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+2.22%
Today
+3.15%
This Month
+8.82%
Year To Date
+0.72%
2 Years
+26.08%
5 Years
+4.99%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- š§¬ Health Technology20.52%
- šµ Cash17.1%
- šāāļø Consumer Services15.77%
- š° Finance14.86%
- š„ļø Technology Services10.94%
- š Consumer Non Durables9.91%
- šļø Retail Trade4.55%
- š ļø Producer Manufacturing3.1%
Exchanges Breakdown
- Exchange
- Total
- šŗšø NYSE50.87%
- šŗšø Nasdaq28.79%
- š Digital Currency0%
Countries Breakdown
- Country
- Total
- šŗšø United States61.69%
- šØš¦ Canada14.86%
- š®š± Israel3.1%
Dividends
Dividend Yield
2.72%
7 out of 10 instruments pay dividend.
3 dividend payments in the next 30 days.
Highest Dividend: $PFE (6.84%)
Performance Metrics
Score 4.4/10
Beta
0.24
0.24
0
0.8
1.2
0
2
Sharpe Ratio
0.27
0.27
0
0.5
1
1.5
1.5
Sortino Ratio
0.4
0.4
0
1
2
3
3
Jensen's Alpha
-0.14
-0.14
-2
0
2
4.5
4.5
Omega Ratio
0.66
0.66
0
1
1.5
2.5
2.5
Treynor Ratio
0.84
0.84
0
0.75
1.25
2
2
Information Ratio
-0.57
-0.57
-1
0.3
0.6
1
1
Calmar Ratio
0.32
0.32
0
0.3
0.6
1
1
Beta
0.24
0.24
0
0.8
1.2
0
2
Sharpe Ratio
0.27
0.27
0
0.5
1
1.5
1.5
Sortino Ratio
0.4
0.4
0
1
2
3
3
Jensen's Alpha
-0.14
-0.14
-2
0
2
4.5
4.5
Omega Ratio
0.66
0.66
0
1
1.5
2.5
2.5
Treynor Ratio
0.84
0.84
0
0.75
1.25
2
2
Information Ratio
-0.57
-0.57
-1
0.3
0.6
1
1
Calmar Ratio
0.32
0.32
0
0.3
0.6
1
1
Portfolio Valuation
Based on weighted open stock positions
P/E Ratio
17.35
High:
SBUX
33.68SBUXLow:
SEDG
-0.96SEDGDetails
PEG Ratio
18.37
High:
CHTR
67.1CHTRLow:
PFE
0.63PFEDetails
Price/Book
2.89
High:
PEP
10.54PEPLow:SBUX
-13.81SBUXDetails
Price/Sales
1.4
High:
PAYC
6.7PAYCLow:
CVS
0.21CVSDetails
Price/CF
9.11
High:SEDG
103.23SEDGLow:CHTR
3.45CHTRDetails
Price/FCF
23.69
High:PEP
5,253.35PEPLow:
TD
8.96TDDetails
P/E Ratio
17.35
High:SBUX
33.68SBUXLow:SEDG
-0.96SEDGDetails
PEG Ratio
18.37
High:CHTR
67.1CHTRLow:PFE
0.63PFEDetails
Price/Book
2.89
High:PEP
10.54PEPLow:SBUX
-13.81SBUXDetails
Price/Sales
1.4
High:PAYC
6.7PAYCLow:CVS
0.21CVSDetails
Price/CF
9.11
High:SEDG
103.23SEDGLow:CHTR
3.45CHTRDetails
Price/FCF
23.69
High:PEP
5,253.35PEPLow:TD
8.96TDDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-13.98% | Aug 2023 | Feb 2025 | 18 |
-8.74% | Jul 2019 | Jul 2020 | 12 |
-8.21% | Feb 2018 | May 2019 | 15 |
-6.85% | Mar 2025 | - | 5 |
-4.31% | Jan 2022 | Jan 2023 | 12 |
-1.88% | Sep 2020 | Nov 2020 | 2 |
-1% | Sep 2021 | Dec 2021 | 3 |
-0.81% | Dec 2020 | Jan 2021 | 1 |
-0.46% | Nov 2017 | Dec 2017 | 1 |
-0.19% | Feb 2021 | Mar 2021 | 1 |
-0.04% | May 2021 | Jun 2021 | 1 |
-0.01% | Apr 2023 | May 2023 | 1 |