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+0.34%
This Month
+15.48%
Year To Date
+21.01%
2 Years
-19.55%
5 Years
-17.23%
10 Years
-3.65%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💻 Electronic Technology17.07%
- 🖥️ Technology Services16.68%
- 💰 Finance11.78%
- 💵 Cash10.59%
- 💇♀️ Consumer Services8.77%
- 🧬 Health Technology5.91%
- 🛍️ Retail Trade5.45%
- 🍞 Consumer Non Durables3.91%
- 📊 ETFs3.17%
- ⛏️ Energy Minerals3.01%
- 🚚 Transportation2.96%
- 🪨 Non Energy Minerals2.74%
- 🧪 Process Industries2.66%
- ⚡ Utilities2.27%
- 🏥 Health Services2.16%
- 💼 Commercial Services1.84%
- 🏭 Industrial Services0.89%
- 🪙 Cryptocurrencies0.07%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE70.32%
- 🇺🇸 Nasdaq20.94%
- 🌍 Digital Currency0.07%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States69.31%
- 🇹🇼 Taiwan7.48%
- 🇮🇪 Ireland3.55%
- 🇨🇳 China2.85%
- 🇬🇧 United Kingdom2.74%
- 🇨🇦 Canada2.16%
Dividends
Dividend Yield
1.45%
21 out of 32 instruments pay dividend.
1 dividend payments in the next 30 days.
Highest Dividend: $DOC (7.17%)
Dividend Yield Breakdown
Instrument | Portfolio Yield | Company Yield | Per Share |
|---|---|---|---|
 USB | 0.18% | 3.94% | $1.94 |
 DOC | 0.17% | 7.17% | $1.2 |
 RIO | 0.14% | 5.07% | $4.34 |
 KHC | 0.13% | 6.57% | $1.6 |
 XOM | 0.1% | 3.43% | $3.76 |
 EVRG | 0.08% | 3.68% | $2.54 |
 TD | 0.07% | 3.39% | $2.93 |
 MDT.US | 0.07% | 2.78% | $2.77 |
 RTX | 0.07% | 1.56% | $2.44 |
 TSM | 0.07% | 0.9% | $1.74 |
 YUMC | 0.06% | 2.08% | $0.58 |
 HSY | 0.06% | 3.01% | $5.12 |
 CI | 0.05% | 2.28% | $5.26 |
 ST | 0.04% | 1.43% | $0.48 |
 ALB | 0.03% | 1.29% | $1.6 |
 MSI | 0.03% | 1.2% | $3.82 |
 A.US | 0.02% | 0.69% | $0.93 |
 MSFT | 0.02% | 0.72% | $3 |
 CRM | 0.02% | 0.63% | $0.4 |
 BKR | 0.02% | 1.87% | $0.82 |
 TRU | 0.01% | 0.54% | $0.42 |
Performance Metrics
Score 2.4/10
Beta
1.02
1.02
0
0.8
1.2
0
2
Sharpe Ratio
-0.18
-0.18
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.24
-0.24
-1
1
2
3
3
Jensen's Alpha
-14.58
-14.58
-15
0
2
4.5
4.5
Omega Ratio
0.45
0.45
0
1
1.5
2.5
2.5
Treynor Ratio
-0.35
-0.35
-1
0.75
1.25
2
2
Information Ratio
-0.89
-0.89
-1
0.3
0.6
1
1
Calmar Ratio
-0.07
-0.07
-1
0.3
0.6
1
1
Beta
1.02
1.02
0
0.8
1.2
0
2
Sharpe Ratio
-0.18
-0.18
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.24
-0.24
-1
1
2
3
3
Jensen's Alpha
-14.58
-14.58
-15
0
2
4.5
4.5
Omega Ratio
0.45
0.45
0
1
1.5
2.5
2.5
Treynor Ratio
-0.35
-0.35
-1
0.75
1.25
2
2
Information Ratio
-0.89
-0.89
-1
0.3
0.6
1
1
Calmar Ratio
-0.07
-0.07
-1
0.3
0.6
1
1
Portfolio Valuation
Based on weighted open stock positions
P/E Ratio
28.38
High:
NOW
103.31NOWLow:
DOC
-301.77DOCDetails
PEG Ratio
234.7
High:
ADSK
2,297.99ADSKLow:
ST
-276.19STDetails
Price/Book
6.03
High:
FTNT
87.84FTNTLow:
CAR
-1.97CARDetails
Price/Sales
5.65
High:NOW
14.13NOWLow:
CI
0.26CIDetails
Price/CF
19.45
High:NOW
39.83NOWLow:CAR
1.57CARDetails
Price/FCF
57
High:
EVRG
194.43EVRGLow:
TD
8.96TDDetails
P/E Ratio
28.38
High:NOW
103.31NOWLow:DOC
-301.77DOCDetails
PEG Ratio
234.7
High:ADSK
2,297.99ADSKLow:ST
-276.19STDetails
Price/Book
6.03
High:FTNT
87.84FTNTLow:CAR
-1.97CARDetails
Price/Sales
5.65
High:NOW
14.13NOWLow:CI
0.26CIDetails
Price/CF
19.45
High:NOW
39.83NOWLow:CAR
1.57CARDetails
Price/FCF
57
High:EVRG
194.43EVRGLow:TD
8.96TDDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-56.71% | Feb 2021 | - | 59 |