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-0.61%
This Month
-0.61%
Year To Date
+39.97%
2 Years
+105.93%
5 Years
+242.45%
10 Years
+25.96%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 📊 ETFs39.48%
- 💰 Finance31.96%
- 💵 Cash17.71%
- 🍞 Consumer Non Durables13.46%
- ⛏️ Energy Minerals0.82%
- 🪙 Cryptocurrencies0.01%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE52.57%
- 🇬🇧 LSE19.13%
- 🇺🇸 Nasdaq14.02%
- 🌍 Digital Currency0.01%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States46.23%
Dividends
Performance Metrics
Score 8.2/10
Beta
0.67
0.67
0
0.8
1.2
0
2
Sharpe Ratio
1.23
1.23
0
0.5
1
2
2
Sortino Ratio
2.45
2.45
0
1
2
3
3
Jensen's Alpha
11.34
11.34
-2
0
2
12
12
Omega Ratio
1.6
1.6
0
1
1.5
2.5
2.5
Treynor Ratio
2.47
2.47
0
0.75
1.25
3
3
Information Ratio
0.5
0.5
0
0.3
0.6
1
1
Calmar Ratio
1.17
1.17
0
0.3
0.6
2
2
Beta
0.67
0.67
0
0.8
1.2
0
2
Sharpe Ratio
1.23
1.23
0
0.5
1
2
2
Sortino Ratio
2.45
2.45
0
1
2
3
3
Jensen's Alpha
11.34
11.34
-2
0
2
12
12
Omega Ratio
1.6
1.6
0
1
1.5
2.5
2.5
Treynor Ratio
2.47
2.47
0
0.75
1.25
3
3
Information Ratio
0.5
0.5
0
0.3
0.6
1
1
Calmar Ratio
1.17
1.17
0
0.3
0.6
2
2
Portfolio Valuation
Based on current positions
P/E Ratio
16.54
High:
O
57.6OLow:
KHC
-6.38KHCDetails
PEG Ratio
1,616.83
High:O
3,157.55OLow:
KO
93.47KODetails
Price/Book
1.61
High:KO
9.88KOLow:KHC
0.68KHCDetails
Price/Sales
2.93
High:O
10.04OLow:KHC
1.12KHCDetails
Price/CF
26.52
High:KO
37.25KOLow:KHC
6.89KHCDetails
Price/FCF
59.78
High:KO
272.99KOLow:KHC
17.85KHCDetails
P/E Ratio
16.54
High:O
57.6OLow:KHC
-6.38KHCDetails
PEG Ratio
1,616.83
High:O
3,157.55OLow:KO
93.47KODetails
Price/Book
1.61
High:KO
9.88KOLow:KHC
0.68KHCDetails
Price/Sales
2.93
High:O
10.04OLow:KHC
1.12KHCDetails
Price/CF
26.52
High:KO
37.25KOLow:KHC
6.89KHCDetails
Price/FCF
59.78
High:KO
272.99KOLow:KHC
17.85KHCDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-20.21% | Apr 2022 | Jul 2023 | 15 |
-6.16% | Aug 2023 | Nov 2023 | 3 |
-5.78% | Oct 2020 | Nov 2020 | 1 |
-5.17% | Sep 2021 | Oct 2021 | 1 |
-4.4% | Jun 2021 | Aug 2021 | 2 |
-3.09% | Apr 2024 | May 2024 | 1 |
-2.8% | Dec 2024 | Jan 2025 | 1 |
-2.57% | Nov 2021 | Dec 2021 | 1 |
-1.89% | Jan 2021 | Feb 2021 | 1 |
-1.88% | Oct 2024 | Nov 2024 | 1 |
-1.71% | Dec 2025 | - | 2 |
-1.09% | Mar 2025 | May 2025 | 2 |
-0.02% | Oct 2025 | Nov 2025 | 1 |