Loading...
-1.09%
This Month
-0.74%
Year To Date
-1.02%
2 Years
+34.89%
5 Years
+49.78%
10 Years
+6.41%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💵 Cash44.17%
- 🖥️ Technology Services10.36%
- 🧬 Health Technology8.7%
- 🍞 Consumer Non Durables7.17%
- 💰 Finance5.86%
- 💻 Electronic Technology5.25%
- ⛏️ Energy Minerals4.9%
- 💼 Commercial Services3.48%
- 🚚 Transportation2.87%
- 🧪 Process Industries2.4%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE31.16%
- 🇺🇸 Nasdaq19.82%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States48.94%
- 🇨🇦 Canada2.04%
Dividends
Dividend Yield
0.8%
16 out of 24 instruments pay dividend.
0 dividend payments in the next 30 days.
Highest Dividend: $FMC (9.65%)
Dividend Yield Breakdown
Instrument | Portfolio Yield | Company Yield | Per Share |
|---|---|---|---|
 MRK | 0.12% | 2.81% | $3.04 |
 PFE | 0.11% | 6.48% | $1.66 |
 BX | 0.1% | 4.16% | $3.36 |
 BF-B | 0.08% | 3.48% | $0.86 |
 COP | 0.07% | 2.8% | $3.25 |
 QCOM | 0.06% | 2.58% | $3.25 |
 FMC | 0.06% | 9.65% | $2.32 |
 NTAP | 0.06% | 2.11% | $2.02 |
 OXY | 0.04% | 1.83% | $0.8 |
 MCO | 0.02% | 0.82% | $3.24 |
 ALB | 0.02% | 0.98% | $1.6 |
 MA | 0.02% | 0.62% | $2.46 |
 VRSK | 0.01% | 0.87% | $1.46 |
 MKTX | 0.01% | 1.62% | $2.92 |
 GOOG | 0.01% | 0.28% | $0.2 |
 PYPL | 0% | 0.6% | - |
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
0.35
0.35
0
0.5
1
1.5
1.5
Sortino Ratio
0.56
0.56
0
1
2
3
3
Jensen's Alpha
-2.08
-2.08
-3
0
2
4.5
4.5
Omega Ratio
0.63
0.63
0
1
1.5
2.5
2.5
Treynor Ratio
0.7
0.7
0
0.75
1.25
2
2
Information Ratio
-0.62
-0.62
-1
0.3
0.6
1
1
Calmar Ratio
0.28
0.28
0
0.3
0.6
1
1
Beta
0.56
0.56
0
0.8
1.2
0
2
Sharpe Ratio
0.35
0.35
0
0.5
1
1.5
1.5
Sortino Ratio
0.56
0.56
0
1
2
3
3
Jensen's Alpha
-2.08
-2.08
-3
0
2
4.5
4.5
Omega Ratio
0.63
0.63
0
1
1.5
2.5
2.5
Treynor Ratio
0.7
0.7
0
0.75
1.25
2
2
Information Ratio
-0.62
-0.62
-1
0.3
0.6
1
1
Calmar Ratio
0.28
0.28
0
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
26.26
High:
NFLX
39.04NFLXLow:ALB
-29.25ALBDetails
PEG Ratio
197.64
High:
UBER
555.04UBERLow:ALB
-60.18ALBDetails
Price/Book
7.83
High:VRSK
96.56VRSKLow:FMC
0.83FMCDetails
Price/Sales
6.94
High:MA
14.3MALow:FMC
0.49FMCDetails
Price/CF
20.5
High:FMC
164.34FMCLow:OXY
3.86OXYDetails
Price/FCF
46.37
High:PFE
202.63PFELow:PYPL
10.09PYPLDetails
P/E Ratio
26.26
High:NFLX
39.04NFLXLow:ALB
-29.25ALBDetails
PEG Ratio
197.64
High:UBER
555.04UBERLow:ALB
-60.18ALBDetails
Price/Book
7.83
High:VRSK
96.56VRSKLow:FMC
0.83FMCDetails
Price/Sales
6.94
High:MA
14.3MALow:FMC
0.49FMCDetails
Price/CF
20.5
High:FMC
164.34FMCLow:OXY
3.86OXYDetails
Price/FCF
46.37
High:PFE
202.63PFELow:PYPL
10.09PYPLDetails
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 | - | 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 |