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-4.21%
This Month
+11.99%
Year To Date
+112.98%
2 Years
+54.75%
5 Years
-36.34%
10 Years
-5.27%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 🚚 Transportation30.74%
- 💵 Cash25.95%
- 💰 Finance23.46%
- 💼 Commercial Services13.27%
- 💻 Electronic Technology4.2%
- ⚡ Utilities3.36%
- 🖥️ Technology Services1.48%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE61.25%
- 🇺🇸 Nasdaq15.26%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States63.49%
- 🇧🇲 Bermuda8.11%
- 🇬🇷 Greece4.91%
Dividends
Dividend Yield
2.35%
10 out of 12 instruments pay dividend.
0 dividend payments in the next 30 days.
Highest Dividend: $OHI (5.66%)
Next Dividends
Stock | Type | Date | Pay Per Share |
|---|
Performance Metrics
Score 2.9/10
Beta
1.74
1.74
0
0.8
1.2
0
2
Sharpe Ratio
0.19
0.19
0
0.5
1
1.5
1.5
Sortino Ratio
0.33
0.33
0
1
2
3
3
Jensen's Alpha
-5.85
-5.85
-6
0
2
4.5
4.5
Omega Ratio
1.03
1.03
0
1
1.5
2.5
2.5
Treynor Ratio
0.6
0.6
0
0.75
1.25
2
2
Information Ratio
0.03
0.03
0
0.3
0.6
1
1
Calmar Ratio
-0.06
-0.06
-1
0.3
0.6
1
1
Beta
1.74
1.74
0
0.8
1.2
0
2
Sharpe Ratio
0.19
0.19
0
0.5
1
1.5
1.5
Sortino Ratio
0.33
0.33
0
1
2
3
3
Jensen's Alpha
-5.85
-5.85
-6
0
2
4.5
4.5
Omega Ratio
1.03
1.03
0
1
1.5
2.5
2.5
Treynor Ratio
0.6
0.6
0
0.75
1.25
2
2
Information Ratio
0.03
0.03
0
0.3
0.6
1
1
Calmar Ratio
-0.06
-0.06
-1
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
24.44
High:
BIP
39.95BIPLow:
GNK.US
-222.99GNK.USDetails
PEG Ratio
49.71
High:
OHI
99.78OHILow:BIP
0.44BIPDetails
Price/Book
3.9
High:
QBTS
7.96QBTSLow:
TEN.US
0.59TEN.USDetails
Price/Sales
3.5
High:QBTS
271.44QBTSLow:
DLX
0.61DLXDetails
Price/CF
11.27
High:
HTH
44.17HTHLow:TEN.US
2.33TEN.USDetails
Price/FCF
47.56
High:OHI
459.76OHILow:
ASC
7.87ASCDetails
P/E Ratio
24.44
High:BIP
39.95BIPLow:GNK.US
-222.99GNK.USDetails
PEG Ratio
49.71
High:OHI
99.78OHILow:BIP
0.44BIPDetails
Price/Book
3.9
High:QBTS
7.96QBTSLow:TEN.US
0.59TEN.USDetails
Price/Sales
3.5
High:QBTS
271.44QBTSLow:DLX
0.61DLXDetails
Price/CF
11.27
High:HTH
44.17HTHLow:TEN.US
2.33TEN.USDetails
Price/FCF
47.56
High:OHI
459.76OHILow:ASC
7.87ASCDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-86.96% | Jan 2018 | - | 99 |