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0%
Today
-4.63%
This Month
-15.47%
Year To Date
-1.03%
2 Years
-1.03%
5 Years
-1.75%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- š° Finance25.91%
- šµ Cash23.43%
- š§¬ Health Technology14.38%
- š Consumer Non Durables5.62%
- šļø Retail Trade5.6%
- š ļø Producer Manufacturing5.55%
- š„ļø Technology Services5.21%
- š” Communications5.11%
- ā Other4.95%
- šāāļø Consumer Services4.86%
Exchanges Breakdown
- Exchange
- Total
- šŗšø NYSE42.28%
- šŗšø Nasdaq24.41%
- šš° Hong Kong Exchanges5.55%
- šŗšø Chicago Board Options Exchange4.95%
Countries Breakdown
- Country
- Total
- šŗšø United States56.06%
- šØš³ China5.55%
- š®š³ India5.32%
- šÆšµ Japan5.3%
Dividends
Dividend Yield
1.47%
15 out of 15 instruments pay dividend.
2 dividend payments in the next 30 days.
Highest Dividend: $CME (4%)
Dividend Yield Breakdown
Instrument | Portfolio Yield | Company Yield | Per Share |
|---|---|---|---|
 CME | 0.21% | 4% | $9.75 |
 PM | 0.18% | 3.28% | $5.2 |
 MUFG | 0.16% | 2.97% | $0.23 |
 AMGN | 0.16% | 3.34% | $8.76 |
 GILD | 0.14% | 2.97% | $3.04 |
 ABT | 0.09% | 1.74% | $2.16 |
 PGR | 0.09% | 1.85% | $1.15 |
 BR | 0.08% | 1.46% | $3.2 |
 TJX | 0.07% | 1.21% | $1.42 |
 TMUS | 0.06% | 1.26% | $1.95 |
 01211.HK | 0.06% | 1.09% | $3.41 |
 CBOE | 0.06% | 1.21% | - |
 FOX | 0.06% | 1.21% | $0.52 |
 IBN | 0.03% | 0.61% | $0.17 |
 MA | 0.03% | 0.55% | $2.46 |
Performance Metrics
Score 4.3/10
Beta
1.32
1.32
0
0.8
1.2
0
2
Sharpe Ratio
0.15
0.15
0
0.5
1
1.5
1.5
Sortino Ratio
0.22
0.22
0
1
2
3
3
Jensen's Alpha
4.9
4.9
-2
0
2
5
5
Omega Ratio
1.28
1.28
0
1
1.5
2.5
2.5
Treynor Ratio
0.2
0.2
0
0.75
1.25
2
2
Information Ratio
0.33
0.33
0
0.3
0.6
1
1
Calmar Ratio
0.38
0.38
0
0.3
0.6
1
1
Beta
1.32
1.32
0
0.8
1.2
0
2
Sharpe Ratio
0.15
0.15
0
0.5
1
1.5
1.5
Sortino Ratio
0.22
0.22
0
1
2
3
3
Jensen's Alpha
4.9
4.9
-2
0
2
5
5
Omega Ratio
1.28
1.28
0
1
1.5
2.5
2.5
Treynor Ratio
0.2
0.2
0
0.75
1.25
2
2
Information Ratio
0.33
0.33
0
0.3
0.6
1
1
Calmar Ratio
0.38
0.38
0
0.3
0.6
1
1
Portfolio Valuation
Based on weighted open stock positions
P/E Ratio
25.41
High:
GILD
284.77GILDLow:
FOX
9.54FOXDetails
PEG Ratio
149.47
High:
BR
323.37BRLow:FOX
5.37FOXDetails
Price/Book
6.08
High:
MA
72.91MALow:
PM
-21.6PMDetails
Price/Sales
3.72
High:MA
16.88MALow:
01211.HK
1.2901211.HKDetails
Price/CF
14.33
High:MA
32.81MALow:01211.HK
5.3701211.HKDetails
Price/FCF
31.62
High:
CME
6,797.92CMELow:
PGR
9.92PGRDetails
P/E Ratio
25.41
High:GILD
284.77GILDLow:FOX
9.54FOXDetails
PEG Ratio
149.47
High:BR
323.37BRLow:FOX
5.37FOXDetails
Price/Book
6.08
High:MA
72.91MALow:PM
-21.6PMDetails
Price/Sales
3.72
High:MA
16.88MALow:01211.HK
1.2901211.HKDetails
Price/CF
14.33
High:MA
32.81MALow:01211.HK
5.3701211.HKDetails
Price/FCF
31.62
High:CME
6,797.92CMELow:PGR
9.92PGRDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-19.05% | Feb 2025 | - | 3 |
-1.41% | Dec 2024 | Jan 2025 | 1 |