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-6.17%
This Month
-6.17%
Year To Date
+24.36%
2 Years
+30.12%
5 Years
+62.46%
10 Years
+5.34%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 🍞 Consumer Non Durables36.52%
- 🛍️ Retail Trade19.67%
- 🛠️ Producer Manufacturing15.04%
- 🖥️ Technology Services14.14%
- 💵 Cash5.1%
- 💰 Finance3.93%
- 🧬 Health Technology3.39%
- 💇♀️ Consumer Services1.54%
- 💼 Commercial Services1.19%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE51.76%
- 🇺🇸 Nasdaq39.22%
- 🇨🇭 SIX1.99%
- 🇧🇪 Euronext Brussels1.19%
- 🇵🇹 Euronext Lisbon1.12%
- 🇺🇸 OTC Markets Stock Exchange0.13%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States63.94%
- 🇨🇦 Canada25.78%
- 🇨🇭 Switzerland3.39%
- 🇧🇪 Belgium1.19%
- 🇵🇹 Portugal1.12%
Dividends
Dividend Yield
0.31%
10 out of 17 instruments pay dividend.
0 dividend payments in the next 30 days.
Highest Dividend: $AGS.BR (4.12%)
Next Dividends
Stock | Type | Date | Pay Per Share |
|---|
Performance Metrics
Score 5.3/10
Beta
0.24
0.24
0
0.8
1.2
0
2
Sharpe Ratio
0.33
0.33
0
0.5
1
1.5
1.5
Sortino Ratio
0.62
0.62
0
1
2
3
3
Jensen's Alpha
1.27
1.27
-2
0
2
4.5
4.5
Omega Ratio
0.69
0.69
0
1
1.5
2.5
2.5
Treynor Ratio
1.45
1.45
0
0.75
1.25
2
2
Information Ratio
-0.48
-0.48
-1
0.3
0.6
1
1
Calmar Ratio
0.35
0.35
0
0.3
0.6
1
1
Beta
0.24
0.24
0
0.8
1.2
0
2
Sharpe Ratio
0.33
0.33
0
0.5
1
1.5
1.5
Sortino Ratio
0.62
0.62
0
1
2
3
3
Jensen's Alpha
1.27
1.27
-2
0
2
4.5
4.5
Omega Ratio
0.69
0.69
0
1
1.5
2.5
2.5
Treynor Ratio
1.45
1.45
0
0.75
1.25
2
2
Information Ratio
-0.48
-0.48
-1
0.3
0.6
1
1
Calmar Ratio
0.35
0.35
0
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
16.82
High:
SDZNY
144.45SDZNYLow:
FOXF
-3.09FOXFDetails
PEG Ratio
371.63
High:
JMT.LSB
2,522.84JMT.LSBLow:
DIS
10.57DISDetails
Price/Book
2.31
High:
BAM
9.62BAMLow:FOXF
0.84FOXFDetails
Price/Sales
2.61
High:BAM
23.27BAMLow:JMT.LSB
0.36JMT.LSBDetails
Price/CF
15.22
High:BAM
55.77BAMLow:
AGS.BR
5.28AGS.BRDetails
Price/FCF
27.22
High:BAM
438.83BAMLow:
CROX
6.3CROXDetails
P/E Ratio
16.82
High:SDZNY
144.45SDZNYLow:FOXF
-3.09FOXFDetails
PEG Ratio
371.63
High:JMT.LSB
2,522.84JMT.LSBLow:DIS
10.57DISDetails
Price/Book
2.31
High:BAM
9.62BAMLow:FOXF
0.84FOXFDetails
Price/Sales
2.61
High:BAM
23.27BAMLow:JMT.LSB
0.36JMT.LSBDetails
Price/CF
15.22
High:BAM
55.77BAMLow:AGS.BR
5.28AGS.BRDetails
Price/FCF
27.22
High:BAM
438.83BAMLow:CROX
6.3CROXDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-16.6% | Apr 2016 | Nov 2017 | 19 |
-14.68% | Jan 2025 | Aug 2025 | 7 |
-7.23% | Oct 2025 | Nov 2025 | 1 |
-7.21% | Sep 2021 | Jan 2024 | 28 |
-6.17% | Jan 2026 | - | 1 |
-3.86% | Jan 2018 | Feb 2019 | 13 |
-3.36% | May 2019 | Oct 2019 | 5 |
-2.1% | Mar 2024 | May 2024 | 2 |
-1.85% | Sep 2020 | Nov 2020 | 2 |
-1.36% | Oct 2024 | Nov 2024 | 1 |
-1.28% | Jan 2020 | Apr 2020 | 3 |
-0.93% | Jun 2024 | Jul 2024 | 1 |
-0.29% | Mar 2019 | Apr 2019 | 1 |
-0.28% | Jun 2020 | Jul 2020 | 1 |
-0.09% | Jun 2021 | Jul 2021 | 1 |
-0.08% | Jan 2021 | Feb 2021 | 1 |