Loading...
-3.4%
This Month
+10.03%
Year To Date
+17.07%
2 Years
-7.65%
5 Years
+79.95%
10 Years
+8.15%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 📊 ETFs69.13%
- 🛍️ Retail Trade11.81%
- 🧬 Health Technology9.94%
- 💵 Cash8.16%
- 💰 Finance1.74%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE80.25%
- 🇺🇸 Nasdaq11.81%
- 🇺🇸 OTC Markets Stock Exchange0.56%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States13.55%
- 🇨🇭 Switzerland6.02%
- 🇬🇧 United Kingdom3.92%
Dividends
Dividend Yield
0.32%
5 out of 6 instruments pay dividend.
0 dividend payments in the next 30 days.
Highest Dividend: $GSK (3.09%)
Next Dividends
Stock | Type | Date | Pay Per Share |
|---|
Performance Metrics
Score 3.3/10
Beta
1.45
1.45
0
0.8
1.2
0
2
Sharpe Ratio
0.33
0.33
0
0.5
1
1.5
1.5
Sortino Ratio
0.52
0.52
0
1
2
3
3
Jensen's Alpha
-4.46
-4.46
-5
0
2
4.5
4.5
Omega Ratio
1.01
1.01
0
1
1.5
2.5
2.5
Treynor Ratio
0.65
0.65
0
0.75
1.25
2
2
Information Ratio
0.01
0.01
0
0.3
0.6
1
1
Calmar Ratio
0.15
0.15
0
0.3
0.6
1
1
Beta
1.45
1.45
0
0.8
1.2
0
2
Sharpe Ratio
0.33
0.33
0
0.5
1
1.5
1.5
Sortino Ratio
0.52
0.52
0
1
2
3
3
Jensen's Alpha
-4.46
-4.46
-5
0
2
4.5
4.5
Omega Ratio
1.01
1.01
0
1
1.5
2.5
2.5
Treynor Ratio
0.65
0.65
0
0.75
1.25
2
2
Information Ratio
0.01
0.01
0
0.3
0.6
1
1
Calmar Ratio
0.15
0.15
0
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
32.27
High:
COST
53.93COSTLow:
BAC
13.16BACDetails
PEG Ratio
313.83
High:COST
563.16COSTLow:
SDZNY
0.03SDZNYDetails
Price/Book
6.86
High:COST
14.75COSTLow:BAC
1.31BACDetails
Price/Sales
1.98
High:
NVS
5.82NVSLow:COST
1.6COSTDetails
Price/CF
18.86
High:COST
27.07COSTLow:BAC
9.56BACDetails
Price/FCF
36.08
High:SDZNY
123.39SDZNYLow:BAC
12.26BACDetails
P/E Ratio
32.27
High:COST
53.93COSTLow:BAC
13.16BACDetails
PEG Ratio
313.83
High:COST
563.16COSTLow:SDZNY
0.03SDZNYDetails
Price/Book
6.86
High:COST
14.75COSTLow:BAC
1.31BACDetails
Price/Sales
1.98
High:NVS
5.82NVSLow:COST
1.6COSTDetails
Price/CF
18.86
High:COST
27.07COSTLow:BAC
9.56BACDetails
Price/FCF
36.08
High:SDZNY
123.39SDZNYLow:BAC
12.26BACDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-55.4% | Dec 2021 | - | 52 |
-27.43% | Sep 2018 | Dec 2019 | 15 |
-19.08% | Feb 2021 | Oct 2021 | 8 |
-13.14% | Mar 2020 | May 2020 | 2 |
-7.08% | Jul 2020 | Aug 2020 | 1 |