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-0.76%
Today
-3.05%
This Month
-1.79%
Year To Date
+13.55%
2 Years
+97.35%
5 Years
+15.1%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💰 Finance57.72%
- 🚗 Consumer Durables16.31%
- 💼 Commercial Services10.26%
- 🧬 Health Technology7.93%
- 💵 Cash5.32%
- 🏥 Health Services1.9%
- 📡 Communications1.79%
- 💇♀️ Consumer Services0.2%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE85.13%
- 🇺🇸 Nasdaq8.76%
- 🇩🇪 FRA2.21%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States76.44%
- 🇧🇲 Bermuda17.45%
- 🇩🇪 Germany2.21%
Dividends
Dividend Yield
1.84%
15 out of 18 instruments pay dividend.
4 dividend payments in the next 30 days.
Highest Dividend: $VTRS (5.38%)
Dividend Yield Breakdown
Instrument | Portfolio Yield | Company Yield | Per Share |
|---|---|---|---|
 UNM | 0.37% | 2.14% | $1.46 |
 STT | 0.27% | 2.88% | $2.76 |
 BMY | 0.24% | 5.28% | $2.34 |
 CI | 0.19% | 1.98% | $5.26 |
 EG | 0.13% | 2.41% | $7.25 |
 LEN | 0.11% | 1.83% | $1.75 |
 HIG | 0.1% | 1.67% | $1.84 |
 LNC | 0.1% | 5.24% | $1.8 |
 PHM | 0.08% | 0.79% | $0.76 |
 T | 0.07% | 4.06% | $1.11 |
 G | 0.07% | 1.47% | $0.58 |
 GPN | 0.07% | 1.23% | $1 |
 VTRS | 0.06% | 5.38% | $0.48 |
 BAYN.DE | 0.01% | 0.4% | $0.11 |
 MRP | -0.03% | -3.44% | - |
Performance Metrics
Score 7.1/10
Beta
0.54
0.54
0
0.8
1.2
0
2
Sharpe Ratio
0.83
0.83
0
0.5
1
1.5
1.5
Sortino Ratio
1.48
1.48
0
1
2
3
3
Jensen's Alpha
6.89
6.89
-2
0
2
7
7
Omega Ratio
1.06
1.06
0
1
1.5
2.5
2.5
Treynor Ratio
2
2
0
0.75
1.25
2
2
Information Ratio
0.09
0.09
0
0.3
0.6
1
1
Calmar Ratio
1.62
1.62
0
0.3
0.6
2
2
Beta
0.54
0.54
0
0.8
1.2
0
2
Sharpe Ratio
0.83
0.83
0
0.5
1
1.5
1.5
Sortino Ratio
1.48
1.48
0
1
2
3
3
Jensen's Alpha
6.89
6.89
-2
0
2
7
7
Omega Ratio
1.06
1.06
0
1
1.5
2.5
2.5
Treynor Ratio
2
2
0
0.75
1.25
2
2
Information Ratio
0.09
0.09
0
0.3
0.6
1
1
Calmar Ratio
1.62
1.62
0
0.3
0.6
2
2
Portfolio Valuation
Based on weighted open stock positions
P/E Ratio
13.51
High:
BMY
17.78BMYLow:
BAYN.DE
-8.32BAYN.DEDetails
PEG Ratio
40.6
High:
HIG
86.47HIGLow:BMY
9.54BMYDetails
Price/Book
1.67
High:BMY
5.54BMYLow:
CNC
0.5CNCDetails
Price/Sales
0.71
High:BMY
2.03BMYLow:CNC
0.08CNCDetails
Price/CF
7.76
High:
LEN
36.61LENLow:
EG
2.94EGDetails
Price/FCF
12.42
High:LEN
315.87LENLow:EG
3.15EGDetails
P/E Ratio
13.51
High:BMY
17.78BMYLow:BAYN.DE
-8.32BAYN.DEDetails
PEG Ratio
40.6
High:HIG
86.47HIGLow:BMY
9.54BMYDetails
Price/Book
1.67
High:BMY
5.54BMYLow:CNC
0.5CNCDetails
Price/Sales
0.71
High:BMY
2.03BMYLow:CNC
0.08CNCDetails
Price/CF
7.76
High:LEN
36.61LENLow:EG
2.94EGDetails
Price/FCF
12.42
High:LEN
315.87LENLow:EG
3.15EGDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-9.97% | Dec 2024 | - | 8 |
-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 |