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+1.16%
This Month
+12.59%
Year To Date
+18.82%
2 Years
+88.21%
5 Years
+158.63%
10 Years
-17.92%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💵 Cash41.9%
- 📊 ETFs15.18%
- 🍞 Consumer Non Durables6.58%
- 🚗 Consumer Durables5.82%
- ⛏️ Energy Minerals5.08%
- 🧬 Health Technology4.98%
- 🪨 Non Energy Minerals4.93%
- 🖥️ Technology Services4.07%
- 🏥 Health Services3.58%
- 🛠️ Producer Manufacturing1.92%
- 💰 Finance1.56%
- 🏭 Industrial Services1.4%
- 💇♀️ Consumer Services1.4%
- 📦 Distribution Services1.04%
- 🛍️ Retail Trade0.64%
- 🧪 Process Industries0.34%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE38.55%
- 🇺🇸 Nasdaq12.81%
- 🇩🇪 FRA5.82%
- 🇳🇱 Euronext Amsterdam0.9%
- 🇫🇷 Euronext Paris0.43%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States22.78%
- 🇧🇷 Brazil5.88%
- 🇩🇪 Germany5.82%
- 🇨🇦 Canada2.36%
- 🇮🇪 Ireland1.75%
- 🇱🇺 Luxembourg1.41%
- 🇬🇧 United Kingdom1.35%
- 🇳🇱 Netherlands0.9%
- 🇨🇳 China0.64%
- 🇫🇷 France0.43%
Dividends
Dividend Yield
1.88%
25 out of 30 instruments pay dividend.
1 dividend payments in the next 30 days.
Highest Dividend: $FMC (17.46%)
Dividend Yield Breakdown
Instrument | Portfolio Yield | Company Yield | Per Share |
|---|---|---|---|
 VALE | 0.33% | 9.36% | $1.33 |
 PBR | 0.23% | 9.81% | $1.73 |
 PAH3.DE | 0.14% | 4.8% | $2.56 |
 CHRD | 0.12% | 5.38% | $5 |
 TX | 0.1% | 6.99% | $3.3 |
 UNH | 0.09% | 2.62% | $7.74 |
 PFE | 0.09% | 6.71% | $1.66 |
 EPD | 0.09% | 6.62% | $2.03 |
 P911.DE | 0.09% | 4.91% | $2.31 |
 BMY | 0.08% | 4.78% | $2.34 |
 SIRI | 0.07% | 5% | $0.1 |
 VOW3.DE | 0.06% | 6.07% | $9.06 |
 DEO | 0.06% | 4.55% | $3.99 |
 FMC | 0.06% | 17.46% | $2.32 |
 IPAR | 0.04% | 3.9% | $2.75 |
 ACN | 0.04% | 2.27% | $4.99 |
 KO | 0.03% | 2.9% | $1.89 |
 STZ | 0.03% | 2.97% | $3.68 |
 TTE.PA | 0.03% | 5.89% | $3.06 |
 WKL.NV | 0.02% | 2.66% | $2.08 |
 JNJ | 0.02% | 2.55% | $4.81 |
 POOL | 0.02% | 2.06% | $4.5 |
 JD.US | 0.02% | 3.28% | $0.74 |
 BRKR | 0% | 0.41% | $0.2 |
 KNSL | 0% | 0.19% | $0.58 |
Performance Metrics
Score 6.1/10
Beta
0.53
0.53
0
0.8
1.2
0
2
Sharpe Ratio
0.61
0.61
0
0.5
1
1.5
1.5
Sortino Ratio
1.18
1.18
0
1
2
3
3
Jensen's Alpha
2.18
2.18
-2
0
2
4.5
4.5
Omega Ratio
0.83
0.83
0
1
1.5
2.5
2.5
Treynor Ratio
1.29
1.29
0
0.75
1.25
2
2
Information Ratio
-0.24
-0.24
-1
0.3
0.6
1
1
Calmar Ratio
0.61
0.61
0
0.3
0.6
1
1
Beta
0.53
0.53
0
0.8
1.2
0
2
Sharpe Ratio
0.61
0.61
0
0.5
1
1.5
1.5
Sortino Ratio
1.18
1.18
0
1
2
3
3
Jensen's Alpha
2.18
2.18
-2
0
2
4.5
4.5
Omega Ratio
0.83
0.83
0
1
1.5
2.5
2.5
Treynor Ratio
1.29
1.29
0
0.75
1.25
2
2
Information Ratio
-0.24
-0.24
-1
0.3
0.6
1
1
Calmar Ratio
0.61
0.61
0
0.3
0.6
1
1
Portfolio Valuation
Based on weighted open stock positions
P/E Ratio
24.6
High:
P911.DE
44.72P911.DELow:
BRKR
-309.53BRKRDetails
PEG Ratio
88.83
High:
ACN
358.44ACNLow:
TX
2.25TXDetails
Price/Book
2.38
High:
WKL.NV
23.46WKL.NVLow:
VOW3.DE
0.31VOW3.DEDetails
Price/Sales
1.15
High:
KO
6.36KOLow:VOW3.DE
0.16VOW3.DEDetails
Price/CF
9.81
High:
FMC
164.34FMCLow:
PBR
2.49PBRDetails
Price/FCF
33.16
High:P911.DE
595.63P911.DELow:
BMY
8.93BMYDetails
P/E Ratio
24.6
High:P911.DE
44.72P911.DELow:BRKR
-309.53BRKRDetails
PEG Ratio
88.83
High:ACN
358.44ACNLow:TX
2.25TXDetails
Price/Book
2.38
High:WKL.NV
23.46WKL.NVLow:VOW3.DE
0.31VOW3.DEDetails
Price/Sales
1.15
High:KO
6.36KOLow:VOW3.DE
0.16VOW3.DEDetails
Price/CF
9.81
High:FMC
164.34FMCLow:PBR
2.49PBRDetails
Price/FCF
33.16
High:P911.DE
595.63P911.DELow:BMY
8.93BMYDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-98.03% | Jan 2011 | - | 180 |