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+0.08%
Today
+0.3%
This Month
+0.9%
Year To Date
+18.06%
2 Years
+30.99%
5 Years
+6.46%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💵 Cash49.91%
- 📊 ETFs25.81%
- 💰 Finance7.24%
- 📦 Distribution Services4.01%
- 🖥️ Technology Services3.86%
- 🍞 Consumer Non Durables3.06%
- 🧬 Health Technology2.09%
- 🛍️ Retail Trade2.07%
- 💻 Electronic Technology1.04%
- 🚚 Transportation1.03%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 Nasdaq20.9%
- 🇺🇸 NYSE12.24%
- 🇺🇸 Chicago Board Options Exchange8.59%
- 🇩🇪 Xetra ETFs8.47%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States22.55%
- 🇮🇱 Israel1.85%
Dividends
Dividend Yield
0.55%
17 out of 26 instruments pay dividend.
2 dividend payments in the next 30 days.
Highest Dividend: $HBAN (3.72%)
Dividend Yield Breakdown
Instrument | Portfolio Yield | Company Yield | Per Share |
|---|---|---|---|
 VSGX | 0.12% | 2.91% | - |
 KO | 0.06% | 2.89% | $1.89 |
 ESGU | 0.05% | 1.14% | - |
 ESGV | 0.05% | 1.09% | - |
 HBAN | 0.04% | 3.72% | $0.62 |
 HWC | 0.03% | 2.79% | $1.3 |
 KDP | 0.03% | 2.72% | $0.86 |
 QQQ | 0.03% | 0.58% | - |
 CAH | 0.03% | 1.29% | $2.01 |
 HD | 0.03% | 2.45% | $8.52 |
 EQIX | 0.02% | 2.24% | $16.19 |
 ABT | 0.02% | 1.85% | $2.16 |
 SLM | 0.02% | 1.53% | $0.44 |
 COR | 0.01% | 0.74% | $2.02 |
 COF | 0.01% | 1.1% | $2.4 |
 V | 0.01% | 0.65% | $2.01 |
 MA | 0.01% | 0.53% | $2.46 |
Performance Metrics
Score 5.3/10
Beta
0.43
0.43
0
0.8
1.2
0
2
Sharpe Ratio
0.26
0.26
0
0.5
1
1.5
1.5
Sortino Ratio
0.57
0.57
0
1
2
3
3
Jensen's Alpha
2.29
2.29
-2
0
2
4.5
4.5
Omega Ratio
0.85
0.85
0
1
1.5
2.5
2.5
Treynor Ratio
1.39
1.39
0
0.75
1.25
2
2
Information Ratio
-0.15
-0.15
-1
0.3
0.6
1
1
Calmar Ratio
0.13
0.13
0
0.3
0.6
1
1
Beta
0.43
0.43
0
0.8
1.2
0
2
Sharpe Ratio
0.26
0.26
0
0.5
1
1.5
1.5
Sortino Ratio
0.57
0.57
0
1
2
3
3
Jensen's Alpha
2.29
2.29
-2
0
2
4.5
4.5
Omega Ratio
0.85
0.85
0
1
1.5
2.5
2.5
Treynor Ratio
1.39
1.39
0
0.75
1.25
2
2
Information Ratio
-0.15
-0.15
-1
0.3
0.6
1
1
Calmar Ratio
0.13
0.13
0
0.3
0.6
1
1
Portfolio Valuation
Based on weighted open stock positions
P/E Ratio
30.09
High:
EQIX
83.18EQIXLow:
HWC
11.21HWCDetails
PEG Ratio
449.73
High:
ADSK
5,201.46ADSKLow:
UBER
2.11UBERDetails
Price/Book
8.45
High:
MA
76.22MALow:
CAH
-12.74CAHDetails
Price/Sales
2.55
High:
V
18.46VLow:CAH
0.17CAHDetails
Price/CF
19.98
High:
SLM
474.98SLMLow:
COF
3.47COFDetails
Price/FCF
42.87
High:
KO
272.99KOLow:COF
3.97COFDetails
P/E Ratio
30.09
High:EQIX
83.18EQIXLow:HWC
11.21HWCDetails
PEG Ratio
449.73
High:ADSK
5,201.46ADSKLow:UBER
2.11UBERDetails
Price/Book
8.45
High:MA
76.22MALow:CAH
-12.74CAHDetails
Price/Sales
2.55
High:V
18.46VLow:CAH
0.17CAHDetails
Price/CF
19.98
High:SLM
474.98SLMLow:COF
3.47COFDetails
Price/FCF
42.87
High:KO
272.99KOLow:COF
3.97COFDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-50.58% | Jan 2018 | - | 91 |
-6.67% | Sep 2017 | Nov 2017 | 2 |
-3.68% | Jul 2017 | Aug 2017 | 1 |
-3.22% | Mar 2017 | May 2017 | 2 |
-1.45% | Dec 2016 | Jan 2017 | 1 |