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-5.41%
This Month
+1.33%
Year To Date
+13.28%
2 Years
+15.73%
5 Years
+29.71%
10 Years
+2.85%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 🍞 Consumer Non Durables18.76%
- 🧬 Health Technology17.68%
- 💻 Electronic Technology12.52%
- 🖥️ Technology Services10.01%
- 💰 Finance8.38%
- 🧪 Process Industries8.3%
- 🛠️ Producer Manufacturing7.21%
- 💇♀️ Consumer Services4.62%
- 📦 Distribution Services2.6%
- 🛍️ Retail Trade2.47%
- 💼 Commercial Services2.44%
- ⚡ Utilities2.36%
- 🪨 Non Energy Minerals1.57%
- 🚚 Transportation1.02%
- 💵 Cash0.05%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE55.48%
- 🇺🇸 Nasdaq14.98%
- 🇫🇷 Euronext Paris6.03%
- 🇬🇧 LSE5.65%
- 🇨🇭 SIX4.14%
- 🇩🇪 FRA3.81%
- 🇸🇪 Stockholm Stock Exchange3.2%
- 🇳🇱 Euronext Amsterdam2.88%
- 🇩🇰 Copenhagen Stock Exchange2.43%
- 🇦🇺 Sydney1.35%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States59.78%
- 🇨🇭 Switzerland5.57%
- 🇫🇷 France4.66%
- 🇨🇦 Canada4.2%
- 🇰🇷 South Korea3.85%
- 🇩🇪 Germany3.81%
- 🇸🇪 Sweden3.2%
- 🇳🇱 Netherlands2.88%
- 🇦🇺 Australia2.86%
- 🇬🇧 United Kingdom2.86%
- 🇮🇪 Ireland2.48%
- 🇩🇰 Denmark2.43%
- 🇱🇺 Luxembourg1.37%
Dividends
Dividend Yield
1.92%
79 out of 87 instruments pay dividend.
0 dividend payments in the next 30 days.
Highest Dividend: $GIS (5.6%)
Dividend Yield Breakdown
Instrument | Portfolio Yield | Company Yield | Per Share |
|---|---|---|---|
 BNS | 0.08% | 4.33% | $3.09 |
 UGI | 0.06% | 4.09% | $1.5 |
 BHP | 0.05% | 3.37% | $3.01 |
 NOVO-B.CO | 0.05% | 4.69% | $9.4 |
 GIS | 0.04% | 5.6% | $2.36 |
 PEP | 0.04% | 3.49% | $5.15 |
 ULVR.L | 0.04% | 3.38% | $1.47 |
 FTS | 0.04% | 3.17% | $1.73 |
 CBA.ASX | 0.04% | 2.86% | $4.55 |
 NESN.ZU | 0.04% | 3.83% | $3 |
 CLX | 0.04% | 4.26% | $4.8 |
 ROG.ZU | 0.04% | 2.75% | $9.6 |
 MDT.US | 0.04% | 2.97% | $2.77 |
 JNJ | 0.04% | 2.13% | $4.81 |
 SBUX | 0.04% | 2.55% | $2.24 |
 FPE.DE | 0.03% | 3.86% | $1.1 |
 AMGN | 0.03% | 2.57% | $8.76 |
 CSCO | 0.03% | 2.05% | $1.58 |
 WFC | 0.03% | 2.1% | $1.4 |
 PG | 0.03% | 2.69% | $3.83 |
 KO | 0.03% | 2.64% | $1.89 |
 ATCO-A.ST | 0.03% | 2.72% | $2.8 |
 APD | 0.03% | 2.63% | $7.04 |
 HRL | 0.03% | 4.79% | $1.12 |
 COLO-B.CO | 0.03% | 4.94% | $21 |
 ITW | 0.03% | 2.23% | $5.6 |
 NEE | 0.03% | 2.52% | $1.97 |
 AFL | 0.03% | 2.11% | $1.84 |
 BDX | 0.03% | 2.46% | $3.76 |
 NVS | 0.03% | 1.88% | $3.2 |
 OR.PA | 0.03% | 1.91% | $6.6 |
 SYY | 0.03% | 2.52% | $2.01 |
 DGE.L | 0.03% | 4.09% | $0.81 |
 AI.PA | 0.03% | 2.15% | $2.91 |
 SMSN.L | 0.03% | 0.66% | $23.68 |
 HD | 0.03% | 2.55% | $8.52 |
 MCD | 0.02% | 2.2% | $6.53 |
 ADP | 0.02% | 3% | $5.45 |
 NKE | 0.02% | 2.75% | $1.45 |
 CNI | 0.02% | 2.36% | $2.42 |
 MKC | 0.02% | 2.79% | $1.62 |
 EL.PA | 0.02% | 1.82% | $3.95 |
