Loading...
-0.66%
This Month
+0.63%
Year To Date
+9.6%
2 Years
+59.28%
5 Years
+52.36%
10 Years
+7.17%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💵 Cash36%
- 💻 Electronic Technology11.72%
- 🧬 Health Technology9.96%
- 🖥️ Technology Services8.34%
- 💰 Finance6.58%
- 🍞 Consumer Non Durables6.51%
- 💼 Commercial Services3.89%
- ⛏️ Energy Minerals3.74%
- 🪨 Non Energy Minerals2.89%
- 🛍️ Retail Trade2.89%
- 🧪 Process Industries2.21%
- 🛠️ Producer Manufacturing1.29%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE36.74%
- 🇺🇸 Nasdaq23.28%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States58.17%
- 🇨🇦 Canada1.85%
Dividends
Dividend Yield
0.32%
19 out of 28 instruments pay dividend.
2 dividend payments in the next 30 days.
Highest Dividend: $FMC (7.91%)
Dividend Yield Breakdown
Instrument | Portfolio Yield | Company Yield | Per Share |
|---|---|---|---|
 MRK | 0.11% | 3.75% | $3.04 |
 FMC | 0.1% | 7.91% | $2.32 |
 PFE | 0.1% | 7% | $1.66 |
 JNJ | 0.09% | 2.65% | $4.81 |
 COP | 0.07% | 3.6% | $3.25 |
 BF-B | 0.07% | 3.13% | $0.86 |
 QCOM | 0.06% | 2.09% | $3.25 |
 NTAP | 0.06% | 1.76% | $2.02 |
 OXY | 0.04% | 2.3% | $0.8 |
 DOV | 0.02% | 1.23% | $2.04 |
 ALB | 0.02% | 1.71% | $1.6 |
 MKTX.RTH. | 0.01% | 1.77% | $2.92 |
 GOOGL | 0.01% | 0.32% | $0.2 |
 EFX | -0.02% | -0.77% | $-1.56 |
 ADI | -0.04% | -1.58% | $-3.56 |
 EMR | -0.05% | -1.62% | $-2.1 |
 NUE | -0.05% | -1.63% | $-2.13 |
 EXR | -0.12% | -4.29% | $-6.48 |
 KEY | -0.14% | -4.74% | $-0.82 |
Performance Metrics
Score 3.9/10
Beta
0.56
0.56
0
0.8
1.2
0
2
Sharpe Ratio
0.4
0.4
0
0.5
1
1.5
1.5
Sortino Ratio
0.64
0.64
0
1
2
3
3
Jensen's Alpha
-1.6
-1.6
-2
0
2
4.5
4.5
Omega Ratio
0.65
0.65
0
1
1.5
2.5
2.5
Treynor Ratio
0.81
0.81
0
0.75
1.25
2
2
Information Ratio
-0.58
-0.58
-1
0.3
0.6
1
1
Calmar Ratio
0.31
0.31
0
0.3
0.6
1
1
Beta
0.56
0.56
0
0.8
1.2
0
2
Sharpe Ratio
0.4
0.4
0
0.5
1
1.5
1.5
Sortino Ratio
0.64
0.64
0
1
2
3
3
Jensen's Alpha
-1.6
-1.6
-2
0
2
4.5
4.5
Omega Ratio
0.65
0.65
0
1
1.5
2.5
2.5
Treynor Ratio
0.81
0.81
0
0.75
1.25
2
2
Information Ratio
-0.58
-0.58
-1
0.3
0.6
1
1
Calmar Ratio
0.31
0.31
0
0.3
0.6
1
1
Portfolio Valuation
Based on weighted open stock positions
P/E Ratio
23.53
High:
ADI
61.79ADILow:
TTWO
-10.92TTWODetails
PEG Ratio
119.78
High:
EFX
487.83EFXLow:
KEY
0.38KEYDetails
Price/Book
5.52
High:
NTAP
24.42NTAPLow:
FMC
0.84FMCDetails
Price/Sales
5.23
High:ADI
11.61ADILow:FMC
0.89FMCDetails
Price/CF
14.63
High:TTWO
434.3TTWOLow:
OXY
3.49OXYDetails
Price/FCF
35.79
High:
NUE
5,649.81NUELow:
BIIB
9.31BIIBDetails
P/E Ratio
23.53
High:ADI
61.79ADILow:TTWO
-10.92TTWODetails
PEG Ratio
119.78
High:EFX
487.83EFXLow:KEY
0.38KEYDetails
Price/Book
5.52
High:NTAP
24.42NTAPLow:FMC
0.84FMCDetails
Price/Sales
5.23
High:ADI
11.61ADILow:FMC
0.89FMCDetails
Price/CF
14.63
High:TTWO
434.3TTWOLow:OXY
3.49OXYDetails
Price/FCF
35.79
High:NUE
5,649.81NUELow:BIIB
9.31BIIBDetails
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 | - | 18 |
-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 |