Loading...
+1.27%
This Month
+2.57%
Year To Date
+31.87%
2 Years
-28.41%
5 Years
-28.41%
10 Years
-7.16%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 🖥️ Technology Services54.16%
- 💇♀️ Consumer Services45.84%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE54.16%
- 🇺🇸 Nasdaq45.84%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States100%
Dividends
Dividend Yield
3.59%
1 out of 2 instruments pay dividend.
0 dividend payments in the next 30 days.
Highest Dividend: $WEN (7.83%)
Dividend Yield Breakdown
Instrument | Portfolio Yield | Company Yield | Per Share |
|---|---|---|---|
 WEN | 3.59% | 7.83% | $1 |
Next Dividends
Stock | Type | Date | Pay Per Share |
|---|
Performance Metrics
Score 2.4/10
Beta
0.88
0.88
0
0.8
1.2
0
2
Sharpe Ratio
-0.3
-0.3
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.37
-0.37
-1
1
2
3
3
Jensen's Alpha
-13.78
-13.78
-14
0
2
4.5
4.5
Omega Ratio
0.53
0.53
0
1
1.5
2.5
2.5
Treynor Ratio
-0.72
-0.72
-1
0.75
1.25
2
2
Information Ratio
-0.72
-0.72
-1
0.3
0.6
1
1
Calmar Ratio
-0.1
-0.1
-1
0.3
0.6
1
1
Beta
0.88
0.88
0
0.8
1.2
0
2
Sharpe Ratio
-0.3
-0.3
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.37
-0.37
-1
1
2
3
3
Jensen's Alpha
-13.78
-13.78
-14
0
2
4.5
4.5
Omega Ratio
0.53
0.53
0
1
1.5
2.5
2.5
Treynor Ratio
-0.72
-0.72
-1
0.75
1.25
2
2
Information Ratio
-0.72
-0.72
-1
0.3
0.6
1
1
Calmar Ratio
-0.1
-0.1
-1
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
-19.86
High:WEN
8.4WENLow:
S.US
-10.76S.USDetails
PEG Ratio
N/A
Details
Price/Book
3.48
High:WEN
11.59WENLow:S.US
2.96S.USDetails
Price/Sales
2.04
High:S.US
4.7S.USLow:WEN
0.63WENDetails
Price/CF
18.96
High:S.US
86.27S.USLow:WEN
4.62WENDetails
Price/FCF
49.12
High:S.US
131.17S.USLow:WEN
14.08WENDetails
P/E Ratio
-19.86
High:WEN
8.4WENLow:S.US
-10.76S.USDetails
PEG Ratio
N/A
Details
Price/Book
3.48
High:WEN
11.59WENLow:S.US
2.96S.USDetails
Price/Sales
2.04
High:S.US
4.7S.USLow:WEN
0.63WENDetails
Price/CF
18.96
High:S.US
86.27S.USLow:WEN
4.62WENDetails
Price/FCF
49.12
High:S.US
131.17S.USLow:WEN
14.08WENDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-69.22% | Sep 2021 | - | 55 |