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+6.32%
This Month
+6.32%
Year To Date
-43.42%
2 Years
-31.38%
5 Years
+4.5%
10 Years
+0.83%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 🛍️ Retail Trade33.72%
- 💼 Commercial Services24.63%
- 🍞 Consumer Non Durables17.07%
- 🖥️ Technology Services8.13%
- 🧬 Health Technology8.09%
- 💰 Finance7.94%
- 🪙 Cryptocurrencies0.11%
- 🧩 Miscellaneous0.08%
- 💇♀️ Consumer Services0.07%
- 🛠️ Producer Manufacturing0.06%
- 🚗 Consumer Durables0.06%
- 🏭 Industrial Services0.03%
- 💵 Cash0.02%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 Nasdaq57.4%
- 🇺🇸 NYSE33.06%
- 🇫🇷 Euronext Paris9.41%
- 🌍 Digital Currency0.11%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States82.82%
- 🇫🇷 France9.41%
- 🇨🇦 Canada7.58%
- 🇸🇬 Singapore0.05%
Dividends
Dividend Yield
0.84%
9 out of 23 instruments pay dividend.
0 dividend payments in the next 30 days.
Highest Dividend: $NKE (2.54%)
Next Dividends
Stock | Type | Date | Pay Per Share |
|---|
Performance Metrics
Score 3/10
Beta
1.59
1.59
0
0.8
1.2
0
2
Sharpe Ratio
0.23
0.23
0
0.5
1
1.5
1.5
Sortino Ratio
0.34
0.34
0
1
2
3
3
Jensen's Alpha
-9.18
-9.18
-10
0
2
4.5
4.5
Omega Ratio
0.97
0.97
0
1
1.5
2.5
2.5
Treynor Ratio
0.63
0.63
0
0.75
1.25
2
2
Information Ratio
-0.03
-0.03
-1
0.3
0.6
1
1
Calmar Ratio
0
0
-1
0.3
0.6
1
1
Beta
1.59
1.59
0
0.8
1.2
0
2
Sharpe Ratio
0.23
0.23
0
0.5
1
1.5
1.5
Sortino Ratio
0.34
0.34
0
1
2
3
3
Jensen's Alpha
-9.18
-9.18
-10
0
2
4.5
4.5
Omega Ratio
0.97
0.97
0
1
1.5
2.5
2.5
Treynor Ratio
0.63
0.63
0
0.75
1.25
2
2
Information Ratio
-0.03
-0.03
-1
0.3
0.6
1
1
Calmar Ratio
0
0
-1
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
28.3
High:
WCN
68.28WCNLow:
PYPL
11.05PYPLDetails
PEG Ratio
1,180.66
High:
RMS.PA
8,974.83RMS.PALow:
SE
3.88SEDetails
Price/Book
8.63
High:
TPL
16.52TPLLow:
ORLY
-90.15ORLYDetails
Price/Sales
5.78
High:TPL
29.3TPLLow:
BAH
0.98BAHDetails
Price/CF
24.76
High:
NFLX
54.35NFLXLow:
CCL
7.97CCLDetails
Price/FCF
37.2
High:
NKE
947.69NKELow:
YETI
10.57YETIDetails
P/E Ratio
28.3
High:WCN
68.28WCNLow:PYPL
11.05PYPLDetails
PEG Ratio
1,180.66
High:RMS.PA
8,974.83RMS.PALow:SE
3.88SEDetails
Price/Book
8.63
High:TPL
16.52TPLLow:ORLY
-90.15ORLYDetails
Price/Sales
5.78
High:TPL
29.3TPLLow:BAH
0.98BAHDetails
Price/CF
24.76
High:NFLX
54.35NFLXLow:CCL
7.97CCLDetails
Price/FCF
37.2
High:NKE
947.69NKELow:YETI
10.57YETIDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-68.68% | May 2021 | - | 57 |
-20.49% | May 2020 | Nov 2020 | 6 |
-1.74% | Jan 2021 | Feb 2021 | 1 |