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+0.63%
Today
+0.63%
This Month
-3.98%
Year To Date
+35.43%
2 Years
+93.89%
5 Years
+6.1%
Annualized
Dividend Yield
1.87%
Instrument | Portfolio Yield | Company Yield | Per Share |
|---|---|---|---|
 WBA | 0.02% | 8.95% | $1.46 |
 DOW | 0.02% | 8.02% | $2.8 |
 LYB | 0.02% | 7.61% | $5.09 |
 F | 0.01% | 7.48% | $0.78 |
 MO | 0.01% | 6.73% | $3.92 |
 PFE | 0.01% | 6.67% | $1.66 |
 BEN | 0.01% | 6.55% | $1.23 |
 CCI | 0.01% | 6.01% | $6.26 |
 DOC | 0.01% | 5.96% | $1.2 |
 VZ | 0.01% | 5.95% | $2.66 |
 UPS | 0.01% | 5.94% | $6.5 |
 BXP | 0.01% | 5.83% | $3.92 |
 ARE | 0.01% | 5.66% | $5.02 |
 HST | 0.01% | 5.63% | $0.78 |
 AES | 0.01% | 5.61% | $0.68 |
 VTRS | 0.01% | 5.51% | $0.48 |
 EIX | 0.01% | 5.46% | $3.04 |
 O | 0.01% | 5.45% | $3.09 |
 TROW | 0.01% | 5.43% | $4.92 |
 IVZ.US | 0.01% | 5.41% | $0.81 |
 KHC | 0.01% | 5.26% | $1.6 |
 VICI | 0.01% | 5.25% | $1.66 |
 CAG | 0.01% | 5.25% | $1.4 |
 AMCR | 0.01% | 5.21% | $0.5 |
 KEY | 0.01% | 5.13% | $0.82 |
 BBY | 0.01% | 5.12% | $3.72 |
 TFC | 0.01% | 5.05% | $2.08 |
 AMC.ASX | 0.01% | 5.03% | $0.77 |
 SPG | 0.01% | 4.97% | $7.75 |
 IPG | 0.01% | 4.86% | $1.28 |
 D | 0.01% | 4.76% | $2.67 |
 APA | 0.01% | 4.76% | $1 |
 USB | 0.01% | 4.71% | $1.94 |
 PRU | 0.01% | 4.7% | $5.1 |
 ES | 0.01% | 4.67% | $2.78 |
 KIM | 0.01% | 4.61% | $0.95 |
 RF | 0.01% | 4.56% | $0.96 |
 EXR | 0.01% | 4.36% | $6.48 |
 SWKS | 0.01% | 4.3% | $2.72 |
 TGT | 0.01% | 4.29% | $4.42 |
 FE | 0.01% | 4.26% | $1.64 |
 SWK | 0.01% | 4.25% | $3.24 |
 ADM | 0.01% | 4.19% | $1.9 |
 HBAN | 0.01% | 4.13% | $0.62 |
 CFG | 0.01% | 4.1% | $1.68 |
 HPQ | 0.01% | 4.08% | $1.1 |
 OKE | 0.01% | 4.03% | $3.89 |
 KMI | 0.01% | 4.03% | $1.14 |
 GIS | 0.01% | 4.01% | $2.36 |
 PSA | 0.01% | 4.01% | $12 |
 BMY | 0.01% | 4% | $2.34 |
 CME | 0.01% | 3.96% | $9.75 |
 CVX | 0.01% | 3.95% | $6.28 |
 CVS | 0.01% | 3.93% | $2.54 |
 T | 0.01% | 3.93% | $1.11 |
 FANG | 0.01% | 3.88% | $9.26 |
 CPB | 0.01% | 3.81% | $1.48 |
 EVRG | 0.01% | 3.8% | $2.54 |
 EQR | 0.01% | 3.8% | $2.66 |
 UDR | 0.01% | 3.77% | $1.69 |
 MCHP | 0.01% | 3.75% | $1.75 |
