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-0.41%
This Month
+10.11%
Year To Date
+19.49%
2 Years
+24.05%
5 Years
+27.65%
10 Years
+2.75%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 🍞 Consumer Non Durables19.14%
- 🧬 Health Technology18.18%
- 🖥️ Technology Services12.19%
- 💻 Electronic Technology10.64%
- 💰 Finance8.56%
- 🧪 Process Industries8.08%
- 🛠️ Producer Manufacturing6.74%
- 💇♀️ Consumer Services4.46%
- 🛍️ Retail Trade2.6%
- 📦 Distribution Services2.55%
- 💼 Commercial Services2.48%
- ⚡ Utilities2.21%
- 🪨 Non Energy Minerals1.21%
- 🚚 Transportation0.95%
- 💵 Cash0.02%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE55.5%
- 🇺🇸 Nasdaq15.39%
- 🇫🇷 Euronext Paris6.76%
- 🇩🇪 FRA4.56%
- 🇨🇭 SIX4.11%
- 🇬🇧 LSE4.11%
- 🇸🇪 Stockholm Stock Exchange3.28%
- 🇩🇰 Copenhagen Stock Exchange2.58%
- 🇳🇱 Euronext Amsterdam2.52%
- 🇦🇺 Sydney1.16%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States60.97%
- 🇫🇷 France5.5%
- 🇨🇭 Switzerland5.33%
- 🇩🇪 Germany4.56%
- 🇨🇦 Canada4.02%
- 🇸🇪 Sweden3.28%
- 🇬🇧 United Kingdom2.81%
- 🇮🇪 Ireland2.58%
- 🇩🇰 Denmark2.58%
- 🇳🇱 Netherlands2.52%
- 🇦🇺 Australia2.37%
- 🇰🇷 South Korea2.2%
- 🇱🇺 Luxembourg1.26%
Dividends
Dividend Yield
1.93%
80 out of 86 instruments pay dividend.
4 dividend payments in the next 30 days.
Highest Dividend: $GIS (5.31%)
Dividend Yield Breakdown
Instrument | Portfolio Yield | Company Yield | Per Share |
|---|---|---|---|
 BNS | 0.08% | 4.37% | $3.09 |
 UGI | 0.07% | 4.01% | $1.5 |
 GIS | 0.05% | 5.31% | $2.36 |
 PEP | 0.05% | 3.88% | $5.15 |
 BHP | 0.04% | 3.68% | $3.01 |
 ULVR.L | 0.04% | 3.51% | $1.47 |
 FTS | 0.04% | 3.51% | $1.73 |
 CLX | 0.04% | 4.71% | $4.8 |
 NESN.ZU | 0.04% | 3.86% | $3 |
 MDT.US | 0.04% | 2.77% | $2.77 |
 JNJ | 0.04% | 2.55% | $4.81 |
 ROG.ZU | 0.04% | 3.14% | $9.6 |
 CBA.ASX | 0.04% | 3.15% | $4.55 |
 SBUX | 0.04% | 2.89% | $2.24 |
 FPE.DE | 0.04% | 3.89% | $1.1 |
 AMGN | 0.04% | 2.83% | $8.76 |
 DGE.L | 0.03% | 4.77% | $0.81 |
 CSCO | 0.03% | 2.11% | $1.58 |
 PG | 0.03% | 2.87% | $3.83 |
 WFC | 0.03% | 1.9% | $1.4 |
 COLO-B.CO | 0.03% | 4.04% | $21 |
 KO | 0.03% | 2.9% | $1.89 |
 NOVO-B.CO | 0.03% | 3.72% | $9.4 |
 HRL | 0.03% | 4.82% | $1.12 |
 APD | 0.03% | 2.74% | $7.04 |
 NVS | 0.03% | 2.47% | $3.2 |
 NEE | 0.03% | 2.72% | $1.97 |
 ITW | 0.03% | 2.52% | $5.6 |
 AFL | 0.03% | 2.17% | $1.84 |
 BDX | 0.03% | 2.16% | $3.76 |
 OR.PA | 0.03% | 1.91% | $6.6 |
 SYY | 0.03% | 2.91% | $2.01 |
 SMSN.L | 0.03% | 1.18% | $23.68 |
 HD | 0.03% | 2.63% | $8.52 |
 MCD | 0.03% | 2.33% | $6.53 |
 NKE | 0.03% | 2.45% | $1.45 |
 CNI | 0.02% | 2.59% | $2.42 |
 ADP | 0.02% | 2.44% | $5.45 |
 AI.PA | 0.02% | 2.02% | $2.91 |
 MKC | 0.02% | 2.89% | $1.62 |
 EL.PA | 0.02% | 1.3% | $3.95 |
 BF.A | 0.02% | 3.08% | $0.86 |
