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-2.98%
This Month
+28.67%
Year To Date
+64.83%
2 Years
-1.74%
5 Years
-1.74%
10 Years
-0.37%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 🏭 Industrial Services27.27%
- 💻 Electronic Technology23.1%
- 📊 ETFs15.51%
- 🖥️ Technology Services7.95%
- 🛍️ Retail Trade4.91%
- 💰 Finance3.53%
- 🛠️ Producer Manufacturing3.43%
- 🪨 Non Energy Minerals3.25%
- 🏥 Health Services2.74%
- 🧬 Health Technology2.66%
- 🧩 Miscellaneous2.59%
- 🚚 Transportation1.4%
- 💵 Cash1.14%
- 🍞 Consumer Non Durables1.02%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE57.17%
- 🇺🇸 Nasdaq42.19%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States79.42%
- 🇮🇪 Ireland1.84%
Dividends
Dividend Yield
0.42%
15 out of 30 instruments pay dividend.
6 dividend payments in the next 30 days.
Highest Dividend: $PGR (7.11%)
Dividend Yield Breakdown
Instrument | Portfolio Yield | Company Yield | Per Share |
|---|---|---|---|
 PGR | 0.12% | 7.11% | $1.15 |
 SCCO | 0.06% | 1.86% | $3.76 |
 AVGO | 0.04% | 0.62% | $19.7 |
 HLI | 0.03% | 1.77% | $2.22 |
 WM | 0.03% | 1.63% | $2.9 |
 SPY | 0.03% | 0.98% | - |
 ETN | 0.02% | 1.04% | $3.6 |
 HUBB | 0.02% | 1.19% | $4.78 |
 MPWR | 0.02% | 0.42% | $4.5 |
 MSFT | 0.02% | 0.83% | $3 |
 LLY | 0.01% | 0.57% | $4.86 |
 FIX | 0.01% | 0.14% | $1.02 |
 MUSA | 0.01% | 0.45% | $1.66 |
 NVDA | 0.01% | 0.13% | $0.02 |
 VRT | 0% | 0.07% | $0.06 |
Performance Metrics
Score 2.3/10
Beta
1.37
1.37
0
0.8
1.2
0
2
Sharpe Ratio
-0.03
-0.03
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.04
-0.04
-1
1
2
3
3
Jensen's Alpha
-12.4
-12.4
-13
0
2
4.5
4.5
Omega Ratio
0.67
0.67
0
1
1.5
2.5
2.5
Treynor Ratio
-0.05
-0.05
-1
0.75
1.25
2
2
Information Ratio
-0.52
-0.52
-1
0.3
0.6
1
1
Calmar Ratio
-0.03
-0.03
-1
0.3
0.6
1
1
Beta
1.37
1.37
0
0.8
1.2
0
2
Sharpe Ratio
-0.03
-0.03
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.04
-0.04
-1
1
2
3
3
Jensen's Alpha
-12.4
-12.4
-13
0
2
4.5
4.5
Omega Ratio
0.67
0.67
0
1
1.5
2.5
2.5
Treynor Ratio
-0.05
-0.05
-1
0.75
1.25
2
2
Information Ratio
-0.52
-0.52
-1
0.3
0.6
1
1
Calmar Ratio
-0.03
-0.03
-1
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
38.57
High:MPWR
119.06MPWRLow:
BRBR
6.72BRBRDetails
PEG Ratio
259.36
High:
CLH
1,822.57CLHLow:PGR
30.5PGRDetails
Price/Book
18.71
High:
APP
79.52APPLow:BRBR
-1.96BRBRDetails
Price/Sales
15.72
High:APP
30.71APPLow:BRBR
0.44BRBRDetails
Price/CF
34.58
High:MPWR
64.7MPWRLow:
THC
3.79THCDetails
Price/FCF
57.43
High:MPWR
164.97MPWRLow:THC
4.94THCDetails
P/E Ratio
38.57
High:MPWR
119.06MPWRLow:BRBR
6.72BRBRDetails
PEG Ratio
259.36
High:CLH
1,822.57CLHLow:PGR
30.5PGRDetails
Price/Book
18.71
High:APP
79.52APPLow:BRBR
-1.96BRBRDetails
Price/Sales
15.72
High:APP
30.71APPLow:BRBR
0.44BRBRDetails
Price/CF
34.58
High:MPWR
64.7MPWRLow:THC
3.79THCDetails
Price/FCF
57.43
High:MPWR
164.97MPWRLow:THC
4.94THCDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-55.82% | Nov 2021 | - | 56 |
-10.33% | Sep 2021 | Oct 2021 | 1 |