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+0.56%
This Month
+12.33%
Year To Date
+13.19%
2 Years
+4.74%
5 Years
+42.81%
10 Years
+5.87%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💰 Finance13.41%
- 📊 ETFs10.06%
- 💻 Electronic Technology9.87%
- 🧬 Health Technology8.63%
- 💵 Cash8.37%
- ⚡ Utilities7.41%
- 💇♀️ Consumer Services6.44%
- 🏭 Industrial Services5.66%
- 🧪 Process Industries4.83%
- 🖥️ Technology Services4.04%
- 🚗 Consumer Durables3.97%
- ⛏️ Energy Minerals3.8%
- 🏥 Health Services3.8%
- 📡 Communications3.26%
- 📦 Distribution Services2.1%
- 🛠️ Producer Manufacturing1.95%
- 🍞 Consumer Non Durables1.89%
- 💼 Commercial Services1.28%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE73.74%
- 🇺🇸 Nasdaq18.65%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States57.26%
- 🇨🇭 Switzerland7.63%
- 🇨🇦 Canada6.28%
- 🇧🇲 Bermuda4.06%
- 🇯🇵 Japan3.86%
- 🇬🇧 United Kingdom3.26%
Dividends
Dividend Yield
2.41%
27 out of 40 instruments pay dividend.
3 dividend payments in the next 30 days.
Highest Dividend: $PK (9.54%)
Dividend Yield Breakdown
Instrument | Portfolio Yield | Company Yield | Per Share |
|---|---|---|---|
 VZ | 0.22% | 6.62% | $2.66 |
 BIP | 0.19% | 4.8% | $0.41 |
 AMCR | 0.17% | 6.17% | $0.5 |
 PK | 0.15% | 9.54% | $0.8 |
 RITM | 0.15% | 8.8% | $1 |
 EPD | 0.14% | 6.62% | $2.03 |
 PSX | 0.13% | 3.42% | $4.3 |
 ENB | 0.1% | 5.63% | $2.66 |
 FCPT | 0.1% | 6.13% | $1.38 |
 SMFG | 0.09% | 2.39% | $0.29 |
 CLX | 0.09% | 4.71% | $4.8 |
 BMO | 0.09% | 3.68% | $4.4 |
 UGI | 0.08% | 4.01% | $1.5 |
 SIRI | 0.08% | 5% | $0.1 |
 BRSL | 0.08% | 5.43% | $0.8 |
 NTR | 0.08% | 3.67% | $2.14 |
 NXST | 0.07% | 3.92% | $6.08 |
 ABBV | 0.07% | 2.91% | $6.06 |
 BKH | 0.06% | 3.86% | $2.55 |
 WMB | 0.06% | 3.14% | $1.85 |
 GLW | 0.04% | 1.31% | $1.12 |
 LH | 0.04% | 1.1% | $2.88 |
 THO | 0.04% | 1.98% | $1.89 |
 YOU | 0.03% | 1.52% | $0.35 |
 WELL | 0.03% | 1.39% | $2.44 |
 TER | 0.01% | 0.24% | $0.46 |
 CEG | 0.01% | 0.42% | - |
Performance Metrics
Score 3.3/10
Beta
0.63
0.63
0
0.8
1.2
0
2
Sharpe Ratio
0.29
0.29
0
0.5
1
1.5
1.5
Sortino Ratio
0.43
0.43
0
1
2
3
3
Jensen's Alpha
-4.06
-4.06
-5
0
2
4.5
4.5
Omega Ratio
0.51
0.51
0
1
1.5
2.5
2.5
Treynor Ratio
0.51
0.51
0
0.75
1.25
2
2
Information Ratio
-0.86
-0.86
-1
0.3
0.6
1
1
Calmar Ratio
0.19
0.19
0
0.3
0.6
1
1
Beta
0.63
0.63
0
0.8
1.2
0
2
Sharpe Ratio
0.29
0.29
0
0.5
1
1.5
1.5
Sortino Ratio
0.43
0.43
0
1
2
3
3
Jensen's Alpha
-4.06
-4.06
-5
0
2
4.5
4.5
Omega Ratio
0.51
0.51
0
1
1.5
2.5
2.5
Treynor Ratio
0.51
0.51
0
0.75
1.25
2
2
Information Ratio
-0.86
-0.86
-1
0.3
0.6
1
1
Calmar Ratio
0.19
0.19
0
0.3
0.6
1
1
Portfolio Valuation
Based on weighted open stock positions
P/E Ratio
26.11
High:
INTC
3,820.75INTCLow:
PK
-139.55PKDetails
PEG Ratio
280.35
High:INTC
3,806.39INTCLow:
TXG
-49.07TXGDetails
Price/Book
2.64
High:
YOU
21.65YOULow:
CLX
-581.76CLXDetails
Price/Sales
2.04
High:
CRSP
138.56CRSPLow:
PSX
0.43PSXDetails
Price/CF
10.4
High:
GPRO
64.86GPROLow:
BIP
2.76BIPDetails
Price/FCF
28.45
High:
WELL
1,256.31WELLLow:
BMO
3.98BMODetails
P/E Ratio
26.11
High:INTC
3,820.75INTCLow:PK
-139.55PKDetails
PEG Ratio
280.35
High:INTC
3,806.39INTCLow:TXG
-49.07TXGDetails
Price/Book
2.64
High:YOU
21.65YOULow:CLX
-581.76CLXDetails
Price/Sales
2.04
High:CRSP
138.56CRSPLow:PSX
0.43PSXDetails
Price/CF
10.4
High:GPRO
64.86GPROLow:BIP
2.76BIPDetails
Price/FCF
28.45
High:WELL
1,256.31WELLLow:BMO
3.98BMODetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-30.52% | Nov 2021 | - | 50 |
-2.49% | Sep 2021 | Oct 2021 | 1 |
-2.16% | Sep 2020 | Nov 2020 | 2 |
-1.71% | Mar 2021 | Apr 2021 | 1 |
-1.55% | Mar 2020 | Apr 2020 | 1 |
-1.1% | May 2021 | Jun 2021 | 1 |
-0.13% | Dec 2019 | Jan 2020 | 1 |