 REG | 0.01% | 3.73% | $2.66 |
 PNW | 0.01% | 3.73% | $3.51 |
 PSX | 0.01% | 3.73% | $4.3 |
 FITB | 0.01% | 3.72% | $1.4 |
 EMN | 0.01% | 3.72% | $3.22 |
 HRL | 0.01% | 3.7% | $1.12 |
 SJM | 0.01% | 3.63% | $4.24 |
 PEP | 0.01% | 3.61% | $5.15 |
 PNC | 0.01% | 3.61% | $6.2 |
 MAA | 0.01% | 3.56% | $5.81 |
 MRK | 0.01% | 3.52% | $3.04 |
 SRE | 0.01% | 3.51% | $2.43 |
 PLD | 0.01% | 3.48% | $3.66 |
 IP.US | 0.01% | 3.47% | $1.85 |
 KMB | 0.01% | 3.46% | $4.8 |
 PFG | 0.01% | 3.45% | $2.72 |
 HAS | 0.01% | 3.42% | $2.8 |
 CMCSA | 0.01% | 3.41% | $1.2 |
 DUK | 0.01% | 3.41% | $4.1 |
 DLR | 0.01% | 3.41% | $4.88 |
 KVUE | 0.01% | 3.4% | $0.8 |
 CPT | 0.01% | 3.39% | $4.06 |
 GPC | 0.01% | 3.38% | $3.9 |
 OMC | 0.01% | 3.38% | $2.8 |
 PM | 0.01% | 3.37% | $5.2 |
 HPE | 0.01% | 3.37% | $0.51 |
 STX.US | 0.01% | 3.34% | $2.8 |
 DVN | 0.01% | 3.34% | $2.05 |
 EXC | 0.01% | 3.34% | $1.48 |
 IRM | 0.01% | 3.33% | $2.6 |
 STT | 0.01% | 3.32% | $2.76 |
 CLX | 0.01% | 3.31% | $4.8 |
 AEP | 0.01% | 3.31% | $3.47 |
 VLO | 0.01% | 3.29% | $4.18 |
 INVH | 0.01% | 3.27% | $1.36 |
 XOM | 0.01% | 3.26% | $3.76 |
 ESS | 0.01% | 3.24% | $9.52 |
 WMB | 0.01% | 3.22% | $1.85 |
 2M6.DE | 0.01% | 3.21% | - |
 HSY | 0.01% | 3.2% | $5.12 |
 AVB | 0.01% | 3.19% | $6.7 |
 MOS | 0.01% | 3.18% | $0.82 |
 SO | 0.01% | 3.13% | $2.82 |
 XEL | 0.01% | 3.13% | $2.13 |
 WEC | 0.01% | 3.12% | $3.23 |
 MDT.US | 0.01% | 3.12% | $2.77 |
 C | 0.01% | 3.11% | $2.12 |
 MS | 0.01% | 3.11% | $3.4 |
 TSN | 0.01% | 3.1% | $1.96 |
 EL | 0.01% | 3.06% | $2.64 |
 DTE | 0.01% | 3.05% | $4.01 |
 ABBV | 0.01% | 3.05% | $6.06 |
 NTRS | 0.01% | 3.04% | $3 |
 LNT | 0.01% | 3.03% | $1.87 |
 MTB | 0.01% | 3.02% | $5.25 |
 ED | 0.01% | 3.02% | $3.28 |
 AMT | 0.01% | 3.01% | $6.56 |
 JNJ | 0.01% | 2.99% | $4.81 |
 NEE | 0.01% | 2.98% | $1.97 |
 AMGN | 0.01% | 2.97% | $8.76 |
 COP | 0.01% | 2.97% | $3.25 |
 TXN | 0.01% | 2.96% | $5.14 |
 PEG | 0.01% | 2.95% | $2.34 |
 CTRA | 0.01% | 2.94% | $0.82 |
 TAP | 0.01% | 2.94% | $1.7 |
 EOG | 0.01% | 2.94% | $5.06 |
 PPL | 0.01% | 2.89% | $1 |
 LMT | 0.01% | 2.89% | $12.45 |
 SWR.L | 0.01% | 2.84% | $1.3 |
