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0%
Today
-7.64%
This Month
-4.29%
Year To Date
+17.64%
2 Years
+92.33%
5 Years
+15.34%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💰 Finance46.02%
- 🏥 Health Services15.48%
- 🚗 Consumer Durables15.23%
- 💼 Commercial Services9.98%
- 🧬 Health Technology7.73%
- 💵 Cash4.74%
- 📡 Communications1.86%
- 💇♀️ Consumer Services0.13%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE85.45%
- 🇺🇸 Nasdaq9.18%
- 🇩🇪 FRA1.81%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States75.71%
- 🇧🇲 Bermuda18.92%
- 🇩🇪 Germany1.81%
Dividends
Dividend Yield
1.89%
15 out of 18 instruments pay dividend.
6 dividend payments in the next 30 days.
Highest Dividend: $VTRS (6.35%)
Dividend Yield Breakdown
Instrument | Portfolio Yield | Company Yield | Per Share |
|---|---|---|---|
 UNM | 0.37% | 2.21% | $1.46 |
 STT | 0.26% | 3.65% | $2.76 |
 BMY | 0.25% | 4.96% | $2.34 |
 CI | 0.19% | 1.73% | $5.26 |
 EG | 0.13% | 2.29% | $7.25 |
 LEN | 0.11% | 1.91% | $1.75 |
 LNC | 0.1% | 5.95% | $1.8 |
 HIG | 0.1% | 1.68% | $1.84 |
 PHM | 0.08% | 0.88% | $0.76 |
 T | 0.08% | 4.09% | $1.11 |
 GPN | 0.07% | 1.44% | $1 |
 G | 0.07% | 1.32% | $0.58 |
 VTRS | 0.06% | 6.35% | $0.48 |
 MRP | 0.01% | 1.59% | - |
 BAYN.DE | 0.01% | 0.52% | $0.11 |
Performance Metrics
Score 7.5/10
Beta
0.55
0.55
0
0.8
1.2
0
2
Sharpe Ratio
0.9
0.9
0
0.5
1
1.5
1.5
Sortino Ratio
1.64
1.64
0
1
2
3
3
Jensen's Alpha
8.94
8.94
-2
0
2
9
9
Omega Ratio
1.21
1.21
0
1
1.5
2.5
2.5
Treynor Ratio
2.14
2.14
0
0.75
1.25
3
3
Information Ratio
0.28
0.28
0
0.3
0.6
1
1
Calmar Ratio
1.8
1.8
0
0.3
0.6
2
2
Beta
0.55
0.55
0
0.8
1.2
0
2
Sharpe Ratio
0.9
0.9
0
0.5
1
1.5
1.5
Sortino Ratio
1.64
1.64
0
1
2
3
3
Jensen's Alpha
8.94
8.94
-2
0
2
9
9
Omega Ratio
1.21
1.21
0
1
1.5
2.5
2.5
Treynor Ratio
2.14
2.14
0
0.75
1.25
3
3
Information Ratio
0.28
0.28
0
0.3
0.6
1
1
Calmar Ratio
1.8
1.8
0
0.3
0.6
2
2
Portfolio Valuation
Based on weighted open stock positions
P/E Ratio
18.58
High:
CI
26.98CILow:
VTRS
-14.17VTRSDetails
PEG Ratio
19.8
High:
HIG
38.19HIGLow:
BAYN.DE
-61.25BAYN.DEDetails
Price/Book
1.75
High:
BMY
6.12BMYLow:VTRS
0.48VTRSDetails
Price/Sales
0.67
High:
ACGL
2.1ACGLLow:
CNC
0.19CNCDetails
Price/CF
6.4
High:CNC
197.47CNCLow:
EG
2.9EGDetails
Price/FCF
9.41
High:CNC
160.87CNCLow:EG
3.1EGDetails
P/E Ratio
18.58
High:CI
26.98CILow:VTRS
-14.17VTRSDetails
PEG Ratio
19.8
High:HIG
38.19HIGLow:BAYN.DE
-61.25BAYN.DEDetails
Price/Book
1.75
High:BMY
6.12BMYLow:VTRS
0.48VTRSDetails
Price/Sales
0.67
High:ACGL
2.1ACGLLow:CNC
0.19CNCDetails
Price/CF
6.4
High:CNC
197.47CNCLow:EG
2.9EGDetails
Price/FCF
9.41
High:CNC
160.87CNCLow:EG
3.1EGDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-12.92% | Dec 2024 | - | 5 |
-9.48% | Jun 2022 | Oct 2022 | 4 |
-8.29% | Apr 2024 | Jul 2024 | 3 |
-6.66% | Feb 2023 | Jul 2023 | 5 |
-6.61% | Jun 2021 | Dec 2021 | 6 |
-4.11% | Oct 2024 | Nov 2024 | 1 |
-3.97% | Aug 2023 | Dec 2023 | 4 |
-3.32% | Dec 2022 | Jan 2023 | 1 |
-3.12% | Apr 2022 | May 2022 | 1 |