 EMR | 0.02% | 1.58% | $2.1 |
 MC.PA | 0.02% | 2.08% | $13 |
 HEIA.NV | 0.02% | 2.74% | $1.73 |
 CL | 0.02% | 2.66% | $1.96 |
 GIVN.ZU | 0.02% | 2.1% | $68 |
 BC8.DE | 0.02% | 1.61% | $0.7 |
 YUM | 0.02% | 1.96% | $2.55 |
 ATCO-A.ST | 0.02% | 1.79% | $2.8 |
 ORCL | 0.02% | 0.87% | $1.6 |
 SAP.DE | 0.02% | 1.12% | $2.2 |
 ATR | 0.02% | 1.5% | $1.64 |
 HEXA-B.ST | 0.02% | 1.37% | $1.53 |
 ZTS | 0.02% | 1.67% | $1.67 |
 NSIS-B.CO | 0.02% | 1.62% | $6.2 |
 CHD | 0.02% | 1.41% | $1.11 |
 LIN | 0.01% | 1.49% | $5.33 |
 IEX | 0.01% | 1.6% | $2.61 |
 ERF.PA | 0.01% | 1.02% | $1 |
 PH | 0.01% | 0.81% | $6.07 |
 LISP.ZU | 0.01% | 1.29% | $140 |
 ASML.NV | 0.01% | 0.69% | $6.1 |
 APH | 0.01% | 0.53% | $0.44 |
 SYK | 0.01% | 0.93% | $3.15 |
 RMD | 0.01% | 0.88% | $1.92 |
 TT | 0.01% | 0.94% | $3.27 |
 ECL | 0.01% | 0.98% | $2.24 |
 DIS | 0.01% | 0.95% | $0.75 |
 V | 0.01% | 0.75% | $2.01 |
 MSFT | 0.01% | 0.72% | $3 |
 SPGI | 0.01% | 0.78% | $3.62 |
 BEI.DE | 0.01% | 1.11% | $1 |
 NIBEB.ST | 0.01% | 0.82% | $0.65 |
 SHW | 0.01% | 0.95% | $2.64 |
 MA | 0.01% | 0.56% | $2.46 |
 GOOG | 0.01% | 0.26% | $0.2 |
 DHR | 0.01% | 0.54% | $1.05 |
 TMO | 0% | 0.3% | $1.48 |
 NVDA | 0% | 0.02% | $0.02 |
Performance Metrics
Score 2.8/10
Beta
1.22
1.22
0
0.8
1.2
0
2
Sharpe Ratio
0.16
0.16
0
0.5
1
1.5
1.5
Sortino Ratio
0.24
0.24
0
1
2
3
3
Jensen's Alpha
-9.27
-9.27
-10
0
2
4.5
4.5
Omega Ratio
0.72
0.72
0
1
1.5
2.5
2.5
Treynor Ratio
0.31
0.31
0
0.75
1.25
2
2
Information Ratio
-0.32
-0.32
-1
0.3
0.6
1
1
Calmar Ratio
0.05
0.05
0
0.3
0.6
1
1
Beta
1.22
1.22
0
0.8
1.2
0
2
Sharpe Ratio
0.16
0.16
0
0.5
1
1.5
1.5
Sortino Ratio
0.24
0.24
0
1
2
3
3
Jensen's Alpha
-9.27
-9.27
-10
0
2
4.5
4.5
Omega Ratio
0.72
0.72
0
1
1.5
2.5
2.5
Treynor Ratio
0.31
0.31
0
0.75
1.25
2
2
Information Ratio
-0.32
-0.32
-1
0.3
0.6
1
1
Calmar Ratio
0.05
0.05
0
0.3
0.6
1
1
Portfolio Valuation
Based on weighted open stock positions
P/E Ratio
29.95
High:
PLTR
416.09PLTRLow:
APD
-147.53APDDetails
PEG Ratio
283.54
High:
EL.PA
2,029.97EL.PALow:
UGI
8.6UGIDetails
Price/Book
6.82
High:
CL
73.07CLLow:
CLX
-581.76CLXDetails
Price/Sales
5.55
High:PLTR
117.41PLTRLow:
SYY
0.43SYYDetails
Price/CF
19.31
High:PLTR
258.05PLTRLow:
LISP.ZU
4LISP.ZUDetails
Price/FCF
53.1
High:
PEP
5,253.35PEPLow:
WFC
9.21WFCDetails
P/E Ratio
29.95
High:PLTR
416.09PLTRLow:APD
-147.53APDDetails
PEG Ratio
283.54
High:EL.PA
2,029.97EL.PALow:UGI
8.6UGIDetails
Price/Book
6.82
High:CL
73.07CLLow:CLX
-581.76CLXDetails
Price/Sales
5.55
High:PLTR
117.41PLTRLow:SYY
0.43SYYDetails
Price/CF
19.31
High:PLTR
258.05PLTRLow:LISP.ZU
4LISP.ZUDetails
Price/FCF
53.1
High:PEP
5,253.35PEPLow:WFC
9.21WFCDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-53.11% | Sep 2017 | - | 100 |
-4.28% | Jul 2017 | Aug 2017 | 1 |