 BX | 0.01% | 2.83% | $3.36 |
 LKQ | 0.01% | 2.82% | $1.18 |
 CMS | 0.01% | 2.78% | $2.01 |
 GILD | 0.01% | 2.77% | $3.04 |
 WY | 0.01% | 2.77% | $0.78 |
 IPO1.US | 0.01% | 2.75% | - |
 SW | 0.01% | 2.75% | $1.18 |
 K | 0.01% | 2.75% | $2.28 |
 KO | 0.01% | 2.74% | $1.89 |
 LW | 0.01% | 2.74% | $1.28 |
 ETR | 0.01% | 2.73% | $4.46 |
 NI | 0.01% | 2.72% | $1.05 |
 SYY | 0.01% | 2.72% | $2.01 |
 MET | 0.01% | 2.72% | $2.11 |
 AEE | 0.01% | 2.71% | $2.6 |
 MDLZ | 0.01% | 2.7% | $1.7 |
 DRI | 0.01% | 2.7% | $5.24 |
 BAX | 0.01% | 2.69% | $1.16 |
 IBM | 0.01% | 2.69% | $6.65 |
 DG.US | 0.01% | 2.68% | $2.36 |
 HAL | 0.01% | 2.68% | $0.66 |
 VTR | 0.01% | 2.66% | $1.8 |
 SLB | 0.01% | 2.66% | $1.05 |
 BF.A | 0.01% | 2.65% | $0.86 |
 KDP | 0.01% | 2.64% | $0.86 |
 BF-B | 0.01% | 2.62% | $0.86 |
 CSCO | 0.01% | 2.61% | $1.58 |
 HII | 0.01% | 2.6% | $5.14 |
 CF | 0.01% | 2.56% | $1.8 |
 PAYX | 0.01% | 2.54% | $3.65 |
 PKG | 0% | 2.53% | $5 |
 HD | 0% | 2.47% | $8.52 |
 PPG | 0% | 2.46% | $2.6 |
 GLW | 0% | 2.45% | $1.12 |
 BAC | 0% | 2.44% | $0.96 |
 JNPR | 0% | 2.43% | $0.88 |
 NKE | 0% | 2.43% | $1.45 |
 CHRW | 0% | 2.41% | $2.44 |
 APD | 0% | 2.41% | $7.04 |
 SBUX | 0% | 2.41% | $2.24 |
 MPC | 0% | 2.38% | $3.23 |
 ITW | 0% | 2.38% | $5.6 |
 SNA | 0% | 2.37% | $7.2 |
 NTAP | 0% | 2.37% | $2.02 |
 PG | 0% | 2.36% | $3.83 |
 CNP | 0% | 2.29% | $0.79 |
 NSC | 0% | 2.28% | $5.4 |
 CMI | 0% | 2.28% | $6.72 |
 FDX | 0% | 2.26% | $5.16 |
 UNP | 0% | 2.25% | $5.2 |
 ALB | 0% | 2.24% | $1.6 |
 LHX | 0% | 2.24% | $4.6 |
 CINF | 0% | 2.23% | $3.12 |
 QCOM | 0% | 2.21% | $3.25 |
 MCD | 0% | 2.2% | $6.53 |
 EG | 0% | 2.2% | $7.25 |
 INTC | 0% | 2.2% | $0.5 |
 STZ | 0% | 2.2% | $3.68 |
 LVS | 0% | 2.2% | $0.8 |
 BK | 0% | 2.18% | $1.68 |
 ATO | 0% | 2.17% | $3.16 |
 WFC | 0% | 2.16% | $1.4 |
 CL | 0% | 2.16% | $1.96 |
 GS | 0% | 2.15% | $11 |
 LUV | 0% | 2.14% | $0.72 |
 EQIX | 0% | 2.14% | $16.19 |
 NXPI | 0% | 2.13% | $4.06 |
 MKC | 0% | 2.11% | $1.62 |
 GD | 0% | 2.11% | $5.48 |
 HON | 0% | 2.09% | $4.27 |
 DD | 0% | 2.08% | $1.48 |
 AWK | 0% | 2.07% | $2.89 |
 NEM | 0% | 2.07% | $1.3 |
 EXE | 0% | 2.07% | $2.3 |
