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-0.96%
This Month
+11.05%
Year To Date
+21.05%
2 Years
+18.76%
5 Years
+30.64%
10 Years
+5.22%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 📊 ETFs75.71%
- ⚡ Utilities5.84%
- 🍞 Consumer Non Durables5.78%
- 💰 Finance3.45%
- 🧬 Health Technology2.81%
- 💵 Cash2.01%
- 📦 Distribution Services1.12%
- 💼 Commercial Services0.8%
- ⛏️ Energy Minerals0.7%
- 🖥️ Technology Services0.64%
- 🧪 Process Industries0.52%
- 📡 Communications0.42%
- 💻 Electronic Technology0.34%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE53.55%
- 🇺🇸 Nasdaq40.69%
- 🇮🇹 Borsa Italiana2.05%
- 🇩🇪 FRA1.58%
- 🇺🇸 Chicago Board Options Exchange0.26%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States18.8%
- 🇮🇹 Italy2.05%
- 🇩🇪 Germany1.58%
Dividends
Dividend Yield
0.57%
31 out of 47 instruments pay dividend.
2 dividend payments in the next 30 days.
Highest Dividend: $DOW (9.18%)
Dividend Yield Breakdown
Instrument | Portfolio Yield | Company Yield | Per Share |
|---|---|---|---|
 ENEL.MI | 0.05% | 5.55% | $0.43 |
 PFE | 0.05% | 6.71% | $1.66 |
 ALV.DE | 0.05% | 4.2% | $13.8 |
 ENI.MI | 0.04% | 6.37% | $0.94 |
 GILD | 0.03% | 2.58% | $3.04 |
 ED | 0.02% | 3.55% | $3.28 |
 BMY | 0.02% | 4.78% | $2.34 |
 BK | 0.02% | 1.77% | $1.68 |
 MRK | 0.02% | 3.27% | $3.04 |
 INGR | 0.02% | 2.97% | $3.12 |
 VST | 0.02% | 0.51% | $0.85 |
 UNM | 0.02% | 2.4% | $1.46 |
 DOW | 0.02% | 9.18% | $2.8 |
 T | 0.02% | 4.39% | $1.11 |
 EXC | 0.02% | 3.65% | $1.48 |
 TROW | 0.02% | 4.85% | $4.92 |
 RL | 0.02% | 0.98% | $3.08 |
 CLX | 0.02% | 4.71% | $4.8 |
 TSN | 0.02% | 3.6% | $1.96 |
 FIS | 0.02% | 2.46% | $1.76 |
 VFC | 0.01% | 1.94% | $0.57 |
 DD | 0.01% | 3.61% | $1.48 |
 CAH | 0.01% | 1.03% | $2.01 |
 IFF | 0.01% | 2.44% | $2.42 |
 COLM | 0.01% | 2.2% | $1.2 |
 NKE | 0.01% | 2.45% | $1.45 |
 BEI.DE | 0.01% | 1.11% | $1 |
 CPR.MI | 0% | 1.13% | $0.07 |
 GPN | 0% | 1.27% | $1 |
 PYPL | 0% | 0.23% | - |
 Q | 0% | -0.07% | - |
Performance Metrics
Score 3.4/10
Beta
0.45
0.45
0
0.8
1.2
0
2
Sharpe Ratio
0.26
0.26
0
0.5
1
1.5
1.5
Sortino Ratio
0.37
0.37
0
1
2
3
3
Jensen's Alpha
-3.47
-3.47
-4
0
2
4.5
4.5
Omega Ratio
0.46
0.46
0
1
1.5
2.5
2.5
Treynor Ratio
0.48
0.48
0
0.75
1.25
2
2
Information Ratio
-0.97
-0.97
-1
0.3
0.6
1
1
Calmar Ratio
0.27
0.27
0
0.3
0.6
1
1
Beta
0.45
0.45
0
0.8
1.2
0
2
Sharpe Ratio
0.26
0.26
0
0.5
1
1.5
1.5
Sortino Ratio
0.37
0.37
0
1
2
3
3
Jensen's Alpha
-3.47
-3.47
-4
0
2
4.5
4.5
Omega Ratio
0.46
0.46
0
1
1.5
2.5
2.5
Treynor Ratio
0.48
0.48
0
0.75
1.25
2
2
Information Ratio
-0.97
-0.97
-1
0.3
0.6
1
1
Calmar Ratio
0.27
0.27
0
0.3
0.6
1
1
Portfolio Valuation
Based on weighted open stock positions
P/E Ratio
17.77
High:
FIS
206.49FISLow:
IFF
-41.06IFFDetails
PEG Ratio
134
High:
TROW
2,738.94TROWLow:IFF
-49.89IFFDetails
Price/Book
3.07
High:
VST
21.81VSTLow:
CLX
-581.76CLXDetails
Price/Sales
1.31
High:
GILD
5.29GILDLow:
CAH
0.2CAHDetails
Price/CF
7.54
High:
NKE
32.45NKELow:
ALV.DE
2.73ALV.DEDetails
Price/FCF
15.59
High:
ENEL.MI
502.5ENEL.MILow:ALV.DE
3.38ALV.DEDetails
P/E Ratio
17.77
High:FIS
206.49FISLow:IFF
-41.06IFFDetails
PEG Ratio
134
High:TROW
2,738.94TROWLow:IFF
-49.89IFFDetails
Price/Book
3.07
High:VST
21.81VSTLow:CLX
-581.76CLXDetails
Price/Sales
1.31
High:GILD
5.29GILDLow:CAH
0.2CAHDetails
Price/CF
7.54
High:NKE
32.45NKELow:ALV.DE
2.73ALV.DEDetails
Price/FCF
15.59
High:ENEL.MI
502.5ENEL.MILow:ALV.DE
3.38ALV.DEDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-18.12% | Jan 2022 | Jul 2024 | 30 |
-4.93% | Dec 2024 | Aug 2025 | 8 |
-4.85% | Aug 2020 | May 2021 | 9 |
-1.99% | Sep 2021 | Dec 2021 | 3 |
-1.95% | Oct 2024 | Nov 2024 | 1 |
-0.96% | Dec 2025 | - | 1 |