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-6.45%
This Month
-9.06%
Year To Date
+37.19%
2 Years
-18.74%
5 Years
-79.5%
10 Years
-22.13%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💰 Finance38.93%
- 🪨 Non Energy Minerals30.82%
- 🛍️ Retail Trade10.69%
- 📦 Distribution Services10.4%
- 🚗 Consumer Durables9.15%
- 💵 Cash0.01%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE79.45%
- 🇺🇸 Nasdaq10.69%
- 🇧🇪 Euronext Brussels9.84%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States59.32%
- 🇨🇦 Canada30.82%
- 🇧🇪 Belgium9.84%
Dividends
Dividend Yield
1.73%
6 out of 8 instruments pay dividend.
0 dividend payments in the next 30 days.
Highest Dividend: $AED.BR (4.57%)
Next Dividends
Stock | Type | Date | Pay Per Share |
|---|
Performance Metrics
Score 1.9/10
Beta
2.08
2.08
0
0.8
1.2
0
3
Sharpe Ratio
-0.34
-0.34
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.4
-0.4
-1
1
2
3
3
Jensen's Alpha
-32.88
-32.88
-33
0
2
4.5
4.5
Omega Ratio
0.48
0.48
0
1
1.5
2.5
2.5
Treynor Ratio
-0.6
-0.6
-1
0.75
1.25
2
2
Information Ratio
-0.82
-0.82
-1
0.3
0.6
1
1
Calmar Ratio
-0.24
-0.24
-1
0.3
0.6
1
1
Beta
2.08
2.08
0
0.8
1.2
0
3
Sharpe Ratio
-0.34
-0.34
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.4
-0.4
-1
1
2
3
3
Jensen's Alpha
-32.88
-32.88
-33
0
2
4.5
4.5
Omega Ratio
0.48
0.48
0
1
1.5
2.5
2.5
Treynor Ratio
-0.6
-0.6
-1
0.75
1.25
2
2
Information Ratio
-0.82
-0.82
-1
0.3
0.6
1
1
Calmar Ratio
-0.24
-0.24
-1
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
23.02
High:
CAH
32.12CAHLow:
PNC
12.88PNCDetails
PEG Ratio
159.78
High:
JPM
1,118.42JPMLow:
B
11.27BDetails
Price/Book
4.01
High:
SN
6.06SNLow:CAH
-18.26CAHDetails
Price/Sales
2.67
High:
AED.BR
9.45AED.BRLow:CAH
0.22CAHDetails
Price/CF
13.46
High:SN
25.08SNLow:
AIZ
6.65AIZDetails
Price/FCF
34.22
High:
AMZN
325.85AMZNLow:AIZ
8.53AIZDetails
P/E Ratio
23.02
High:CAH
32.12CAHLow:PNC
12.88PNCDetails
PEG Ratio
159.78
High:JPM
1,118.42JPMLow:B
11.27BDetails
Price/Book
4.01
High:SN
6.06SNLow:CAH
-18.26CAHDetails
Price/Sales
2.67
High:AED.BR
9.45AED.BRLow:CAH
0.22CAHDetails
Price/CF
13.46
High:SN
25.08SNLow:AIZ
6.65AIZDetails
Price/FCF
34.22
High:AMZN
325.85AMZNLow:AIZ
8.53AIZDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-91.57% | Jan 2020 | - | 75 |