 FAST | 0% | 2.06% | $1.48 |
 IFF | 0% | 2.06% | $2.42 |
 JPM | 0% | 2.06% | $4.4 |
 DELL | 0% | 2.04% | $1.63 |
 AOS | 0% | 2.02% | $1.26 |
 TPR | 0% | 1.99% | $1.4 |
 FIS | 0% | 1.98% | $1.76 |
 ROK | 0% | 1.98% | $5 |
 AVY | 0% | 1.98% | $3.31 |
 LOW | 0% | 1.97% | $4.45 |
 BKR | 0% | 1.96% | $0.82 |
 MMM | 0% | 1.93% | $5.21 |
 ADP | 0% | 1.92% | $5.45 |
 EMR | 0% | 1.92% | $2.1 |
 RTX | 0% | 1.9% | $2.44 |
 SYF | 0% | 1.89% | $1 |
 KR | 0% | 1.89% | $1.16 |
 GEN | 0% | 1.88% | $0.5 |
 AFL | 0% | 1.87% | $1.84 |
 ADI | 0% | 1.86% | $3.56 |
 JCI | 0% | 1.85% | $1.48 |
 SBAC | 0% | 1.84% | $3.66 |
 AIG | 0% | 1.84% | $1.48 |
 ACN | 0% | 1.84% | $4.99 |
 LEN.B | 0% | 1.83% | $1.75 |
 OXY | 0% | 1.82% | $0.8 |
 ALL | 0% | 1.82% | $3.62 |
 NUE | 0% | 1.81% | $2.13 |
 DGX | 0% | 1.8% | $2.92 |
 LEN | 0% | 1.74% | $1.75 |
 NRG | 0% | 1.74% | $1.57 |
 BDX | 0% | 1.74% | $3.76 |
 CI | 0% | 1.74% | $5.26 |
 PGR | 0% | 1.73% | $1.15 |
 YUM | 0% | 1.73% | $2.55 |
 ABT | 0% | 1.72% | $2.16 |
 WELL | 0% | 1.71% | $2.44 |
 MAS | 0% | 1.7% | $1.15 |
 CAT | 0% | 1.68% | $5.31 |
 PARA | 0% | 1.67% | $0.2 |
 CSX | 0% | 1.67% | $0.46 |
 DFS | 0% | 1.64% | $2.8 |
 EBAY | 0% | 1.62% | $1.04 |
 TSCO | 0% | 1.62% | $4.26 |
 NOC | 0% | 1.61% | $7.67 |
 UNH | 0% | 1.6% | $7.74 |
 HIG | 0% | 1.6% | $1.84 |
 TRV | 0% | 1.59% | $4.05 |
 CB | 0% | 1.59% | $3.49 |
 FCX | 0% | 1.58% | $0.6 |
 CTSH | 0% | 1.58% | $1.18 |
 CDW | 0% | 1.55% | $2.45 |
 BALL | 0% | 1.54% | $0.8 |
 HUBB | 0% | 1.54% | $4.78 |
 IEX | 0% | 1.53% | $2.61 |
 ELV | 0% | 1.52% | $6.22 |
 OTIS | 0% | 1.51% | $1.41 |
 POOL | 0% | 1.51% | $4.5 |
 STLD | 0% | 1.5% | $1.77 |
 WSM | 0% | 1.5% | $3.83 |
 NDSN | 0% | 1.5% | $2.72 |
 TRGP | 0% | 1.5% | $2.25 |
 RL | 0% | 1.5% | $3.08 |
 ALLE | 0% | 1.49% | $1.86 |
 CAH | 0% | 1.47% | $2.01 |
 AIZ | 0% | 1.45% | $2.86 |
 ETN | 0% | 1.42% | $3.6 |
 BR | 0% | 1.42% | $3.2 |
 GRMN | 0% | 1.38% | $3.71 |
 MKTX | 0% | 1.38% | $2.92 |
 RJF | 0% | 1.37% | $1.77 |
 DPZ | 0% | 1.36% | $5.44 |
 APO | 0% | 1.35% | $1.75 |
 COF | 0% | 1.34% | $2.4 |
 HUM | 0% | 1.34% | $3.54 |
 MMC | 0% | 1.34% | $2.84 |
