Loading...
-0.87%
This Month
+5.18%
Year To Date
+33.69%
2 Years
+84.29%
5 Years
+84.29%
10 Years
+17.71%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💰 Finance39.34%
- 🧩 Miscellaneous28.43%
- 📊 ETFs7.25%
- 🚚 Transportation7.22%
- 💼 Commercial Services6.6%
- 💇♀️ Consumer Services6.14%
- 🪙 Cryptocurrencies5.02%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE53.81%
- 🇬🇧 LSE28.43%
- 🇺🇸 Nasdaq12.74%
- 🌍 Digital Currency5.02%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States52.08%
- 🇨🇦 Canada7.22%
Dividends
Dividend Yield
0.66%
3 out of 9 instruments pay dividend.
2 dividend payments in the next 30 days.
Highest Dividend: $CMCSA (5.64%)
Performance Metrics
Score 6.6/10
Beta
0.76
0.76
0
0.8
1.2
0
2
Sharpe Ratio
0.89
0.89
0
0.5
1
1.5
1.5
Sortino Ratio
1.53
1.53
0
1
2
3
3
Jensen's Alpha
3.2
3.2
-2
0
2
4.5
4.5
Omega Ratio
1.03
1.03
0
1
1.5
2.5
2.5
Treynor Ratio
1.31
1.31
0
0.75
1.25
2
2
Information Ratio
0.04
0.04
0
0.3
0.6
1
1
Calmar Ratio
1.36
1.36
0
0.3
0.6
2
2
Beta
0.76
0.76
0
0.8
1.2
0
2
Sharpe Ratio
0.89
0.89
0
0.5
1
1.5
1.5
Sortino Ratio
1.53
1.53
0
1
2
3
3
Jensen's Alpha
3.2
3.2
-2
0
2
4.5
4.5
Omega Ratio
1.03
1.03
0
1
1.5
2.5
2.5
Treynor Ratio
1.31
1.31
0
0.75
1.25
2
2
Information Ratio
0.04
0.04
0
0.3
0.6
1
1
Calmar Ratio
1.36
1.36
0
0.3
0.6
2
2
Portfolio Valuation
Based on current positions
P/E Ratio
13.87
High:
RYN
50.75RYNLow:
CMCSA
4.59CMCSADetails
PEG Ratio
200.4
High:
CNI
308.43CNILow:CMCSA
18.53CMCSADetails
Price/Book
1.42
High:CNI
4.72CNILow:CMCSA
0.95CMCSADetails
Price/Sales
2.64
High:RYN
7.93RYNLow:CMCSA
0.67CMCSADetails
Price/CF
20.27
High:
BRK.B
22.72BRK.BLow:CMCSA
3.22CMCSADetails
Price/FCF
39.32
High:RYN
995.6RYNLow:CMCSA
6.72CMCSADetails
P/E Ratio
13.87
High:RYN
50.75RYNLow:CMCSA
4.59CMCSADetails
PEG Ratio
200.4
High:CNI
308.43CNILow:CMCSA
18.53CMCSADetails
Price/Book
1.42
High:CNI
4.72CNILow:CMCSA
0.95CMCSADetails
Price/Sales
2.64
High:RYN
7.93RYNLow:CMCSA
0.67CMCSADetails
Price/CF
20.27
High:BRK.B
22.72BRK.BLow:CMCSA
3.22CMCSADetails
Price/FCF
39.32
High:RYN
995.6RYNLow:CMCSA
6.72CMCSADetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-12% | Aug 2022 | Jan 2023 | 5 |
-7.2% | Aug 2023 | Nov 2023 | 3 |
-5.2% | Mar 2026 | Apr 2026 | 1 |
-3.44% | Jun 2022 | Jul 2022 | 1 |
-3.17% | Apr 2024 | May 2024 | 1 |
-3.02% | Dec 2024 | Jan 2025 | 1 |
-2.78% | Feb 2023 | Mar 2023 | 1 |
-1.94% | May 2023 | Jun 2023 | 1 |
-1.54% | Oct 2024 | Nov 2024 | 1 |
-0.87% | Jun 2024 | Jul 2024 | 1 |
-0.87% | Jun 2026 | - | 1 |
-0.43% | Mar 2025 | May 2025 | 2 |