Loading...
-1.07%
This Month
+9.79%
Year To Date
+13.19%
2 Years
+16.9%
5 Years
+31.22%
10 Years
+4.91%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 🏥 Health Services40.51%
- 🚚 Transportation31.51%
- 💰 Finance12.33%
- 💻 Electronic Technology11.03%
- 🖥️ Technology Services3.58%
- 💵 Cash1.11%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE78.52%
- 🇺🇸 Nasdaq20.43%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States64.15%
- 🇬🇷 Greece31.51%
- 🇨🇭 Switzerland3.3%
Dividends
Dividend Yield
3.03%
6 out of 9 instruments pay dividend.
2 dividend payments in the next 30 days.
Highest Dividend: $GSL (6.31%)
Performance Metrics
Score 5.1/10
Beta
0.28
0.28
0
0.8
1.2
0
2
Sharpe Ratio
0.19
0.19
0
0.5
1
1.5
1.5
Sortino Ratio
0.38
0.38
0
1
2
3
3
Jensen's Alpha
1.55
1.55
-2
0
2
4.5
4.5
Omega Ratio
0.82
0.82
0
1
1.5
2.5
2.5
Treynor Ratio
1.29
1.29
0
0.75
1.25
2
2
Information Ratio
-0.22
-0.22
-1
0.3
0.6
1
1
Calmar Ratio
0.2
0.2
0
0.3
0.6
1
1
Beta
0.28
0.28
0
0.8
1.2
0
2
Sharpe Ratio
0.19
0.19
0
0.5
1
1.5
1.5
Sortino Ratio
0.38
0.38
0
1
2
3
3
Jensen's Alpha
1.55
1.55
-2
0
2
4.5
4.5
Omega Ratio
0.82
0.82
0
1
1.5
2.5
2.5
Treynor Ratio
1.29
1.29
0
0.75
1.25
2
2
Information Ratio
-0.22
-0.22
-1
0.3
0.6
1
1
Calmar Ratio
0.2
0.2
0
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
31.82
High:
SNDK
51.4SNDKLow:
INTC
-191.35INTCDetails
PEG Ratio
23.79
High:
ESEA
156.29ESEALow:INTC
-222.31INTCDetails
Price/Book
4.18
High:SNDK
15.88SNDKLow:
GSL
0.76GSLDetails
Price/Sales
1.09
High:SNDK
17.61SNDKLow:
UVE
0.7UVEDetails
Price/CF
11.79
High:SNDK
23.74SNDKLow:GSL
2.69GSLDetails
Price/FCF
22.72
High:INTC
50.98INTCLow:UVE
3.05UVEDetails
P/E Ratio
31.82
High:SNDK
51.4SNDKLow:INTC
-191.35INTCDetails
PEG Ratio
23.79
High:ESEA
156.29ESEALow:INTC
-222.31INTCDetails
Price/Book
4.18
High:SNDK
15.88SNDKLow:GSL
0.76GSLDetails
Price/Sales
1.09
High:SNDK
17.61SNDKLow:UVE
0.7UVEDetails
Price/CF
11.79
High:SNDK
23.74SNDKLow:GSL
2.69GSLDetails
Price/FCF
22.72
High:INTC
50.98INTCLow:UVE
3.05UVEDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-25.42% | Sep 2020 | - | 69 |