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-0.68%
This Month
-2.63%
Year To Date
-2.25%
2 Years
+18.17%
5 Years
+33.46%
10 Years
+5.65%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💵 Cash60.94%
- 💰 Finance24.45%
- 🧩 Miscellaneous9.73%
- ⛏️ Energy Minerals4.87%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE19.52%
- 🇺🇸 Nasdaq19.52%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States39.05%
Dividends
Dividend Yield
3.24%
8 out of 8 instruments pay dividend.
1 dividend payments in the next 30 days.
Highest Dividend: $TCPC (16.47%)
Performance Metrics
Score 4.7/10
Beta
0.23
0.23
0
0.8
1.2
0
2
Sharpe Ratio
0.37
0.37
0
0.5
1
1.5
1.5
Sortino Ratio
0.63
0.63
0
1
2
3
3
Jensen's Alpha
-0.54
-0.54
-2
0
2
4.5
4.5
Omega Ratio
0.55
0.55
0
1
1.5
2.5
2.5
Treynor Ratio
0.98
0.98
0
0.75
1.25
2
2
Information Ratio
-0.84
-0.84
-1
0.3
0.6
1
1
Calmar Ratio
0.66
0.66
0
0.3
0.6
1
1
Beta
0.23
0.23
0
0.8
1.2
0
2
Sharpe Ratio
0.37
0.37
0
0.5
1
1.5
1.5
Sortino Ratio
0.63
0.63
0
1
2
3
3
Jensen's Alpha
-0.54
-0.54
-2
0
2
4.5
4.5
Omega Ratio
0.55
0.55
0
1
1.5
2.5
2.5
Treynor Ratio
0.98
0.98
0
0.75
1.25
2
2
Information Ratio
-0.84
-0.84
-1
0.3
0.6
1
1
Calmar Ratio
0.66
0.66
0
0.3
0.6
1
1
Portfolio Valuation
Based on weighted open stock positions
P/E Ratio
12.72
High:
CRBG
18.09CRBGLow:
TCPC
-56.89TCPCDetails
PEG Ratio
-10.56
High:CRBG
9.84CRBGLow:TCPC
-72.51TCPCDetails
Price/Book
1.29
High:CRBG
1.51CRBGLow:TCPC
0.7TCPCDetails
Price/Sales
1.52
High:TCPC
34.73TCPCLow:CRBG
0.94CRBGDetails
Price/CF
5.61
High:
FDUS
12.68FDUSLow:
PR
2.62PRDetails
Price/FCF
15.05
High:PR
36.06PRLow:
VNO
6.98VNODetails
P/E Ratio
12.72
High:CRBG
18.09CRBGLow:TCPC
-56.89TCPCDetails
PEG Ratio
-10.56
High:CRBG
9.84CRBGLow:TCPC
-72.51TCPCDetails
Price/Book
1.29
High:CRBG
1.51CRBGLow:TCPC
0.7TCPCDetails
Price/Sales
1.52
High:TCPC
34.73TCPCLow:CRBG
0.94CRBGDetails
Price/CF
5.61
High:FDUS
12.68FDUSLow:PR
2.62PRDetails
Price/FCF
15.05
High:PR
36.06PRLow:VNO
6.98VNODetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-8.22% | Dec 2024 | - | 13 |
-5.79% | Jan 2022 | Jul 2023 | 18 |
-5.42% | Aug 2023 | Dec 2023 | 4 |
-3.38% | Sep 2021 | Nov 2021 | 2 |
-2.53% | Feb 2024 | May 2024 | 3 |
-2.18% | Jun 2024 | Sep 2024 | 3 |
-1.35% | Jan 2021 | Feb 2021 | 1 |
-1.11% | Oct 2020 | Nov 2020 | 1 |
-1.06% | Oct 2024 | Nov 2024 | 1 |
-0.23% | Jul 2020 | Aug 2020 | 1 |