 AVGO | 0% | 1.33% | $19.7 |
 WM | 0% | 1.33% | $2.9 |
 DE | 0% | 1.32% | $5.76 |
 SCHW | 0% | 1.3% | $1 |
 LIN.DE | 0% | 1.27% | - |
 NDAQ | 0% | 1.27% | $0.9 |
 PCAR | 0% | 1.26% | $1.11 |
 DAL | 0% | 1.26% | $0.3 |
 ERIE | 0% | 1.26% | $5.01 |
 CARR | 0% | 1.25% | $0.76 |
 XYL | 0% | 1.24% | $1.38 |
 LH | 0% | 1.24% | $2.88 |
 TMUS | 0% | 1.23% | $1.95 |
 TJX | 0% | 1.23% | $1.42 |
 LRCX | 0% | 1.22% | $8 |
 AMP.US | 0% | 1.22% | $5.53 |
 JKHY | 0% | 1.22% | $2.14 |
 MTCH | 0% | 1.22% | - |
 LIN | 0% | 1.22% | $5.33 |
 ORCL | 0% | 1.22% | $1.6 |
 EXPD | 0% | 1.21% | $1.42 |
 HES | 0% | 1.21% | $1.75 |
 CBOE | 0% | 1.21% | - |
 WYNN | 0% | 1.2% | $1 |
 ROST | 0% | 1.18% | $1.41 |
 EQT | 0% | 1.18% | $0.62 |
 DOV | 0% | 1.17% | $2.04 |
 JBHT | 0% | 1.17% | $1.7 |
 MSCI | 0% | 1.17% | $5.96 |
 ROL | 0% | 1.17% | $0.58 |
 LDOS | 0% | 1.16% | $1.5 |
 AMAT | 0% | 1.14% | $1.44 |
 ZTS | 0% | 1.13% | $1.67 |
 DHI | 0% | 1.1% | $1.15 |
 AXP | 0% | 1.09% | $2.6 |
 PNR | 0% | 1.07% | $0.91 |
 PH | 0% | 1.07% | $6.07 |
 URI | 0% | 1.07% | $6.22 |
 CTVA | 0% | 1.06% | $0.64 |
 ICE | 0% | 1.06% | $1.77 |
 MAR | 0% | 1.06% | $2.19 |
 WTW | 0% | 1.05% | $3.44 |
 CHD | 0% | 1.04% | $1.11 |
 WMT | 0% | 1.04% | $0.81 |
 TT | 0% | 1.03% | $3.27 |
 FOX | 0% | 1.02% | $0.52 |
 GPN | 0% | 1.02% | $1 |
 GM | 0% | 1.02% | $0.42 |
 DIS | 0% | 1.01% | $0.75 |
 J | 0% | 0.98% | $1.1 |
 STE | 0% | 0.98% | $2.08 |
 ECL | 0% | 0.96% | $2.24 |
 FOXA | 0% | 0.95% | $0.52 |
 MSI | 0% | 0.95% | $3.82 |
 RSG | 0% | 0.94% | $2.14 |
 KLAC | 0% | 0.93% | $5.65 |
 RMD | 0% | 0.92% | $1.92 |
 APH | 0% | 0.92% | $0.44 |
 MPWR | 0% | 0.92% | $4.5 |
 FDS | 0% | 0.92% | $3.98 |
 RMD.ASX | 0% | 0.89% | $0.3 |
 PARAA | 0% | 0.88% | $0.2 |
 SYK | 0% | 0.88% | $3.15 |
 MSFT | 0% | 0.86% | $3 |
 ZBH | 0% | 0.85% | $0.96 |
 SHW | 0% | 0.84% | $2.64 |
 GWW | 0% | 0.83% | $7.63 |
 A | 0% | 0.83% | $0.93 |
 RCL | 0% | 0.83% | - |
 LII | 0% | 0.82% | $4.45 |
 PHM | 0% | 0.82% | $0.76 |
 VMC | 0% | 0.8% | $1.78 |
 HCA | 0% | 0.78% | $2.52 |
 BKNG | 0% | 0.78% | $17.5 |
 COR | 0% | 0.76% | $2.02 |
 GL | 0% | 0.75% | $0.93 |
 VST | 0% | 0.75% | $0.85 |
