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-0.98%
This Month
+10.32%
Year To Date
+9.1%
2 Years
+20.51%
5 Years
+36.14%
10 Years
+4.86%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 📊 ETFs36.7%
- 🍞 Consumer Non Durables19.88%
- ⛏️ Energy Minerals17%
- 💻 Electronic Technology8.4%
- 🧬 Health Technology7.76%
- 💇♀️ Consumer Services5.86%
- 🪙 Cryptocurrencies1.94%
- 🖥️ Technology Services1.1%
- 🛍️ Retail Trade0.84%
- 🧪 Process Industries0.51%
- 💵 Cash0%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE65.33%
- 🇺🇸 Nasdaq30.73%
- 🇩🇪 Xetra ETFs2%
- 🌍 Digital Currency1.94%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States61.36%
Dividends
Dividend Yield
1.57%
7 out of 16 instruments pay dividend.
0 dividend payments in the next 30 days.
Highest Dividend: $PEP (3.49%)
Next Dividends
Stock | Type | Date | Pay Per Share |
|---|
Performance Metrics
Score 3.1/10
Beta
0.82
0.82
0
0.8
1.2
0
2
Sharpe Ratio
0.21
0.21
0
0.5
1
1.5
1.5
Sortino Ratio
0.3
0.3
0
1
2
3
3
Jensen's Alpha
-6.45
-6.45
-7
0
2
4.5
4.5
Omega Ratio
0.6
0.6
0
1
1.5
2.5
2.5
Treynor Ratio
0.38
0.38
0
0.75
1.25
2
2
Information Ratio
-0.72
-0.72
-1
0.3
0.6
1
1
Calmar Ratio
0.16
0.16
0
0.3
0.6
1
1
Beta
0.82
0.82
0
0.8
1.2
0
2
Sharpe Ratio
0.21
0.21
0
0.5
1
1.5
1.5
Sortino Ratio
0.3
0.3
0
1
2
3
3
Jensen's Alpha
-6.45
-6.45
-7
0
2
4.5
4.5
Omega Ratio
0.6
0.6
0
1
1.5
2.5
2.5
Treynor Ratio
0.38
0.38
0
0.75
1.25
2
2
Information Ratio
-0.72
-0.72
-1
0.3
0.6
1
1
Calmar Ratio
0.16
0.16
0
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
26.66
High:
NVDA
37.34NVDALow:
ADBE
16.35ADBEDetails
PEG Ratio
216.28
High:
MCD
571.79MCDLow:
JNJ
24.53JNJDetails
Price/Book
5.32
High:NVDA
28.28NVDALow:MCD
-131.7MCDDetails
Price/Sales
3.48
High:NVDA
20.71NVDALow:
XOM
1.96XOMDetails
Price/CF
16.35
High:NVDA
44.64NVDALow:XOM
9.81XOMDetails
Price/FCF
81.06
High:
PEP
5,797.72PEPLow:ADBE
13.55ADBEDetails
P/E Ratio
26.66
High:NVDA
37.34NVDALow:ADBE
16.35ADBEDetails
PEG Ratio
216.28
High:MCD
571.79MCDLow:JNJ
24.53JNJDetails
Price/Book
5.32
High:NVDA
28.28NVDALow:MCD
-131.7MCDDetails
Price/Sales
3.48
High:NVDA
20.71NVDALow:XOM
1.96XOMDetails
Price/CF
16.35
High:NVDA
44.64NVDALow:XOM
9.81XOMDetails
Price/FCF
81.06
High:PEP
5,797.72PEPLow:ADBE
13.55ADBEDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-29.55% | Jan 2022 | - | 51 |
-19.6% | Dec 2019 | Jan 2021 | 13 |
-5.32% | Jul 2019 | Sep 2019 | 2 |
-4.67% | Sep 2021 | Oct 2021 | 1 |
-4.29% | May 2021 | Jun 2021 | 1 |
-1.25% | Jul 2021 | Aug 2021 | 1 |