 EMR | 0.02% | 1.51% | $2.1 |
 BF.A | 0.02% | 3.41% | $0.86 |
 GIVN.ZU | 0.02% | 2.45% | $68 |
 MC.PA | 0.02% | 2.56% | $13 |
 HEIA.NV | 0.02% | 2.6% | $1.73 |
 CL | 0.02% | 2.19% | $1.96 |
 YUM | 0.02% | 1.83% | $2.55 |
 BC8.DE | 0.02% | 2.1% | $0.7 |
 ORCL | 0.02% | 1.31% | $1.6 |
 SAP.DE | 0.02% | 1.48% | $2.2 |
 ATR | 0.02% | 1.36% | $1.64 |
 HEXA-B.ST | 0.02% | 1.51% | $1.53 |
 ZTS | 0.02% | 1.65% | $1.67 |
 NSIS-B.CO | 0.01% | 1.74% | $6.2 |
 DIS | 0.01% | 1.46% | $0.75 |
 CHD | 0.01% | 1.16% | $1.11 |
 LIN | 0.01% | 1.23% | $5.33 |
 ASML.NV | 0.01% | 0.62% | $6.1 |
 APH | 0.01% | 0.61% | $0.44 |
 IEX | 0.01% | 1.36% | $2.61 |
 ERF.PA | 0.01% | 0.9% | $1 |
 PH | 0.01% | 0.73% | $6.07 |
 LISP.ZU | 0.01% | 1.23% | $140 |
 RMD | 0.01% | 0.9% | $1.92 |
 SYK | 0.01% | 0.91% | $3.15 |
 TT | 0.01% | 0.88% | $3.27 |
 ECL | 0.01% | 0.93% | $2.24 |
 NIBEB.ST | 0.01% | 0.96% | $0.65 |
 V | 0.01% | 0.78% | $2.01 |
 BEI.DE | 0.01% | 1.2% | $1 |
 MSFT | 0.01% | 0.86% | $3 |
 SPGI | 0.01% | 0.87% | $3.62 |
 DHR | 0.01% | 0.67% | $1.05 |
 SHW | 0.01% | 0.91% | $2.64 |
 MA | 0.01% | 0.62% | $2.46 |
 GOOG | 0.01% | 0.28% | $0.2 |
 TMO | 0% | 0.35% | $1.48 |
Next Dividends
Stock | Type | Date | Pay Per Share |
|---|
Performance Metrics
Score 2.9/10
Beta
1.22
1.22
0
0.8
1.2
0
2
Sharpe Ratio
0.18
0.18
0
0.5
1
1.5
1.5
Sortino Ratio
0.27
0.27
0
1
2
3
3
Jensen's Alpha
-8.38
-8.38
-9
0
2
4.5
4.5
Omega Ratio
0.74
0.74
0
1
1.5
2.5
2.5
Treynor Ratio
0.35
0.35
0
0.75
1.25
2
2
Information Ratio
-0.28
-0.28
-1
0.3
0.6
1
1
Calmar Ratio
0.07
0.07
0
0.3
0.6
1
1
Beta
1.22
1.22
0
0.8
1.2
0
2
Sharpe Ratio
0.18
0.18
0
0.5
1
1.5
1.5
Sortino Ratio
0.27
0.27
0
1
2
3
3
Jensen's Alpha
-8.38
-8.38
-9
0
2
4.5
4.5
Omega Ratio
0.74
0.74
0
1
1.5
2.5
2.5
Treynor Ratio
0.35
0.35
0
0.75
1.25
2
2
Information Ratio
-0.28
-0.28
-1
0.3
0.6
1
1
Calmar Ratio
0.07
0.07
0
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
27.42
High:
PLTR
242.08PLTRLow:APD
-182.73APDDetails
PEG Ratio
514.06
High:MKC
21,917.81MKCLow:
ABAT
-15.72ABATDetails
Price/Book
5.95
High:CL
1,413.65CLLow:MCD
-131.7MCDDetails
Price/Sales
5.11
High:PLTR
88.09PLTRLow:LISP.ZU
0.51LISP.ZUDetails
Price/CF
18.26
High:PLTR
214.31PLTRLow:LISP.ZU
4LISP.ZUDetails
Price/FCF
53.12
High:PEP
5,797.72PEPLow:WFC
9.21WFCDetails
P/E Ratio
27.42
High:PLTR
242.08PLTRLow:APD
-182.73APDDetails
PEG Ratio
514.06
High:MKC
21,917.81MKCLow:ABAT
-15.72ABATDetails
Price/Book
5.95
High:CL
1,413.65CLLow:MCD
-131.7MCDDetails
Price/Sales
5.11
High:PLTR
88.09PLTRLow:LISP.ZU
0.51LISP.ZUDetails
Price/CF
18.26
High:PLTR
214.31PLTRLow:LISP.ZU
4LISP.ZUDetails
Price/FCF
53.12
High:PEP
5,797.72PEPLow:WFC
9.21WFCDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-53.11% | Sep 2017 | - | 103 |
-4.28% | Jul 2017 | Aug 2017 | 1 |