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0%
Today
-10.08%
This Month
-3.26%
Year To Date
+6.09%
2 Years
+32.44%
5 Years
-14.17%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- šļø Retail Trade25.68%
- š„ļø Technology Services16.7%
- š» Electronic Technology10.55%
- š° Finance10.07%
- š¼ Commercial Services8.57%
- š§¬ Health Technology8.41%
- šāāļø Consumer Services7.36%
- š Consumer Non Durables4.96%
- š§Ŗ Process Industries2.34%
- š” Communications2.3%
- š Consumer Durables1.51%
- š ļø Producer Manufacturing1.05%
- šµ Cash0.23%
- š„ Health Services0.21%
Exchanges Breakdown
- Exchange
- Total
- šŗšø NYSE47.71%
- šŗšø Nasdaq41.58%
- šš° Hong Kong Exchanges10.43%
Countries Breakdown
- Country
- Total
- šŗšø United States67.91%
- šØš³ China21.85%
- š§š· Brazil4.44%
- šøš¬ Singapore2.52%
- š°š¾ Cayman Islands1.59%
- šÆšµ Japan1.41%
Dividends
Dividend Yield
2.25%
21 out of 33 instruments pay dividend.
6 dividend payments in the next 30 days.
Highest Dividend: $IIPR (14.73%)
Dividend Yield Breakdown
Instrument | Portfolio Yield | Company Yield | Per Share |
|---|---|---|---|
 IIPR | 0.37% | 14.73% | $7.34 |
 M | 0.33% | 6.32% | $0.68 |
 CVS | 0.28% | 3.95% | $2.54 |
 PFE | 0.22% | 7.63% | $1.66 |
 ABBV | 0.17% | 3.69% | $6.06 |
 VZ | 0.14% | 6.13% | $2.66 |
 WAL | 0.12% | 2.26% | $1.47 |
 PARA | 0.1% | 1.83% | $0.2 |
 HPQ | 0.1% | 4.74% | $1.1 |
 ALB | 0.07% | 3.05% | $1.6 |
 9988.HK | 0.07% | 0.9% | $0.98 |
 BMY | 0.05% | 4.96% | $2.34 |
 WPC | 0.05% | 5.65% | $3.67 |
 BABA | 0.03% | 0.9% | $0.98 |
 NTAP | 0.03% | 2.52% | $2.02 |
 0700.HK | 0.03% | 0.98% | $3.4 |
 MU | 0.03% | 0.67% | $0.46 |
 INTC | 0.03% | 2.64% | $0.5 |
 META | 0.02% | 0.4% | $1 |
 AGCO | 0.02% | 1.43% | $1.16 |
 NTDOY | 0.01% | 0.97% | $0.24 |
Performance Metrics
Score 2.3/10
Beta
1.05
1.05
0
0.8
1.2
0
2
Sharpe Ratio
-0.28
-0.28
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.32
-0.32
-1
1
2
3
3
Jensen's Alpha
-17.63
-17.63
-18
0
2
4.5
4.5
Omega Ratio
0.46
0.46
0
1
1.5
2.5
2.5
Treynor Ratio
-0.74
-0.74
-1
0.75
1.25
2
2
Information Ratio
-0.67
-0.67
-1
0.3
0.6
1
1
Calmar Ratio
-0.16
-0.16
-1
0.3
0.6
1
1
Beta
1.05
1.05
0
0.8
1.2
0
2
Sharpe Ratio
-0.28
-0.28
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.32
-0.32
-1
1
2
3
3
Jensen's Alpha
-17.63
-17.63
-18
0
2
4.5
4.5
Omega Ratio
0.46
0.46
0
1
1.5
2.5
2.5
Treynor Ratio
-0.74
-0.74
-1
0.75
1.25
2
2
Information Ratio
-0.67
-0.67
-1
0.3
0.6
1
1
Calmar Ratio
-0.16
-0.16
-1
0.3
0.6
1
1
Portfolio Valuation
Based on weighted open stock positions
P/E Ratio
23.13
High:
SE
161.9SELow:
STNE
-14.8STNEDetails
PEG Ratio
62.79
High:
PYPL
342.66PYPLLow:
IRBT
-0.75IRBTDetails
Price/Book
3.02
High:
ABBV
91.84ABBVLow:
HPQ
-21HPQDetails
Price/Sales
2.05
High:
NTDOY
10.33NTDOYLow:IRBT
0.09IRBTDetails
Price/CF
11.95
High:IRBT
117.63IRBTLow:
M
3.45MDetails
Price/FCF
24.23
High:
MU
1,171.75MULow:
PAGS
4.61PAGSDetails
P/E Ratio
23.13
High:SE
161.9SELow:STNE
-14.8STNEDetails
PEG Ratio
62.79
High:PYPL
342.66PYPLLow:IRBT
-0.75IRBTDetails
Price/Book
3.02
High:ABBV
91.84ABBVLow:HPQ
-21HPQDetails
Price/Sales
2.05
High:NTDOY
10.33NTDOYLow:IRBT
0.09IRBTDetails
Price/CF
11.95
High:IRBT
117.63IRBTLow:M
3.45MDetails
Price/FCF
24.23
High:MU
1,171.75MULow:PAGS
4.61PAGSDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-57.55% | Feb 2018 | - | 87 |