 MCO | 0% | 0.75% | $3.24 |
 GE | 0% | 0.74% | $0.44 |
 NWSA | 0% | 0.73% | $0.2 |
 CTAS | 0% | 0.73% | $5.4 |
 SPGI | 0% | 0.73% | $3.62 |
 CEG | 0% | 0.72% | - |
 AJG | 0% | 0.71% | $2.3 |
 PAYC | 0% | 0.69% | $1.5 |
 AME | 0% | 0.67% | $1.06 |
 NWS | 0% | 0.66% | $0.2 |
 INTU | 0% | 0.65% | $3.6 |
 LLY | 0% | 0.65% | $4.86 |
 MLM | 0% | 0.65% | $2.96 |
 NWS.ASX | 0% | 0.64% | $0.31 |
 ODFL | 0% | 0.64% | $0.92 |
 EFX | 0% | 0.64% | $1.56 |
 V | 0% | 0.63% | $2.01 |
 KKR | 0% | 0.61% | $0.67 |
 CRM | 0% | 0.6% | $0.4 |
 TER | 0% | 0.58% | $0.46 |
 DHR | 0% | 0.55% | $1.05 |
 TECH | 0% | 0.55% | $0.32 |
 VRSK | 0% | 0.54% | $1.46 |
 ROP | 0% | 0.53% | $2.93 |
 MU | 0% | 0.53% | $0.46 |
 EA | 0% | 0.53% | $0.76 |
 MA | 0% | 0.52% | $2.46 |
 GOOGL | 0% | 0.52% | $0.2 |
 GOOG | 0% | 0.51% | $0.2 |
 COST | 0% | 0.49% | $19.22 |
 WAB | 0% | 0.47% | $0.74 |
 AAPL | 0% | 0.45% | $0.97 |
 BRO | 0% | 0.45% | $0.51 |
 WRB.US | 0% | 0.45% | $0.45 |
 FTV | 0% | 0.44% | $0.31 |
 UHS | 0% | 0.43% | $0.8 |
 TPL | 0% | 0.42% | $4.5 |
 VLTO | 0% | 0.41% | $0.27 |
 MCK | 0% | 0.41% | $2.48 |
 PCG | 0% | 0.41% | $0.03 |
 WST | 0% | 0.37% | $0.8 |
 META | 0% | 0.35% | $1 |
 TMO | 0% | 0.32% | $1.48 |
 L | 0% | 0.27% | $0.25 |
 RVTY | 0% | 0.26% | $0.28 |
 HLT | 0% | 0.26% | $0.6 |
 HWM | 0% | 0.24% | $0.19 |
 EXPE | 0% | 0.24% | - |
 JBL | 0% | 0.24% | $0.32 |
 GEHC | 0% | 0.16% | $0.12 |
 PWR | 0% | 0.15% | $0.35 |
 REGN | 0% | 0.14% | - |
 TXT | 0% | 0.11% | $0.08 |
 IR | 0% | 0.1% | $0.08 |
 GEV | 0% | 0.08% | - |
 NVDA | 0% | 0.04% | $0.02 |
 COO | 0% | 0.01% | $0.02 |
Sectors Breakdown
- Sector
- Total
- 💰 Finance17.95%
- 🖥️ Technology Services10.26%
- 💻 Electronic Technology9.86%
- 🧬 Health Technology8.48%
- 🍞 Consumer Non Durables6.71%
- 🛠️ Producer Manufacturing6.31%
- ⚡ Utilities6.31%
- 💇♀️ Consumer Services6.11%
- 🛍️ Retail Trade4.73%
- 🧪 Process Industries4.54%
- ⛏️ Energy Minerals2.96%
- 🚚 Transportation2.76%
- 🚗 Consumer Durables2.56%
- 🏥 Health Services2.37%
- 💼 Commercial Services2.37%
- 📦 Distribution Services1.78%
- 🏭 Industrial Services1.78%
- 🪨 Non Energy Minerals1.18%
