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+0.35%
Today
+0.54%
This Month
+5.33%
Year To Date
+8.36%
2 Years
+78.27%
5 Years
+13.25%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💵 Cash41.49%
- 🖥️ Technology Services15.01%
- 💻 Electronic Technology8.79%
- 💰 Finance8.29%
- 💇♀️ Consumer Services5.24%
- 🛍️ Retail Trade3.99%
- 🧬 Health Technology3.53%
- 🧪 Process Industries2.96%
- 🍞 Consumer Non Durables2.54%
- 🛠️ Producer Manufacturing2.25%
- 🏭 Industrial Services1.25%
- 🏥 Health Services1.23%
- 🚗 Consumer Durables1.15%
- 🚚 Transportation1.12%
- 💼 Commercial Services1.11%
- 📡 Communications1.06%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE36.51%
- 🇺🇸 Nasdaq23.01%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States59.52%
Dividends
Dividend Yield
0.68%
26 out of 49 instruments pay dividend.
5 dividend payments in the next 30 days.
Highest Dividend: $OHI (7.06%)
Dividend Yield Breakdown
Instrument | Portfolio Yield | Company Yield | Per Share |
|---|---|---|---|
 GAP | 0.1% | 3.12% | $0.6 |
 OHI | 0.08% | 7.06% | $2.68 |
 SPG | 0.05% | 5.13% | $7.75 |
 CME | 0.05% | 3.86% | $9.75 |
 CDP | 0.04% | 4.31% | $1.16 |
 WSR | 0.04% | 4.26% | $0.49 |
 JNJ | 0.04% | 3.1% | $4.81 |
 FDP | 0.04% | 3.25% | $0.9 |
 STX.US | 0.03% | 1.92% | $2.8 |
 K | 0.03% | 2.85% | $2.28 |
 FIS | 0.02% | 1.89% | $1.76 |
 NTAP | 0.02% | 1.92% | $2.02 |
 RL | 0.02% | 1.17% | $3.08 |
 TMUS | 0.02% | 1.55% | $1.95 |
 BWA | 0.01% | 1.26% | $0.44 |
 CHX | 0.01% | 1.48% | $0.36 |
 KBR | 0.01% | 1.35% | $0.57 |
 LDOS | 0.01% | 0.97% | $1.5 |
 CSL | 0.01% | 0.98% | $3.4 |
 BWXT | 0.01% | 0.69% | $0.94 |
 EHC | 0.01% | 0.62% | $0.6 |
 MORN | 0.01% | 0.63% | $1.62 |
 CR | 0.01% | 0.46% | $0.77 |
 CRM | 0.01% | 0.62% | $0.4 |
 VRSN | 0% | 0.27% | - |
 EME | 0% | 0.18% | $0.79 |
Performance Metrics
Score 5.5/10
Beta
0.84
0.84
0
0.8
1.2
0
2
Sharpe Ratio
0.62
0.62
0
0.5
1
1.5
1.5
Sortino Ratio
1.02
1.02
0
1
2
3
3
Jensen's Alpha
0.81
0.81
-2
0
2
4.5
4.5
Omega Ratio
0.92
0.92
0
1
1.5
2.5
2.5
Treynor Ratio
1.04
1.04
0
0.75
1.25
2
2
Information Ratio
-0.12
-0.12
-1
0.3
0.6
1
1
Calmar Ratio
0.72
0.72
0
0.3
0.6
1
1
Beta
0.84
0.84
0
0.8
1.2
0
2
Sharpe Ratio
0.62
0.62
0
0.5
1
1.5
1.5
Sortino Ratio
1.02
1.02
0
1
2
3
3
Jensen's Alpha
0.81
0.81
-2
0
2
4.5
4.5
Omega Ratio
0.92
0.92
0
1
1.5
2.5
2.5
Treynor Ratio
1.04
1.04
0
0.75
1.25
2
2
Information Ratio
-0.12
-0.12
-1
0.3
0.6
1
1
Calmar Ratio
0.72
0.72
0
0.3
0.6
1
1
Portfolio Valuation
Based on weighted open stock positions
P/E Ratio
22.41
High:
HQY
71.11HQYLow:
LGND
-19.54LGNDDetails
PEG Ratio
326.82
High:
VRSN
6,428.57VRSNLow:
TTMI
1.5TTMIDetails
Price/Book
4.88
High:
EAT
27.74EATLow:
STX.US
-38.16STX.USDetails
Price/Sales
3.06
High:
DOCS
21.39DOCSLow:
FDP
0.38FDPDetails
Price/CF
14.34
High:
CRVL
45.71CRVLLow:
BWA
4BWADetails
Price/FCF
29.38
High:
CME
34,130.22CMELow:BWA
7.22BWADetails
P/E Ratio
22.41
High:HQY
71.11HQYLow:LGND
-19.54LGNDDetails
PEG Ratio
326.82
High:VRSN
6,428.57VRSNLow:TTMI
1.5TTMIDetails
Price/Book
4.88
High:EAT
27.74EATLow:STX.US
-38.16STX.USDetails
Price/Sales
3.06
High:DOCS
21.39DOCSLow:FDP
0.38FDPDetails
Price/CF
14.34
High:CRVL
45.71CRVLLow:BWA
4BWADetails
Price/FCF
29.38
High:CME
34,130.22CMELow:BWA
7.22BWADetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-17.05% | Feb 2020 | Aug 2020 | 6 |
-16.38% | Jan 2022 | Jan 2023 | 12 |
-14.61% | Feb 2023 | Dec 2023 | 10 |
-8.03% | Apr 2024 | - | 16 |
-5.34% | May 2019 | Jun 2019 | 1 |
-1.7% | Sep 2021 | Oct 2021 | 1 |
-1.62% | Jan 2024 | Mar 2024 | 2 |
-1.51% | Aug 2019 | Oct 2019 | 2 |
-0.99% | Nov 2021 | Dec 2021 | 1 |
-0.83% | Oct 2020 | Nov 2020 | 1 |