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0%
Today
+1.88%
This Month
+3.45%
Year To Date
+6.45%
2 Years
+80.08%
5 Years
+13.99%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💰 Finance41.92%
- 🧪 Process Industries21.56%
- 💵 Cash6.93%
- 💇♀️ Consumer Services6.6%
- 📦 Distribution Services6.38%
- 🖥️ Technology Services4.42%
- 🛍️ Retail Trade4.22%
- 🛠️ Producer Manufacturing3.12%
- 🧬 Health Technology2.93%
- 🍞 Consumer Non Durables2.74%
- 🪨 Non Energy Minerals0.23%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE82.88%
- 🇺🇸 Nasdaq11.01%
- 🇬🇧 LSE0.23%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States81.58%
- 🇬🇧 United Kingdom11.67%
- 🇩🇰 Denmark0.88%
Dividends
Dividend Yield
4.44%
19 out of 20 instruments pay dividend.
4 dividend payments in the next 30 days.
Highest Dividend: $EVR.L (17.85%)
Dividend Yield Breakdown
Instrument | Portfolio Yield | Company Yield | Per Share |
|---|---|---|---|
 LYB | 0.81% | 8.46% | $5.09 |
 IIPR | 0.77% | 13.7% | $7.34 |
 SPG | 0.74% | 5.11% | $7.75 |
 O | 0.4% | 5.54% | $3.09 |
 DLR | 0.37% | 2.86% | $4.88 |
 ADM | 0.31% | 3.7% | $1.9 |
 GPC | 0.2% | 3.2% | $3.9 |
 CVS | 0.17% | 3.97% | $2.54 |
 SBUX | 0.12% | 2.53% | $2.24 |
 BTI | 0.11% | 6.28% | $2.92 |
 APD | 0.09% | 2.44% | $7.04 |
 MRK | 0.08% | 3.93% | $3.04 |
 HII | 0.07% | 2.16% | $5.14 |
 CMCSA | 0.06% | 3.56% | $1.2 |
 EVR.L | 0.04% | 17.85% | - |
 BAC | 0.04% | 2.21% | $0.96 |
 GOOG | 0.02% | 0.46% | $0.2 |
 NKE | 0.02% | 2.12% | $1.45 |
 NVO | 0.01% | 1.7% | $0.98 |
Performance Metrics
Score 5.4/10
Beta
0.79
0.79
0
0.8
1.2
0
2
Sharpe Ratio
0.56
0.56
0
0.5
1
1.5
1.5
Sortino Ratio
1.07
1.07
0
1
2
3
3
Jensen's Alpha
0.57
0.57
-2
0
2
4.5
4.5
Omega Ratio
0.9
0.9
0
1
1.5
2.5
2.5
Treynor Ratio
1.17
1.17
0
0.75
1.25
2
2
Information Ratio
-0.14
-0.14
-1
0.3
0.6
1
1
Calmar Ratio
0.64
0.64
0
0.3
0.6
1
1
Beta
0.79
0.79
0
0.8
1.2
0
2
Sharpe Ratio
0.56
0.56
0
0.5
1
1.5
1.5
Sortino Ratio
1.07
1.07
0
1
2
3
3
Jensen's Alpha
0.57
0.57
-2
0
2
4.5
4.5
Omega Ratio
0.9
0.9
0
1
1.5
2.5
2.5
Treynor Ratio
1.17
1.17
0
0.75
1.25
2
2
Information Ratio
-0.14
-0.14
-1
0.3
0.6
1
1
Calmar Ratio
0.64
0.64
0
0.3
0.6
1
1
Portfolio Valuation
Based on weighted open stock positions
P/E Ratio
20.36
High:
DLR
158.78DLRLow:
EVR.L
0.61EVR.LDetails
PEG Ratio
756.32
High:
O
2,011.8OLow:EVR.L
0.26EVR.LDetails
Price/Book
4
High:
SPG
20.8SPGLow:
SBUX
-14.15SBUXDetails
Price/Sales
2.61
High:DLR
10.46DLRLow:
CVS
0.22CVSDetails
Price/CF
13.34
High:
HII
40.09HIILow:EVR.L
3.5EVR.LDetails
Price/FCF
31.8
High:SBUX
1,256.06SBUXLow:
BAC
12.09BACDetails
P/E Ratio
20.36
High:DLR
158.78DLRLow:EVR.L
0.61EVR.LDetails
PEG Ratio
756.32
High:O
2,011.8OLow:EVR.L
0.26EVR.LDetails
Price/Book
4
High:SPG
20.8SPGLow:SBUX
-14.15SBUXDetails
Price/Sales
2.61
High:DLR
10.46DLRLow:CVS
0.22CVSDetails
Price/CF
13.34
High:HII
40.09HIILow:EVR.L
3.5EVR.LDetails
Price/FCF
31.8
High:SBUX
1,256.06SBUXLow:BAC
12.09BACDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-19.6% | Jul 2021 | Jul 2023 | 24 |
-15.26% | Dec 2024 | - | 8 |
-12.88% | Aug 2023 | Dec 2023 | 4 |
-8.25% | Sep 2020 | Nov 2020 | 2 |
-2.49% | Jan 2024 | Mar 2024 | 2 |
-2.45% | Jul 2020 | Aug 2020 | 1 |
-2.02% | Apr 2024 | May 2024 | 1 |
-1.03% | Jun 2024 | Jul 2024 | 1 |
-0.41% | Oct 2024 | Nov 2024 | 1 |