- 📡 Communications0.59%
- ❓ Other0.2%
- 🧩 Miscellaneous0.2%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States95.07%
- 🇮🇪 Ireland1.97%
- 🇬🇧 United Kingdom1.38%
- 🇨🇭 Switzerland0.59%
- 🇧🇲 Bermuda0.39%
- 🇳🇱 Netherlands0.2%
- 🇨🇦 Canada0.2%
Performance Metrics
Beta
1
1
0
0.8
1.2
0
2
Sharpe Ratio
0.75
0.75
0
0.5
1
1.5
1.5
Sortino Ratio
1.18
1.18
0
1
2
3
3
Jensen's Alpha
0
0
-2
0
2
4.5
4.5
Omega Ratio
1
1
0
1
1.5
2.5
2.5
Treynor Ratio
0.91
0.91
0
0.75
1.25
2
2
Information Ratio
NaN
NaN
NaN
0.3
0.6
NaN
NaN
Calmar Ratio
0.47
0.47
0
0.3
0.6
1
1
Beta
1
1
0
0.8
1.2
0
2
Sharpe Ratio
0.75
0.75
0
0.5
1
1.5
1.5
Sortino Ratio
1.18
1.18
0
1
2
3
3
Jensen's Alpha
0
0
-2
0
2
4.5
4.5
Omega Ratio
1
1
0
1
1.5
2.5
2.5
Treynor Ratio
0.91
0.91
0
0.75
1.25
2
2
Information Ratio
NaN
NaN
NaN
0.3
0.6
NaN
NaN
Calmar Ratio
0.47
0.47
0
0.3
0.6
1
1
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-86.03% | Sep 1929 | Sep 1954 | 300 |
-52.56% | Nov 2007 | Mar 2013 | 64 |
-46.28% | Sep 2000 | May 2007 | 80 |
-46.18% | Jan 1973 | Jul 1980 | 90 |
-32.9% | Dec 1968 | May 1972 | 41 |
-30.17% | Sep 1987 | Jul 1989 | 22 |
-24.77% | Jan 2022 | Dec 2023 | 23 |
-23.8% | Dec 1980 | Dec 1982 | 24 |
-23.48% | Jan 1962 | Aug 1963 | 19 |
-20% | Jan 2020 | Jul 2020 | 6 |
-19.03% | Aug 1956 | Sep 1958 | 25 |
-17.57% | Feb 1966 | Apr 1967 | 14 |
-15.84% | Jun 1990 | Feb 1991 | 8 |
-15.57% | Jul 1998 | Nov 1998 | 4 |
-13.97% | Oct 2018 | Apr 2019 | 6 |
-11.76% | Aug 1959 | Jan 1961 | 17 |
-10.2% | Jul 1983 | Jan 1985 | 18 |
-8.89% | Jun 2015 | Jul 2016 | 13 |
-8.54% | Sep 1986 | Jan 1987 | 4 |
-7.75% | Feb 1994 | Feb 1995 | 12 |
-7.6% | Oct 1967 | Apr 1968 | 6 |
-7.09% | Feb 2025 | - | 3 |
-7% | Jan 2000 | Mar 2000 | 2 |
-6.88% | Jan 1990 | May 1990 | 4 |
-6.77% | Apr 1956 | Jul 1956 | 3 |
-6.58% | Sep 2020 | Nov 2020 | 2 |
-6.58% | May 2019 | Jul 2019 | 2 |
-6.56% | Jul 1999 | Nov 1999 | 4 |
-6.48% | Feb 2018 | Aug 2018 | 6 |
-5.87% | Jul 1986 | Aug 1986 | 1 |
-5.75% | Aug 1997 | Nov 1997 | 3 |
-5.59% | May 1965 | Sep 1965 | 4 |
-5.24% | May 1967 | Jul 1967 | 2 |
-5.2% | Apr 2000 | Aug 2000 | 4 |
-5.11% | Sep 1991 | Dec 1991 | 3 |
