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+0.11%
This Month
+2.01%
Year To Date
+18.55%
2 Years
-41.97%
5 Years
+63.26%
10 Years
-59.1%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💵 Cash38%
- 🚚 Transportation13.1%
- 📦 Distribution Services10.12%
- 💰 Finance6.93%
- 🚗 Consumer Durables6.2%
- 🧩 Miscellaneous4.86%
- 🧬 Health Technology4.76%
- 🏭 Industrial Services4.41%
- 🖥️ Technology Services3.88%
- 💼 Commercial Services3.27%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE24.18%
- 🇩🇪 FRA15.14%
- 🇺🇸 Nasdaq8.74%
- 🇫🇷 Euronext Paris5.31%
- 🇩🇰 Copenhagen Stock Exchange4.16%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States24.63%
- 🇩🇪 Germany15.14%
- 🇫🇷 France5.31%
- 🇨🇦 Canada4.41%
- 🇩🇰 Denmark4.16%
- 🇮🇱 Israel3.88%
Dividends
Dividend Yield
3.4%
10 out of 11 instruments pay dividend.
1 dividend payments in the next 30 days.
Highest Dividend: $CSWC (13.23%)
Performance Metrics
Score 3.4/10
Beta
0.78
0.78
0
0.8
1.2
0
2
Sharpe Ratio
0.26
0.26
0
0.5
1
1.5
1.5
Sortino Ratio
0.33
0.33
0
1
2
3
3
Jensen's Alpha
-2.02
-2.02
-3
0
2
4.5
4.5
Omega Ratio
0.83
0.83
0
1
1.5
2.5
2.5
Treynor Ratio
0.73
0.73
0
0.75
1.25
2
2
Information Ratio
-0.19
-0.19
-1
0.3
0.6
1
1
Calmar Ratio
0.08
0.08
0
0.3
0.6
1
1
Beta
0.78
0.78
0
0.8
1.2
0
2
Sharpe Ratio
0.26
0.26
0
0.5
1
1.5
1.5
Sortino Ratio
0.33
0.33
0
1
2
3
3
Jensen's Alpha
-2.02
-2.02
-3
0
2
4.5
4.5
Omega Ratio
0.83
0.83
0
1
1.5
2.5
2.5
Treynor Ratio
0.73
0.73
0
0.75
1.25
2
2
Information Ratio
-0.19
-0.19
-1
0.3
0.6
1
1
Calmar Ratio
0.08
0.08
0
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
-29.83
High:
HLAG.DE
23.28HLAG.DELow:
PAH3.DE
-0.46PAH3.DEDetails
PEG Ratio
70.4
High:
ETOR
149.97ETORLow:
CSWC
40.58CSWCDetails
Price/Book
1.38
High:
ENB
2.89ENBLow:PAH3.DE
0.27PAH3.DEDetails
Price/Sales
1.71
High:CSWC
6.66CSWCLow:
UVV
0.45UVVDetails
Price/CF
9.04
High:PAH3.DE
14.49PAH3.DELow:
MAERSKB.CO
2.98MAERSKB.CODetails
Price/FCF
57.56
High:CSWC
867.62CSWCLow:MAERSKB.CO
9.13MAERSKB.CODetails
P/E Ratio
-29.83
High:HLAG.DE
23.28HLAG.DELow:PAH3.DE
-0.46PAH3.DEDetails
PEG Ratio
70.4
High:ETOR
149.97ETORLow:CSWC
40.58CSWCDetails
Price/Book
1.38
High:ENB
2.89ENBLow:PAH3.DE
0.27PAH3.DEDetails
Price/Sales
1.71
High:CSWC
6.66CSWCLow:UVV
0.45UVVDetails
Price/CF
9.04
High:PAH3.DE
14.49PAH3.DELow:MAERSKB.CO
2.98MAERSKB.CODetails
Price/FCF
57.56
High:CSWC
867.62CSWCLow:MAERSKB.CO
9.13MAERSKB.CODetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-100% | Mar 2011 | - | 182 |