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0%
Today
-6.33%
This Month
-11.7%
Year To Date
+18.46%
2 Years
+20.04%
5 Years
+7.33%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💇♀️ Consumer Services24.14%
- 🛍️ Retail Trade21.2%
- 💵 Cash11.04%
- 🧬 Health Technology7.29%
- 🍞 Consumer Non Durables7.18%
- 💼 Commercial Services6.93%
- 🖥️ Technology Services6.51%
- 📡 Communications3.74%
- 🚗 Consumer Durables3.65%
- 🏥 Health Services2.92%
- 💻 Electronic Technology2.32%
- 🛠️ Producer Manufacturing2.02%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE47.27%
- 🇺🇸 Nasdaq40.64%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States82.12%
- 🇮🇱 Israel3.74%
- 🇲🇽 Mexico2.05%
Dividends
Dividend Yield
2.52%
19 out of 28 instruments pay dividend.
3 dividend payments in the next 30 days.
Highest Dividend: $BWMX (14.18%)
Dividend Yield Breakdown
Instrument | Portfolio Yield | Company Yield | Per Share |
|---|---|---|---|
 MO | 0.35% | 6.95% | $3.92 |
 BWMX | 0.29% | 14.18% | $1.39 |
 SSTK | 0.23% | 8.03% | $1.14 |
 ITRN | 0.19% | 5.01% | $1.17 |
 IPG | 0.15% | 5.51% | $1.28 |
 SIRI | 0.13% | 5.3% | $0.1 |
 MED.US | 0.13% | 8.09% | $6.59 |
 BKE | 0.13% | 4.05% | $1.4 |
 PINC | 0.13% | 4.35% | $0.84 |
 TPR | 0.12% | 2.2% | $1.4 |
 HPQ | 0.11% | 4.74% | $1.1 |
 HRB | 0.11% | 2.29% | $1.28 |
 OMC | 0.1% | 3.82% | $2.8 |
 BBWI | 0.09% | 2.81% | $0.8 |
 PRDO | 0.08% | 1.98% | $0.44 |
 BBW | 0.07% | 2.21% | $0.4 |
 FOXA | 0.05% | 1.13% | $0.52 |
 IDCC | 0.04% | 1% | $1.6 |
 ASO | 0.03% | 1.22% | $0.4 |
Performance Metrics
Score 4.7/10
Beta
0.77
0.77
0
0.8
1.2
0
2
Sharpe Ratio
0.32
0.32
0
0.5
1
1.5
1.5
Sortino Ratio
0.55
0.55
0
1
2
3
3
Jensen's Alpha
1.13
1.13
-2
0
2
4.5
4.5
Omega Ratio
0.99
0.99
0
1
1.5
2.5
2.5
Treynor Ratio
0.57
0.57
0
0.75
1.25
2
2
Information Ratio
-0.01
-0.01
-1
0.3
0.6
1
1
Calmar Ratio
0.62
0.62
0
0.3
0.6
1
1
Beta
0.77
0.77
0
0.8
1.2
0
2
Sharpe Ratio
0.32
0.32
0
0.5
1
1.5
1.5
Sortino Ratio
0.55
0.55
0
1
2
3
3
Jensen's Alpha
1.13
1.13
-2
0
2
4.5
4.5
Omega Ratio
0.99
0.99
0
1
1.5
2.5
2.5
Treynor Ratio
0.57
0.57
0
0.75
1.25
2
2
Information Ratio
-0.01
-0.01
-1
0.3
0.6
1
1
Calmar Ratio
0.62
0.62
0
0.3
0.6
1
1
Portfolio Valuation
Based on weighted open stock positions
P/E Ratio
10.61
High:
INVA
87.33INVALow:
PINC
-194.66PINCDetails
PEG Ratio
137.17
High:
PRDO
764.98PRDOLow:
FOXA
5.77FOXADetails
Price/Book
7.47
High:
FTDR
12.49FTDRLow:
MO
-43.94MODetails
Price/Sales
1.79
High:
IDCC
7.1IDCCLow:
AMCX
0.11AMCXDetails
Price/CF
9.89
High:
SSTK
34.76SSTKLow:AMCX
1.21AMCXDetails
Price/FCF
24.12
High:
BKE
1,399.26BKELow:AMCX
1.38AMCXDetails
P/E Ratio
10.61
High:INVA
87.33INVALow:PINC
-194.66PINCDetails
PEG Ratio
137.17
High:PRDO
764.98PRDOLow:FOXA
5.77FOXADetails
Price/Book
7.47
High:FTDR
12.49FTDRLow:MO
-43.94MODetails
Price/Sales
1.79
High:IDCC
7.1IDCCLow:AMCX
0.11AMCXDetails
Price/CF
9.89
High:SSTK
34.76SSTKLow:AMCX
1.21AMCXDetails
Price/FCF
24.12
High:BKE
1,399.26BKELow:AMCX
1.38AMCXDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-13.44% | Dec 2024 | - | 5 |
-12.7% | Apr 2022 | Nov 2022 | 7 |
-7.24% | Aug 2023 | Dec 2023 | 4 |
-5.71% | Dec 2022 | Jan 2023 | 1 |
-5.57% | Apr 2024 | Jul 2024 | 3 |
-5.35% | Mar 2023 | Jun 2023 | 3 |
-1.34% | Aug 2024 | Nov 2024 | 3 |