-5.09% | Jul 1985 | Nov 1985 | 4 |
-4.92% | Jun 2007 | Oct 2007 | 4 |
-4.79% | Jun 1991 | Aug 1991 | 2 |
-4.76% | Sep 2021 | Oct 2021 | 1 |
-4.57% | Jul 1996 | Sep 1996 | 2 |
-4.3% | Jun 1928 | Aug 1928 | 2 |
-4.28% | May 1929 | Jun 1929 | 1 |
-4.26% | Mar 1997 | Apr 1997 | 1 |
-4.16% | Apr 2024 | May 2024 | 1 |
-3.72% | Dec 1955 | Mar 1956 | 3 |
-3.56% | Jan 2014 | Feb 2014 | 1 |
-3.51% | Dec 2014 | Feb 2015 | 2 |
-3.23% | Feb 1999 | Mar 1999 | 1 |
-3.21% | Jan 1992 | Jul 1992 | 6 |
-3.15% | Sep 1989 | Dec 1989 | 3 |
-3.13% | Aug 2013 | Oct 2013 | 2 |
-3.05% | Oct 1955 | Nov 1955 | 1 |
-2.88% | Jun 1961 | Jul 1961 | 1 |
-2.54% | Apr 1993 | Aug 1993 | 4 |
-2.5% | May 1999 | Jun 1999 | 1 |
-2.5% | Dec 2024 | Jan 2025 | 1 |
-2.4% | Aug 1992 | Nov 1992 | 3 |
-2.18% | Jun 1972 | Aug 1972 | 2 |
-2.18% | Aug 2016 | Nov 2016 | 3 |
-2.15% | Dec 1996 | Jan 1997 | 1 |
-1.97% | Sep 1961 | Oct 1961 | 1 |
-1.95% | Oct 1954 | Nov 1954 | 1 |
-1.88% | May 1998 | Jun 1998 | 1 |
-1.85% | Jul 1968 | Sep 1968 | 2 |
-1.81% | Aug 2019 | Oct 2019 | 2 |
-1.76% | Feb 1928 | Mar 1928 | 1 |
-1.74% | Mar 2015 | May 2015 | 2 |
-1.62% | Aug 1964 | Sep 1964 | 1 |
-1.6% | Feb 1965 | Apr 1965 | 2 |
-1.55% | Sep 2014 | Oct 2014 | 1 |
-1.51% | Jul 2014 | Aug 2014 | 1 |
-1.5% | Jun 2013 | Jul 2013 | 1 |
-1.41% | Apr 1986 | May 1986 | 1 |
-1.29% | Nov 1993 | Jan 1994 | 2 |
-1.24% | May 1983 | Jun 1983 | 1 |
-1.17% | Aug 1967 | Sep 1967 | 1 |
-1.15% | Apr 1987 | Jun 1987 | 2 |
-1.11% | Jan 2021 | Feb 2021 | 1 |
-1.1% | Sep 1963 | Oct 1963 | 1 |
-1.05% | Nov 1963 | Dec 1963 | 1 |
-1% | Sep 1993 | Oct 1993 | 1 |
-0.99% | Oct 2024 | Nov 2024 | 1 |
-0.88% | Nov 1965 | Dec 1965 | 1 |
-0.83% | Nov 2021 | Dec 2021 | 1 |
-0.81% | Feb 1929 | Apr 1929 | 2 |
-0.78% | Aug 1955 | Sep 1955 | 1 |
-0.75% | Mar 1985 | May 1985 | 2 |
-0.52% | Nov 1964 | Jan 1965 | 2 |
-0.5% | Oct 1995 | Nov 1995 | 1 |
-0.49% | Mar 1955 | Apr 1955 | 1 |
-0.49% | Sep 1972 | Oct 1972 | 1 |
-0.36% | Jun 1959 | Jul 1959 | 1 |
-0.13% | May 1955 | Jun 1955 | 1 |
-0.07% | Feb 1959 | Apr 1959 | 2 |
-0.04% | Mar 2017 | Apr 2017 | 1 |
-0.03% | Aug 1995 | Sep 1995 | 1 |