🧬 Health Technology5.55%
- 💇♀️ Consumer Services5.32%
- 🧪 Process Industries5.16%
- 🍞 Consumer Non Durables3.83%
- 🚗 Consumer Durables2.68%
- ⚡ Utilities2.6%
- ⛏️ Energy Minerals2.57%
- 🪨 Non Energy Minerals2.23%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE41.09%
- 🇺🇸 Nasdaq34.2%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States71.63%
- 🇬🇧 United Kingdom2.49%
- 🇨🇦 Canada1.17%
Dividends
Dividend Yield
0.24%
23 out of 31 instruments pay dividend.
2 dividend payments in the next 30 days.
Highest Dividend: $MO (5.88%)
Dividend Yield Breakdown
Instrument | Portfolio Yield | Company Yield | Per Share |
|---|---|---|---|
 MO | 0.16% | 5.88% | $3.92 |
 SPG | 0.12% | 3.91% | $7.75 |
 EIX | 0.11% | 4.32% | $3.04 |
 CME | 0.09% | 4.5% | $9.75 |
 APA | 0.07% | 2.78% | $1 |
 ALL | 0.05% | 1.71% | $3.62 |
 NTAP | 0.03% | 1.24% | $2.02 |
 LIN | 0.03% | 1.22% | $5.33 |
 NEM | 0.02% | 1.07% | $1.3 |
 ROST | 0.02% | 0.72% | $1.41 |
 EXPE | 0.02% | 0.68% | - |
 MKTX | 0.01% | 2.73% | $2.92 |
 WST | 0.01% | 0.25% | $0.8 |
 NVDA | 0% | 0.13% | $0.02 |
 MU | 0% | 0.05% | $0.46 |
 J | -0.03% | -1.05% | $-1.1 |
 MSI | -0.03% | -1.17% | $-3.82 |
 ICE | -0.04% | -1.41% | $-1.77 |
 CCL | -0.05% | -1.73% | - |
 MRSH | -0.06% | -2.09% | $-2.84 |
 LEN | -0.07% | -2.45% | $-1.75 |
 ARES | -0.11% | -4.13% | $-3.4 |
 IP.US | -0.13% | -4.91% | $-1.85 |
Performance Metrics
Score 3.7/10
Beta
0.56
0.56
0
0.8
1.2
0
2
Sharpe Ratio
0.38
0.38
0
0.5
1
1.5
1.5
Sortino Ratio
0.61
0.61
0
1
2
3
3
Jensen's Alpha
-2.01
-2.01
-3
0
2
4.5
4.5
Omega Ratio
0.63
0.63
0
1
1.5
2.5
2.5
Treynor Ratio
0.75
0.75
0
0.75
1.25
2
2
Information Ratio
-0.63
-0.63
-1
0.3
0.6
1
1
Calmar Ratio
0.3
0.3
0
0.3
0.6
1
1
Beta
0.56
0.56
0
0.8
1.2
0
2
Sharpe Ratio
0.38
0.38
0
0.5
1
1.5
1.5
Sortino Ratio
0.61
0.61
0
1
2
3
3
Jensen's Alpha
-2.01
-2.01
-3
0
2
4.5
4.5
Omega Ratio
0.63
0.63
0
1
1.5
2.5
2.5
Treynor Ratio
0.75
0.75
0
0.75
1.25
2
2
Information Ratio
-0.63
-0.63
-1
0.3
0.6
1
1
Calmar Ratio
0.3
0.3
0
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
27.53
High:
SNPS
103.07SNPSLow:IP.US
-6IP.USDetails
PEG Ratio
167.54
High:MSI
1,343.24MSILow:
INCY
0.89INCYDetails
Price/Book
12.82
High:
IT
142.69ITLow:MO
-37.35MODetails
Price/Sales
9.84
High:NVDA
20.3NVDALow:
BLDR
0.56BLDRDetails
Price/CF
27.06
High:ARES
847.77ARESLow:APA
3.75APADetails
Price/FCF
37.53
High:CME
403.13CMELow:ALL
5.25ALLDetails
P/E Ratio
27.53
High:SNPS
103.07SNPSLow:IP.US
-6IP.USDetails
PEG Ratio
167.54
High:MSI
1,343.24MSILow:INCY
0.89INCYDetails
Price/Book
12.82
High:IT
142.69ITLow:MO
-37.35MODetails
Price/Sales
9.84
High:NVDA
20.3NVDALow:BLDR
0.56BLDRDetails
Price/CF
27.06
High:ARES
847.77ARESLow:APA
3.75APADetails
Price/FCF
37.53
High:CME
403.13CMELow:ALL
5.25ALLDetails
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 |
-2.28% | Jun 2026 | Jul 2026 | 1 |
-1.68% | Apr 2023 | Jun 2023 | 2 |
-0.29% | Nov 2021 | Dec 2021 | 1 |